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Date/Time: Sun, 22 Dec 2024 14:00:11 +0000
Post From: Accurate NYSE TICK Data
| [2015-07-28 09:47:40] |
| User228426 - Posts: 14 |
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Thanks for the info in post #18. As you know, the NYSE has a little over 3,000 stocks. The SC TISS-NYSE (NYSE TOTAL ISSUES) provides data on a little over 3,000 stocks, as it should. 1. Why is the SC TICK-NYSE tracking 6,500+ stocks (post #18). This sounds like an "NYA Composite" Tick which MAY explain the disparity many of us see daily. Also, on July 13 2015 the ES opened with a gap of 15.25 points from the previous day close. But the SC NYSE-TICK opened at +49 and the high in the first 15 minutes was +308. I would think that as stocks gap open their first tick since the previous day close would be "up" providing a much higher tick reading at the open and/or in the first 15 minutes when most stocks are trading. 2. How is the SC TICK-NYSE calculated relative to the previous day close? On gap opens the SC TICK-NYSE open, or at least early readings, should be much closer to extremes, shouldn't they? Thanks! |