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Direct MessagesDate/Time: Sat, 05 Oct 2024 13:17:01 +0000
$SPX, NYSE volume, Market Internals and VIX
View Count: 2146
| [2021-11-10 01:27:35] |
| HeyUgly - Posts: 243 |
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i use the $INX, i trade the SPX everyday and i believe this is the entire underlying volume of the SP500index ....i run this beside the es orderflow
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| [2021-11-10 15:08:03] |
| John - SC Support - Posts: 34944 |
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For some reason the Numbers Bars Calculated Values study is causing the issue. We will have to look into why. But you do not need that study, as the Volume data is directly available from the Main Price Graph. So on the Study Subgraph Multiply, just set the Based On to the <Main Price Graph> and then select Volume for the Input Data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-11 19:31:36] |
| Steve Leon - Posts: 301 |
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Thank you John. That definitely fixed the bar problem. The values themselves I am not sure what to make out of ? They dont correlate or match the NYSE values that i had sent for you to look at. I am not sure how to display just the total volume for each 30 minute period. I dont think this is what i am looking at right now ? Also do you have any thoughts on the $INX index that was recommended by someone in the discussion. I dont think I have this index available presently> Does it in fact represent the volume in the S+P 500 index stocks ? Do you think i should continue to pursue trying to recreate the NYSE volume - do you think the values can be reproduced ? |
| [2021-11-11 21:57:09] |
| John - SC Support - Posts: 34944 |
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The TVOL-NYSE is the total volume up to that period in time. If you want just the volume traded in the 30 minute period, then you would need to subtract the Open from the Close for each bar to get that value. The easiest way to do this is to use the Spreadsheet Formula study and enter a formula of "=C - O". We have not looked at how these compare to other values. It's a tough thing to do, as there are various sources of the data and how they do their calculations, etc. We will leave that to you to decide. The $INX is the S&P 500 Index. The historical data is available for that, but if you want real-time data, you would have to pay for the Sierra Chart Exchange Data Feed and the S&P Indices exchange. We can't say how well this would work for you, it is something you need to figure out. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-17 16:50:31] |
| Steve Leon - Posts: 301 |
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I have setup a spreadsheet using the user manual online. I had two questions. Can you refer me to how i can set up a formula from the spreadsheet. Even more importantly what i have never been able to do is display the values from the spreadsheet to a chart or DOM chart. Could you help guide me with this. In this case displaying the result of the formula but lets say displaying midpoint etc …
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| [2021-11-17 18:05:06] |
| John - SC Support - Posts: 34944 |
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Can you refer me to how i can set up a formula from the spreadsheet.
Refer to the following to enter information in a cell: Working with Spreadsheets: Entering Data Refer to the following page for the functions that can be used with a Spreadsheet: Spreadsheet Functions In this case displaying the result of the formula but lets say displaying midpoint etc …
The columns K through Z are setup to be displayed on the chart, with K, L, M, and N by default being enabled and showing as a line. You just enter the formula you want in row 3 of one of these columns and the formula is copied down giving the information per bar. Refer to the following for more starting at Step #31: Using the Spreadsheet Study: Step By Step Instructions to use the Spreadsheet Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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