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teedeebee  
#1 Posted : Tuesday, April 21, 2020 10:36:31 AM(UTC)
teedeebee

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Want to download Advance-Decline data for NYSE or AMMEX but can't find on Thomson-Reuters. Does anybody know where to get it?

MS Support  
#2 Posted : Tuesday, April 21, 2020 2:40:51 PM(UTC)
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Originally Posted by: teedeebee Go to Quoted Post

Want to download Advance-Decline data for NYSE or AMMEX but can't find on Thomson-Reuters. Does anybody know where to get it?

Hello, are you using Real-Time (XENITH) data or End-of-Day (DataLink) data?

teedeebee  
#3 Posted : Wednesday, April 22, 2020 9:59:53 AM(UTC)
teedeebee

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Originally Posted by: MS Support Go to Quoted Post
Originally Posted by: teedeebee Go to Quoted Post

Want to download Advance-Decline data for NYSE or AMMEX but can't find on Thomson-Reuters. Does anybody know where to get it?

Hello, are you using Real-Time (XENITH) data or End-of-Day (DataLink) data?

Using EOD.

MS Support  
#4 Posted : Wednesday, April 22, 2020 3:58:40 PM(UTC)
MS Support

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Originally Posted by: teedeebee Go to Quoted Post
Originally Posted by: MS Support Go to Quoted Post
Originally Posted by: teedeebee Go to Quoted Post

Want to download Advance-Decline data for NYSE or AMMEX but can't find on Thomson-Reuters. Does anybody know where to get it?

Hello, are you using Real-Time (XENITH) data or End-of-Day (DataLink) data?

Using EOD.

With DataLink, we have a combination of indicators (which also contain the general instrument format) for NYSE and NASDAQ. You can download these from - https://www.metastock.com/customer/support/download/Files/Broad%20Market%20Installer%20-%20MetaStock%20DC.exe located on the Updates and Patches page - https://www.metastock.com/customer/support/download/UpdatesAndPatches.aspx

For AMEX I believe you will need to create these indicators yourself, but you can use the existing indicators as a guide. AMEX market data symbols are as follows

X.AMEX-A (Advancing Issues & Advancing Volume)

X.AMEX-D (Declining Issues & Delining Volume)

X.AMEX-H (New Highs)

X.AMEX-L (New Lows)

X.AMEX-T (Issues Traded)

X.AMEX-U (Issues Unchanged)

X.AMEX-V (Total Volume)

You should be able to open these instruments directly (with data packages that include indexes) but you can construct indicators as well, such as New Highs minus New Lows.

Edited by user Wednesday, April 22, 2020 4:00:34 PM(UTC)  | Reason: Not specified

teedeebee  
#5 Posted : Thursday, April 23, 2020 10:43:02 AM(UTC)
teedeebee

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Thank you!!!
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