The TICK can be an indicator from the data vendor. Is that what you are looking for? Who is your data vendor? Doc

Try the symbol .TIC.N Doc

To help answer some of your questions; In the symbol database in MetaStock and the DownLoader for Reuters DataLink, you will find a Market Indicators group. That group contains this information (Symbol,Name): X.NYSE-A,NYSE Advancing Issues & Advancing Volume X.NYSE-D,NYSE Declining Issues & Declining Volume X.NYSE-T,NYSE Issues Traded X.NYSE-U,NYSE Issues Unchanged X.NYSE-H,NYSE New Highs X.NYSE-L,NYSE New Lows X.NYSE-V,NYSE Total Volume X.NASD-A,NASDAQ Advancing Issues & Advancing Volume X.NASD-D,NASDAQ Declining Issues & Declining Volume X.NASD-T,NASDAQ Issues Traded X.NASD-U,NASDAQ Issues Unchanged X.NASD-V,NASDAQ Total Volume X.NASD-H,NASDAQ New Highs X.NASD-L,NASDAQ New Lows X.AMEX-A,AMEX Advancing Issues & Advancing Volume X.AMEX-D,AMEX Declining Issues & Declining Volume X.AMEX-T,AMEX Issues Traded X.AMEX-U,AMEX Issues Unchanged X.AMEX-H,AMEX New Highs X.AMEX-L,AMEX New Lows X.AMEX-V,AMEX Total Volume

Well, I don't have a Reat Time provider at the moment. I am trying to get all the answers first before pulling the trigger if you know what I mean... which one do you recommend by the way? Thanks for the answer. I do know about the BM indicator provided by Datalink. But How much Trade Volume was Up Volume vs. how much Trade Volume was Down Volume inside a given bar...? Also, the BM only has info for the AMEX, NASDAQ and NYSE... Any suggesstions for the S&P? for example: is there such a thing as X.SPX-A, or X.SPY-A... What I am trying to do is have the TRIN, TICK, TIKI, and A/D for all markets (includig the S&P where applicable). these are some for tradestation: NYSE TRIN is $TRIN Nas TRIN is $TRINQ NYSE TICK is $TICK Nas TICK don't know NYSE A/D is $ADV and $DECL Nas A/D is $ADVQ and $DECLQ NYSE U/D is $UVOL and $DVOL Nas U/D is $UVOLQ and $DVOLQ The question on this end: Is there such a thing for a TRIN/TICK or A/D for the S&P or SPY?