Put/Call Ratios

ICE Data Services -

Put/Call Ratios 

By popular demand, we now supports Put/Call Ratio data.  We have put together a comprehensive list of the different put/call ratios we support. 


Put/Call Ratios for eSignal  
   
Update Frequency1 minute 
Resolution3 decimal places 
RoundedNo 
History AvailibiltiyStoring as of Oct 06 
   
DescriptioneSignal SymbolFormula
Total Put Call Ratio Composite$PC-STPut Volume / Call Volume (All Indices and Equities for all exchanges)
Put / Call Ratio - AMEX$PCA-STPut Volume / Call Volume (Equities & indices listed on AMEX)
Put / Call Ratio - CBOE$PCC-STPut Volume / Call Volume (Equities & indices listed on CBOE)
Put / Call Ratio - ISE$PCIS-STPut Volume / Call Volume (Equities & indices listed on ISE)
Put / Call Ratio - BOX$PCB-STPut Volume / Call Volume (Equities & indices listed on BOX)
Put / Call Ratio - Philly$PCX-STPut Volume / Call Volume (Equities & indices listed on Philly)
Put / Call Ratio - Pacific/ARCA$PCP-STPut Volume / Call Volume (Equities & indices listed on Pacific/ARCA)
Call Volume - AMEX$CVOLA-STEquities & indices listed on AMEX
Call Volume - CBOE$CVOLC-STEquities & indices listed on CBOE
Call Volume - ISE$CVLIS-STEquities & indices listed on ISE
Call Volume - BOX$CVOLB-STEquities & indices listed on BOX
Call Volume - Philly$CVOLX-STEquities & indices listed on Philly
Call Volume - Pacific/ARCA$CVOLP-STEquities & indices listed on Pacific/ARCA
Put Volume - AMEX$PVOLA-STEquities & indices listed on AMEX
Put Volume - CBOE$PVOLC-STEquities & indices listed on CBOE
Put Volume - ISE$PVLIS-STEquities & indices listed on ISE
Put Volume - BOX$PVOLB-STEquities & indices listed on BOX
Put Volume - Philly$PVOLX-STEquities & indices listed on Philly
Put Volume - Pacific/ARCA$PVOLP-STEquities & indices listed on Pacific/ARCA
Option Total Volume - AMEX$OVOLA-STPut Volume + Call Volume (Equities & indices listed on AMEX)
Option Total Volume - CBOE$OVOLC-STPut Volume + Call Volume (Equities & indices listed on CBOE)
Option Total Volume - ISE$OVLIS-STPut Volume + Call Volume (Equities & indices listed on ISE)
Option Total Volume - BOX$OVOLB-STPut Volume + Call Volume (Equities & indices listed on BOX)
Option Total Volume - Philly$OVOLX-STPut Volume + Call Volume (Equities & indices listed on Philly)
Option Total Volume - Pacific/ARCA$OVOLP-STPut Volume + Call Volume (Equities & indices listed on Pacific/ARCA)
Put / Call Ratio - INDEX$PCI-STPut Volume / Call Volume (All indices for all exchanges)
Put / Call Ratio - CBOE Indices$PCCI-STIndices Listed on CBOE - new addition
Put / Call Ratio - CBOE Equities$PCCE-STEquities Listed on CBOE - new addition
Put / Call Ratio - OEX$PCOEX-STPut Volume / Call Volume (Equities part of OEX)
Put / Call Ratio - SPX$PCSPX-STPut Volume / Call Volume (Equities part of SPX)
Put / Call Ratio - Equities$PCE-STPut Volume / Call Volume (All equities for all exchanges)
Call Volume - INDEX$CVOLI-STAll indices for all exchanges
Call Volume - OEX$CVOEX-STEquities part of OEX
Call Volume - SPX$CVSPX-STEquities part of SPX
Call Volume - Equities$CVOLE-STAll equities for all exchanges
Put Volume - INDEX$PVOLI-STAll indices for all exchanges
Put Volume - OEX$PVOEX-STEquities part of OEX
Put Volume - SPX$PVSPX-STEquities part of SPX
Put Volume - Equities$PVOLE-STAll equities for all exchanges
Option Total Volume - INDEX$OVOLI-STPut Volume + Call Volume (All indices for all exchanges)
Option Total Volume - OEX$OVOEX-STPut Volume + Call Volume (Equities part of OEX)
Option Total Volume - SPX$OVSPX-STPut Volume + Call Volume (Equities part of SPX)
Option Total Volume - Equities$OVOLE-STPut Volume + Call Volume (All equities for all exchanges)