eSignal Indices - General Info

ICE Data Services -

How does eSignal calculate the $TRIN and $TRINQ? 
The calculation for those are below.


How often are indices like $TICKQ and $TRIN updated? 
The best way to see the rate of update for a particular index is to simply open a Time and Sales window and measure the interval between prices. For the indices we generate in-house, like $ADV and $DECL, most are sent in either 6 or 30 second intervals. If the price is unchanged from the previous value, we do not send the quote again. That accounts for occasionally seeing a gap of 12 - 60 seconds between prices.

For $TRIN, our programming updates that Index every 6 seconds but since we are rounding to two decimals places ( i.e. 1.65 ), the value is often the same as the previous and may not be sent. That's why you may see gaps as much as 60 seconds between updates, depending on the volatility of the market.

Update intervals for all indices sent from the various exchanges are not under our control, we simply pass them through in real-time. For a listing of all our indices, the source for each and an estimate of the update rate for each, please see our complete Indices list click here.

Why is there no volume on most indices? 
For the majority of indices, volume information either doesn't exist, is too intensive to calculate or we simply haven't had enough interest to add it as an enhancement. There are a few exceptions, however. Examples include $DJ or $INDU, for which the CBOT is providing volume data. We do supply a number of volume-specific indices as well. Take the NYSE for ex. $NYA is the NYSE Composite while $TVOL is the NYSE composite volume. For NASDAQ, use $COMPQ for the index value and $TVOLQ for the volume information. In the case of symbols like $TICK or $TRIN, the volume histogram in a chart represents tick volume or the number of updates per interval.

What's the difference between $ADD and $TICK? $ADD is calculated by taking the difference between the number of issues up or down for the day in relation to the Previous Day's Close.  $TICK on the other hand takes into account the total number of stocks ticking up vs. down for the current day.

What are the components of a particular index? 
We don't currently provide the components of each particular index. Since we've had customer requests to provide this information, we are planning to offer it at some point but no ETA at present.

Why is the HIGH or LOW on $COMPQ wrong?
This index is calculated by NASDAQ itself. If a temporary, erroneous quote is registered on one of their stocks it can corrupt their high or low calculation. They claim such errors cannot be fixed until the end of the day.

Why are the $UVOL (up volume), $DVOL (down volume) and $UCHG (unchanged volume) readings rising and falling during the day? Shouldn't they just keep rising? 
These are a total of the volume on all stocks that are up/down/unchanged, in price, in comparison to their closing price from yesterday. The magnitude of their price change is irrelevant. If the stock is "up" only .01, then its volume is grouped into the $UVOL reading. Then if the stock traded down in price and was "down" .01, its volume would be removed from $UVOL and placed into $DVOL. This is how the readings can individually fall during the day. But the combination of both of them should continue to rise.

Why are the prices on $TYX, $TNX, $FVX, and $IRX in eSignal not matching other data vendors?
$TYX, $TNX, $FVX, and $IRX were created by the CBOE for trading options.  The actual interest rate for these symbols is less than 10, but that's too low for an underlying instrument of options (the options themselves would then be priced too low) so the CBOE multiplies these by 10.  Due to customer requests (who mainly use these indexes to follow interest rates), we negate that by dividing them by 10 so they reflect the actual interest rate.

UPDATE: We have created new symbols to reflect the actual interest rate values.  Please use the new symbols going forward:


Why can't I get the US Dollar Cash Index ( $DXC ) any longer?
As of 11/09/06, we are no longer able to provide the US Dollar Cash Index ($DXC) as a part of our default indices package. The US Dollar Cash Index (Symbol: DX A0) is now available as part of the ICE Futures US: Indices package which can be added can be added via Account Maintenance.

What Global Indices are available? 
We carry a wide array of Global Indices available in Real-Time or on a Delayed basis.  We've listed a small sample below.  Use the Symbol Search to find a specific Global Index.

You can subscribe directly to the exchange for Real Time Data.  Alternatively we offer a Delayed Global Stocks Bundle that will allow you access Global indices. 
Popular European Indices      
Symbol Description Source Exch. Listed (XL) Update Frequency
$PX1-EEB CAC40 Euronext Indices  EIBI 15 Seconds
$UKX-FTSE FTSE 100 FTSE Index Values FTSE 15 Seconds
$INDI-MAC SPANISH IBEX 35 Madrid Stock Exchange MDEI 5 Seconds
$FTSEMIB-MIL ITILIAN FTSE MIB Milan Stock Exchange MSEI 15 Seconds
$OMXN40-OMX OMX NORDIC 40 OMX Nordic Equities OMXI Real Time   
$RTSI-MOS RUSSIAN RTS INDEX Russia Stock Exchange  RTSI 30 Seconds
$DAX-XET DAX (PREFORMANCE INDEX) Deutsche Börse Indices DBGI Real Time   


Popular Asia/Pacific Indices       
Symbol Description Source Exch. Listed (XL) Update Frequency
$XJO-ASX S&P/ASX 200 Australia Stock Exchange ASXI 30 Seconds
$XAO-ASX ALL ORDINARIES Australia Stock Exchange ASXI 30 Seconds
$N9-FTSX FTSE XINHUA CHINA A50 INDEX Xinhua / FTSE Indices  FTSX 60 Seconds
$HSI-HKG HANG SENG INDEX Hang Seng Indices HKGI 30 Seconds
$200-KOR KOSPI 200 INDEX Korea Stock Exchange KORI Real Time   
$N225-NKI NIKKEI 225 Nikkei Indices NKI 60 Seconds
$NIFTY-NSE S&P CNX INDEX National Stock Exch India NSEI Real Time   
$000002-SHG A-SHARE INDEX Shanghai Stock Exchange SHGI 6 Seconds


Do you carry $PREM?
This reading is the difference between the S&P 500 Index and the MOST ACTIVE futures contract that is based upon it; which is usually the contract closest to expiration. Please note the $PREM has been discontinued. The closest alternative would be the create a custom spread using the following symbol: 
ES 1! - $SPX
You will need to be entitled to both the E-mini S&P 500 Futures as well as the S&P 500 Indices for this spread to work. 

We have now added real time Nikkei Indices to our service. There are two symbols in this package:

$N225-NKI  (Nikkei 225 Index)
$N300-NKI  (Nikkei 300 Index)

For pricing , please check the Asia/Pacific Exchange fees list for both pro and non-pro subscribers. To add this new service, simply log onto Account Maintenance.