Market Stats provides more than 250 market breadth statistics which can be useful in assessing the general direction of NYSE, NYSE MKT LLC (Formerly AMEX), NASDAQ, and DJ Stocks. Many of the statistics are familiar, but many more are unique to eSignal - no other data service provides the depth of analysis of the US stock market. In most cases the Market Stats are updated every 3 seconds. If the value is unchanged from the previous calculation, there won't be an update until the next price change (which is why you might see gaps of 6 or 9 seconds indicating that the value was unchanged).
As with all of our indices, these symbols start with a "$", and, in this case, they end with a "-ST". Depending on what market you wish to look at the stats for, you will also add various endings:
For a complete listing of all Market Stats symbols and descriptions, click here.
Click here to download a sample eSignal 12 page file which lists all Market Stats symbols.
I'm comparing $TVOL with $TVOL.NY-ST and notice the figures aren't close to matching. However $TVOLQ seems to mirror $TVOLQ.NQ-ST fairly closely. Why the gap? Volume Indices for NYSE listed symbols (such as $TVOL) include only NYSE stocks traded on the NYSE exchange. The new Market Stats equivalent of this symbol ($TVOL.NY-ST) uses the resident and regional trading activity for NYSE listed stocks so they encompass many additional markets (i.e. NASD, PSE, BATS,) which is why the –ST NYSE symbols will always show more volume than the older symbols such as $TVOL. The same is true for the NYSE MKT LLC (Formerly AMEX) equivalents ($TVOLA vs. $TVOL.AM-ST). For NASDAQ volume indices, $TVOLQ already uses the composite volume information which is why the older symbol equivalent matches $TVOL.NQ-ST fairly closely.
How do $TRIN and $TICK compare to their -ST equivalents? $TRIN's equivalent of $TRIN.NY-ST will also include regional trading (i.e. NASD, PSE, BATS) which accounts for the difference in price as $TRIN excludes the additional markets. $TICK's equivalent of $TICK.NY-ST also includes regional trading while $TICK does not. $TRINQ and $TRIN.NQ-ST both include composite volume which is why these symbols carry similar values.
What other symbols are included as part of the Market Stats service?
There are many eSignal generated indices that previously required additional Exchange subscriptions. The following symbols have been moved over to our Market Stats package available at no cost. Please note that all Market Stats symbols will display USI in the Exchange Listed field in the Quote Window or Watch List.
As with all of our indices, these symbols start with a "$", and, in this case, they end with a "-ST". Depending on what market you wish to look at the stats for, you will also add various endings:
- .NY = NYSE
- .AM = NYSE MKT LLC (Formerly AMEX)
- .US = All US Stocks
- .NQ = NASDAQ
- .DJ = DJ Stock
Markets Stats is a free service that's automatically added to all existing eSignal accounts.
| Advance-Decline Statistics | All US Stocks | NYSE Stocks | NYSE MKT Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| Number of Stocks Trading | $ACTV.US-ST | $ACTV.NY-ST | $ACTV.AM-ST | $ACTV.NQ-ST | $ACTV.DJ-ST |
| Number of Stocks Advancing | $ADVN.US-ST | $ADVN.NY-ST | $ADVN.AM-ST | $ADVN.NQ-ST | $ADVN.DJ-ST |
| Number of Stocks Declining | $DECL.US-ST | $DECL.NY-ST | $DECL.AM-ST | $DECL.NQ-ST | $DECL.DJ-ST |
| Number of Stocks Unchanged | $UNCH.US-ST | $UNCH.NY-ST | $UNCH.AM-ST | $UNCH.NQ-ST | $UNCH.DJ-ST |
| Volume of Advancing Stocks | $UPVOL.US-ST | $UPVOL.NY-ST | $UPVOL.AM-ST | $UPVOL.NQ-ST | $UPVOL.DJ-ST |
| Volume of Declining Stocks | $DNVOL.US-ST | $DNVOL.NY-ST | $DNVOL.AM-ST | $DNVOL.NQ-ST | $DNVOL.DJ-ST |
| Volume of Unchanged Stocks | $UNCHVOL.US-ST | $UNCHVOL.NY-ST | $UNCHVOL.AM-ST | $UNCHVOL.NQ-ST | $UNCHVOL.DJ-ST |
| Total Volume of All Stocks | $TVOL.US-ST | $TVOL.NY-ST | $TVOL.AM-ST | $TVOL.NQ-ST | $TVOL.DJ-ST |
| Total Number of Trades | $TKVOL.US-ST | $TKVOL.NY-ST | $TKVOL.AM-ST | $TKVOL.NQ-ST | $TKVOL.DJ-ST |
| Total Volume of Block Trades | $BLKVOL.US-ST | $BLKVOL.NY-ST | BLKVOL.AM-ST | BLKVOL.NQ-ST | BLKVOL.DJ-ST |
| Total Number of Block Trades | $BLKTDS.US-ST | $BLKTDS.NY-ST | $BLKTDS.AM-ST | $BLKTDS.NQ-ST | $BLKTDS.DJ-ST |
| Total Value of Block Trades | $BLKVAL.US-ST | $BLKVAL.NY-ST | $BLKVAL.AM-ST | $BLKVAL.NQ-ST | $BLKVAL.DJ-ST |
| Number of Stocks at Today's High | $ATHI.US-ST | $ATHI.NY-ST | $ATHI.AM-ST | $ATHI.NQ-ST | $ATHI.DJ-ST |
| Number of Stocks at Today's Low | $ATLO.US-ST | $ATLO.NY-ST | $ATLO.AM-ST | $ATLO.NQ-ST | $ATLO.DJ-ST |
| Percent of Stocks at Today's High | $PCT@HIL.US-ST | $PCT@HI.NY-ST | $PCT@HI.AM-ST | $PCT@HI.NQ-ST | $PCT@HI.DJ-ST |
| Percent of Stocks at Today's Low | $PCT@LO.US-ST | $PCT@LO.NY-ST | $PCT@LO.AM-ST | $PCT@LO.NQ-ST | $PCT@LO.DJ-ST |
| Number of Stocks at Yearly High | $YRHI.US-ST | $YRHI.NY-ST | $YRHI.AM-ST | $YRHI.NQ-ST | $YRHI.DJ-ST |
| Number of Stocks at Yearly Low | $YRLO.US-ST | $YRLO.NY-ST | $YRLO.AM-ST | $YRLO.NQ-ST | $YRLO.DJ-ST |
| Indicators | All US Stocks | NYSE Stocks | NYSE MKT Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| % of Stocks Above VWAP | $PCTABOVEVWAP.US-ST | $PCTABOVEVWAP.NY-ST | $PCTABOVEVWAP.AM-ST | $PCTABOVEVWAP.NQ-ST | $PCTABOVEVWAP.DJ-ST |
| # of Adv. Stocks - # of Decl Stocks | $ADVDEC.US-ST | $ADVDEC.NY-ST | $ADVDEC.AM-ST | $ADVDEC.NQ-ST | $ADVDEC.DJ-ST |
| Vol of Adv Stocks - Vol of Decl Stk | $ADVDECV.US-ST | $ADVDECV.NY-ST | $ADVDECV.AM-ST | $ADVDECV.NQ-ST | $ADVDECV.DJ-ST |
| Buying Pressure Index | $BPI.US-ST | $BPI.NY-ST | $BPI.AM-ST | $BPI.NQ-ST | $BPI.DJ-ST |
| Bid-Ask Spread (cents) | $BASPRD.US-ST | $BASPRD.NY-ST | $BASPRD.AM-ST | $BASPRD.NQ-ST | $BASPRD.DJ-ST |
| TICK Indicator | $TICK.US-ST | $TICK.NY-ST | $TICK.AM-ST | $TICK.NQ-ST | $TICK.DJ-ST |
| TICK of Trades at Bid/Ask | $TICKBA.US-ST | $TICKBA.NY-ST | $TICKBA.AM-ST | $TICKBA.NQ-ST | $TICKBA.DJ-ST |
| Volume of Up Ticks vs. Down Ticks | $TKVD.US-ST | $TKVD.NY-ST | $TKVD.AM-ST | $TKVD.NQ-ST | $TKVD.DJ-ST |
| TRIN Indicator | $TRIN.US-ST | $TRIN.NY-ST | $TRIN.AM-ST | $TRIN.NQ-ST | $TRIN.DJ-ST |
| Ask Trades - Bid Trades | $BATD.US-ST | $BATD.NY-ST | $BATD.AM-ST | $BATD.NQ-ST | $BATD.DJ-ST |
| Volume at Ask - Volume at Bid | $BAVD.US-ST | $BAVD.NY-ST | $BAVD.AM-ST | $BAVD.NQ-ST | $BAVD.DJ-ST |
| Bid/Ask Support/Resistance | $BASR.US-ST | $BASR.NY-ST | $BASR.AM-ST | $BASR.NQ-ST | B$ASR.DJ-ST |
| Tick (Trade) Statistics | All US Stocks | NYSE Stocks | NYSE MKT Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| # of Stocks Ticking Up (last trade) | $UPTKS.US-ST | $UPTKS.NY-ST | $UPTKS.AM-ST | $UPTKS.NQ-ST | UPTKS.DJ-ST |
| # of Stock Ticking Down (last trade) | $DNTKS.US-ST | $DNTKS.NY-ST | $DNTKS.AM-ST | $DNTKS.NQ-ST | $DNTKS.DJ-ST |
| Volume of Stocks Ticking Up | $VOL@UPTK.US-ST | $VOL@UPTK.NY-ST | $VOL@UPTK.AM-ST | $VOL@UPTK.NQ-ST | $VOL@UPTK.DJ-ST |
| Volume of Stocks Ticking Down | $VOL@DNTK.US-ST | $VOL@DNTK.NY-ST | $VOL@DNTK.AM-ST | $VOL@DNTK.NQ-ST | $VOL@DNTK.DJ-ST |
| Value of Stock Trades Up | $VAL@UPTK.US-ST | $VAL@UPTK.NY-ST | $VAL@UPTK.AM-ST | $VAL@UPTK.NQ-ST | $VAL@UPTK.DJ-ST |
| Value of Stock Trades Down | $VAL@DNTK.US-ST | $VAL@DNTK.NY-ST | $VAL@DNTK.AM-ST | $VAL@DNTK.NQ-ST | $VAL@DNTK.DJ-ST |
| Number of Block Trades on Up Tick | BLKS@UPTK.US-ST | $BLKS@UPTK.NY-ST | $BLKS@UPTK.AM-ST | $BLKS@UPTK.NQ-ST | $BLKS@UPTK.DJ-ST |
| # of Block Trades on Down Tick | $BLKS@DNTK.SU-ST | $BLKS@DNTK.NY-ST | $BLKS@DNTK.AM-ST | $BLKS@DNTK.NQ-ST | $BLKS@DNTK.DJ-ST |
| Volume of Block Trades on Up Tick | $BLKVOL@UPTK.US-ST | $BLKVOL@UPTK.NY-ST | $BLKVOL@UPTK.AM-ST | $BLKVOL@UPTK.NQ-ST | $BLKVOL@UPTK.DJ-ST |
| VOL of Block Trades on Down Tick | $BLKVOL@DNTK.US-ST | $BLKVOL@DNTK.NY-ST | $BLKVOL@DNTK.AM-ST | $BLKVOL@DNTK.NQ-ST | $BLKVOL@DNTK.DJ-ST |
| Value of Block Trades on Up Tick | $BLKVAL@UPTK.US-ST | $BLKVAL@UPTK.NY-ST | $BLKVAL@UPTK.AM-ST | $BLKVAL@UPTK.NQ-ST | $BLKVAL@UPTK.DJ-ST |
| Value of Block Trades (Down Tick) | $BLKVAL@DNTK.US-ST | $BLKVAL@DNTK.NY-ST | $BLKVAL@DNTK.AM-ST | $BLKVAL@DNTK.NQ-ST | $BLKVAL@DNTK.DJ-ST |
| Bid/Ask Statistics and Indicators | All US Stocks | NYSE Stocks | NYSE MKT Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| Number of Trades at Ask Price | $TRDS@ASK.US-ST | $TRDS@ASK.NY-ST | $TRDS@ASK.AM-ST | $TRDS@ASK.NQ-ST | $TRDS@ASK.DJ-ST |
| Number of Trades at Bid Price | $TRDS@BID.US-ST | $TRDS@BID.NY-ST | $TRDS@BID.AM-ST | $TRDS@BID.NQ-ST | $TRDS@BID.DJ-ST |
| Volume of Trades at Ask Price | $VOL@ASK.US-ST | $VOL@ASK.NY-ST | $VOL@ASK.AM-ST | $VOL@ASK.NQ-ST | $VOL@ASK.DJ-ST |
| Volume of Trades at Bid Price | $VOL@BID.US-ST | $VOL@BID.NY-ST | $VOL@BID.AM-ST | $VOL@BID.NQ-ST | $VOL@BID.DJ-ST |
| Value of Trades at Ask Price | $VAL@ASK.US-ST | $VAL@ASK.NY-ST | $VAL@ASK.AM-ST | $VAL@ASK.NQ-ST | $VAL@ASK.DJ-ST |
| Value of Trades at Bid Price | $VAL@BID.US-ST | $VAL@BID.NY-ST | $VAL@BID.AM-ST | $VAL@BID.NQ-ST | $VAL@BID.DJ-ST |
| Number of Block Trades at Ask | $BLKS@ASK.US-ST | $BLKS@ASK.NY-ST | $BLKS@ASK.AM-ST | $BLKS@ASK.NQ-ST | $BLKS@ASK.DJ-ST |
| Number of Block Trades at Bid | $BLKS@BID.US-ST | $BLKS@BID.NY-ST | $BLKS@BID.AM-ST | $BLKS@BID.NQ-ST | $BLKS@BID.DJ-ST |
| Volume of Block Trades at Ask | $BLKVOL@ASK.US-ST | $BLKVOL@ASK.NY-ST | $BLKVOL@ASK.AM-ST | $BLKVOL@ASK.NQ-ST | $BLKVOL@ASK.DJ-ST |
| Volume of Block Trades at Bid | $BLKVOL@BID.US-ST | $BLKVOL@BID.NY-ST | $BLKVOL@BID.AM-ST | $BLKVOL@BID.NQ-ST | $BLKVOL@BID.DJ-ST |
| Value of Block Trades at Ask | $BLKVAL@ASK.US-ST | $BLKVAL@ASK.NY-ST | $BLKVAL@ASK.AM-ST | $BLKVAL@ASK.NQ-ST | $BLKVAL@ASK.DJ-ST |
| Value of Block Trades at Bid | $BLKVAL@BID.US-ST | $BLKVAL@BID.NY-ST | $BLKVAL@BID.AM-ST | $BLKVAL@BID.NQ-ST | $BLKVAL@BID.DJ-ST |
For a complete listing of all Market Stats symbols and descriptions, click here.
Click here to download a sample eSignal 12 page file which lists all Market Stats symbols.
I'm comparing $TVOL with $TVOL.NY-ST and notice the figures aren't close to matching. However $TVOLQ seems to mirror $TVOLQ.NQ-ST fairly closely. Why the gap? Volume Indices for NYSE listed symbols (such as $TVOL) include only NYSE stocks traded on the NYSE exchange. The new Market Stats equivalent of this symbol ($TVOL.NY-ST) uses the resident and regional trading activity for NYSE listed stocks so they encompass many additional markets (i.e. NASD, PSE, BATS,) which is why the –ST NYSE symbols will always show more volume than the older symbols such as $TVOL. The same is true for the NYSE MKT LLC (Formerly AMEX) equivalents ($TVOLA vs. $TVOL.AM-ST). For NASDAQ volume indices, $TVOLQ already uses the composite volume information which is why the older symbol equivalent matches $TVOL.NQ-ST fairly closely.
How do $TRIN and $TICK compare to their -ST equivalents? $TRIN's equivalent of $TRIN.NY-ST will also include regional trading (i.e. NASD, PSE, BATS) which accounts for the difference in price as $TRIN excludes the additional markets. $TICK's equivalent of $TICK.NY-ST also includes regional trading while $TICK does not. $TRINQ and $TRIN.NQ-ST both include composite volume which is why these symbols carry similar values.
What other symbols are included as part of the Market Stats service?
There are many eSignal generated indices that previously required additional Exchange subscriptions. The following symbols have been moved over to our Market Stats package available at no cost. Please note that all Market Stats symbols will display USI in the Exchange Listed field in the Quote Window or Watch List.
| SYMBOL | DESCRIPTION |
| $ADDA | AMEX $ADVA MINUS $DECLA |
| $VOLDA | AMEX $UVOLA MINUS $DVOLA |
| $ISSUA | AMEX ADVANCE/DECLINE |
| $ADVA | AMEX ADVANCING ISSUES |
| $TICKA | AMEX CUMULATIVE TICK |
| $DECLA | AMEX DECLINING ISSUES |
| $DVOLA | AMEX DOWN VOLUME |
| $TVOLA | AMEX TOTAL VOLUME |
| $TRINA | AMEX TRIN |
| $UCHGA | AMEX UNCHANGED ISSUES |
| $XVOLA | AMEX UNCHANGED VOLUME |
| $UVOLA | AMEX UP VOLUME |
| $BATSK | BATS 1000 INDEX |
| $BATAR | BATS ALTERNATIVE RESOURCES AND ENERGY SECTOR INDEX |
| $BATBM | BATS BASIC MATERIALS SECTOR INDEX |
| $BATBS | BATS BUSINESS SERVICES SECTOR INDEX |
| $BATCG | BATS CONSUMER GOODS SECTOR INDEX |
| $BATCS | BATS CONSUMER SERVICES SECTOR INDEX |
| $BATFN | BATS FINANCIALS SECTOR INDEX |
| $BATHP | BATS HEALTHCARE AND PHARMACEUTICALS SECTOR INDEX |
| $BATIM | BATS INDUSTRIALS AND MANUFACTURING SECTOR INDEX |
| $BATTC | BATS TECHNOLOGY AND COMMUNICATIONS SECTOR INDEX |
| $BATUT | BATS UTILITIES SECTOR INDEX |
| $TICKI | DOW JONES INDUSTRIAL TICK |
| $ADDQ | NASDAQ $ADVQ MINUS $DECLQ |
| $VOLDQ | NASDAQ $UVOLQ MINUS $DVOLQ |
| $ISSUQ | NASDAQ ADVANCE/DECLINE |
| $ADVQ | NASDAQ ADVANCING ISSUES |
| $TICKQ | NASDAQ COMBINED TICK |
| $TRINQ | NASDAQ COMBINED TRIN |
| $DECLQ | NASDAQ DECLINING ISSUES |
| $DVOLQ | NASDAQ DOWN VOLUME |
| $TVOLQ | NASDAQ TOTAL VOLUME |
| $UCHGQ | NASDAQ UNCHANGED ISSUES |
| $XVOLQ | NASDAQ UNCHANGED VOLUME |
| $UVOLQ | NASDAQ UP VOLUME |
| $ADD | NYSE $ADV MINUS $DECL |
| $VOLD | NYSE $UVOL MINUS $DVOL |
| $ISSU | NYSE ADVANCE/DECLINE |
| $ADV | NYSE ADVANCING ISSUES |
| $TICK | NYSE CUMULATIVE TICK |
| $DECL | NYSE DECLINING ISSUES |
| $DVOL | NYSE DOWN VOLUME |
| $TVOL | NYSE TOTAL VOLUME |
| $TRIN | NYSE TRIN |
| $UCHG | NYSE UNCHANGED ISSUES |
| $XVOL | NYSE UNCHANGED VOLUME |
| $UVOL | NYSE UP VOLUME |
| $TICKIA | U.S. INDICES |
| $TICKIQ | U.S. INDICES |