NH/NL and Put/call

[FibbGann]

Is there going to be an addtiion of these symbols?

Its been quite awhile since I have seen any updates on the progress of adding the "Put/Call ratio" and "New Highs/ New lows" as symbols to track them.

Sorry if I missed an update but its been a year or two since I have seen anything.

Thanks,

[DuaneG]

Hi FibbGann,

This was thought to be introduced in eSignal 7.9, but was pushed back for various reasons. The acquisition of S&P Comstock has opened up the possibility for bringing this indicator to the surface. We are still working on this feature and hope to have it implemented soon.

[FibbGann]

Thanks Duane

[zottl]

Something new

on this issue? Your last post is 5 months ago!!

[FibbGann]

Yes, its been awhile. Hopefully we will get updated soon.

It would be extremely nice to see a EPREM for the Nasdaq and the Russel too.

All we can do Is cross our fingers and wait.

[JayF]

While the Put/Call is still not on the immediate horizon (CID's, or Cancellations, Insertions, and Deletions, took presidence,) synthetic symbols can be calculated. This would allow for the creation of the EPREM for NQ and AB.

To do this, you'll need to use the Tools --> Spread Symbol Settings window, and then enter in the symbol you wish to create and then the formulas you see below.

[FibbGann]

JayF,

That is just for the 6 second update right? Unlike the EPREM A0 which is updated tick by tick. I was hoping for a tick based update on those 2 mentioned. Using the "EPREM" with great precision, requires it to be updated tick by tick. (JMHO)

Thanks,

[JayF]

$EPREM is just using ES #F - $SPX. $SPX is updated every 10-15 seconds. $EPREM is being calculated on the server and then is broadcast out. If a spread of the same equivalent is done via eSignal, then it should be very close.

In overlaying these on the chart, it almost seems like the ESPREM is leading the $EPREM. The downside of ESPREM is that it isn't calculated in the after market. I'll have to look at this more during the RTH to compare the frequency of updates to be certain.



Please note the change to the spreads. This will force the calculation to be the same as how it's done on the server for $EPREM

[FibbGann]

JayF.

Just load 2 charts one with "EPREM A0" and the other with "$PREM". I believe the difference is that "EPREM A0" is coming in as the actual data, where as "$PREM" or "AB #F - $RUT" and all others are taking the 2 and calculating the differences before output.

If you watch the two in realtime you can see the updating differences. It would'nt normally be that Important, except for the fact that these a hair trigger indicators used for split second decisions.

Thanks for the follow up.

[JayF]

Thanks for the PM, and your reply. I've sent all this information over to our development team to look into. I can say that our feed engineers are actively working on CID's (Cancellations, Insertions, and Deletions) to improve our data in general, so it still may be a wait to get this request in the queue.