Put/Call Ratios

[checkraise]

Hi Scott,

Exciting news, thanks so much.

Can you please tell me if the symbols below represent strictly CBOE data, or are they all composites? The symbol page you gave informs if the other statistics are exchange-specific or composite, but these (as well as the OEX and SPX) statistics don't have that information. I believe OEX and SPX are not multiple listed and trade only at CBOE, so those must CBOE-only. But what about these below?

Thaknks kindly!


Put / Call Ratio - INDEX $PCI-ST
Put / Call Ratio - Equities $PCE-ST
Call Volume - INDEX $CVOLI-ST
Call Volume - Equities $CVOLE-ST
Put Volume - INDEX $PVOLI-ST
Put Volume - Equities $PVOLE-ST
Option Total Volume - INDEX $OVOLI-ST
Option Total Volume - Equities $OVOLE-ST

[ScottJ]

Hi,

We'll get that addt'l info filled-in on that KB article this week before we go officially "live". Thanks.

[buhrmaster]

Hi-

Is it possible to get these ratios added to the specs.tab file to reflect the options RTH? There seems to be some early data that throws the scale of the charts off when in Auto mode.

Thanks.

[ScottJ]

Hi,

I'm not sure if that's possible or not. In case I need some more support for the request, can you post a screenshot of the issue? Are you using spreads or overlays?

Thanks for the info.

[buhrmaster]

Notice on 11/7/2006 that there is a print before the market opens that throws the scaling of the chart off.

[buhrmaster]

Here is the screenshot.

[ScottJ]

Thanks Buhrmaster.

I think the main problem here is that we really don't want to be sending these premarket ticks out. First update should be after market open. Engineering is reviewing but I think we'll just suppress any erroneous updates in the premarket and not allow updates to be sent til after the market opens. That should take care of the issue you are seeing.

Should get resolved before we get out of the beta phase. Overall, so far so good on these new stats and thanks for the feedback and questions on this thread.

Thanks.

[ScottJ]

A heads-up to those of you following these new put/call stats.

We will be running off our other data center over the next few days and these new stats are NOT in the primary feed from our Boxborough MA site. Therefore, you won't see any RT updates until we switch back to Hayward CA site.

This won't be an issue in the future as we will have these stats in both feeds once we get out of the beta period.

We will restore lost daily history data but there will be intraday gaps for these days.

Thanks.

[zottl]

Which one of these put/call ratios is corresponding to Quote.com's QC:PUTCALL symbol? For me it seems none. Does anybody know why there is a difference between eSignal and Quote.com?

Regards
Zottl

[ScottJ]

Hi,

QCharts/LiveCharts has access to just the composite Put/Call ratio which translates to $PC-ST on eSignal.

The eSignal network is currently able to better process Options data than the Quote network. That's why we'll be migrating users to the eSignal network over time and with subsequent releases of QC and LC software.

Thanks.

[Anson]

I was taking a look at the Equity Put/Call ratio which (correct me if I'm wrong) is the $PCE-ST.

The value it shows at the close was 0.70+. On the Stockcharts.com website... it's at 0.54.

http://stockcharts.com/h-sc/ui?s=$CPCE&p=D&b=2&g=0&id=p47043737704

Using the CBOE final numbers at http://www.cboe.com/data/IntraDayVol.aspx, it comes to 625722 (Puts) / 1159950 (Calls) and the ratio is 0.539 which agrees with Stockcharts.com.

May I know which Equity Put/Call ratio eSginal uses?

[zottl]

Hi Anson,

I'm seeing currently at 2:43pm the following values:

QC:PUTCALL: 0,7989
$PC-ST : 0.970

I would say this is a major difference. The 5min intraday charts are also looking different between LiveCharts and eSignal

[Anson]

I just had a look at the numbers on $PCE-ST again and compared them to the CBOE site. They're definitely higher on eSignal. Maybe eSignal can explain why or which ones they are using because I don't understand why they're different.

[buhrmaster]

Could it be that $PCE-ST is for all exchanges whereas the data on the CBOE site is for that exchange alone?

Are there symbols for various exchanges that added together should equal $PCE-ST?

[Anson]

Originally posted by buhrmaster
Could it be that $PCE-ST is for all exchanges whereas the data on the CBOE site is for that exchange alone?

Are there symbols for various exchanges that added together should equal $PCE-ST?

Hi buhrmaster,

That's a possibility I guess. Hence my asking eSignal to clarify what their $PCE-ST is derived from.

If it's not CBOE's... then I'd sure like to see one for CBOE.