Put/Call Ratios...on their way!

[ScottJ]

The long standing request to add Put/Call Ratios to eSignal is close at hand. We are in the final coding stages and should be able to announce their availability within a few more weeks. Once in place, history will begin to collect going forward. Check out KB Article 2262 for a complete list of the ratios we'll be adding. These symbols will also be added to our Symbol Look-up and Symbol Directory once deployed.

Thank you.

[Anson]

Scott,

That sounds good. Long awaited.

Can I check if the CBOE Equity Put/Call ratio will be in the list as well? Didn't see it unless I missed it.

http://www.cboe.com/data/IntraDayVol.aspx

One for Equity P/C, another for OEX P/C and a last one that combines the 2 would be excellent.

If we're going to have P/C ratios... we can't miss out the equity one as the basis of P/C ratios is sentiment and the Equity P/C is important!

[checkraise]

Anson,
from the KB article, $PCE would be the equity-only PC ratio. To combine $PCE and $PCOEX as the CBOE does at your link, you would build the spread

($PVOEX + $PVOLE) / ($CVOEX + $CVOLE) .

I am hoping that since the PC ratios update on the minute instead of on every tick, they won't exhibit the vagaries of spread charting noted HERE

[ScottJ]

Put/call ratios have now been released into beta and are viewable by subscribers. Please refer to this other forum post for more information.

Thanks for your patience.