E-Mini Russel 2000

[Tyler19]

Does anyone know if there are market internals for the ER2? such as a TICK , but for ER2?

[hamidkassam]

For tick data for ER2 or for any of the indexes, use nnT for interval where nn is the number of tick per bar. E.g. for 89 tick data, use 89T, for 144 ticks, use 144T. Symbol for ER2 March contract is AB H7

Hope this helps.
Hamid.

[Tyler19]

No not a tick chart, I mean like $TICK used for the NYSE shows how many stocks are ticking up versus stocks ticking down.

I wanted to know if there was a TICK index for the ER2 e-mini Russell 2000

[hamidkassam]

OK I see.

You mean then the $tick equivalent for the 2000 stocks that make up ER2. Not sure if there is one, but would be most interested to know if there is.

Hamid.

[Tyler19]

Exactly! I would love to know if there is one. Or if one could be made.

Thanks!