Data analytics
Market Indicators
Overview
Market indicators help investors with investment and trading decisions. dxFeed provides real-time streaming of both ready-to-use and custom indicators. Choose out of the box solution or define your own universe of symbols.
dxFeed Live Sample: Market Indicators
| Symbol | Description | Last | Change | Chg % | Last Update |
|---|---|---|---|---|---|
| $ADVN | NYSE Advancing Issues | 1897.00 | 0.00 | 0.00 | 25/08/2021 23:09:59 |
| $DECN | NYSE Declining Issues | 1345.00 | 0.00 | 0.00 | 25/08/2021 23:09:59 |
| $UNCN | NYSE Unchanged Issues | 194.00 | 0.00 | 0.00 | 25/08/2021 23:09:59 |
| $TICK | NYSE TICK | -138.00 | 0.00 | 0.00 | 25/08/2021 23:09:59 |
| $TRIN | NYSE TRIN | 0.80 | 0.00 | 0.00 | 25/08/2021 23:09:59 |
Limited demo display. Data delayed at least by 15 min. See disclaimer. Powered by dxFeed JavaScript API.
Contact us to discuss your market data needs.
Available indicators
Create your own indicators
Features you can define:
- The universe of symbols (for example: all Nasdaq stocks, options with AAPL underlying, etc.)
- The frequency of the indicator update
- The number of intervals to be used for average calculation or high/low definition when it’s applicable
Aggregated Indicators
Above/Below Average
| Indicator Name | Description |
|---|---|
| Above Average Indicator | How many assets from the defined universe trade above their average that is calculated based on a specified interval. |
| Below Average Indicator | How many assets from the defined universe trade below their average that is calculated based on a specified interval. |
| Above Average Relative Indicator | The % of stocks from the defined universe that trade above their average calculated based on a specified interval. |
Advanced / Declined
| Indicator Name | Description |
|---|---|
| Advanced Count | How many assets in the user defined universe currently trades higher than their previous trading day close price. |
| Advanced Volume | The today’s trading volume of all assets in the user defined universe which currently trade higher than their previous trading day close price. |
| Declined Count | How many assets in the user defined universe currently trade lower than their previous trading day close price. |
| Declined Volume | The today’s trading volume of all assets in the user defined universe that currently trade lower than their previous trading day close price. |
| No change Count | How many assets in the user defined universe currently trade without any change in comparison with their previous trading day close price. |
| No change Volume | The today’s trading volume of all assets in the user defined universe that currently trade without any change in comparison with their previous trading day close price. |
| Advance/Decline Volume Difference | The difference between Advance and Decline volume for the user defined universe. |
| Short-Term Trading Indicator (TRIN) | A prediction of future price movements in the market. |
| TICK Indicator | The difference between the number of stocks which have an uptick and stocks with downtick. |
| Top Gainers by Absolute Net Change | A list of symbols which have the highest absolute price change as compared with the close price of the previous day. |
| Top Gainers by Relative Net Change, % | A list of symbols which have the highest relative price net change as compared with the close price of the previous day. |
| Top Gainers by Volume | A list of symbols which have the highest trading volume today. |
| Top Losers by Absolute Net Change | A list of symbols which have the lowest absolute price change as compared with the close price of the previous day. |
| Top Losers by Relative Net Change, % | A list of symbols which have the lowest relative price net change as compared with the close price of the previous day. |
Average
| Indicator Name | Description |
|---|---|
| Total Average Price Indicator | Average price of assets in the defined universe. |
| Total Average Volume Indicator | Average volume of assets in the defined universe. |
High / Low
| Indicator Name | Description |
|---|---|
| Above High Indicators | The number of assets in the defined universe that have today high price that is higher than the high price reached in the specified interval. |
| Below Low Indicators | The number of assets in the defined universe that has today low price that is lower than the low price reached in the specified interval. |
Symbol-level Indicators
The following indicators can be calculated per every symbol and posted in the feed.
| Indicator Name | Description |
|---|---|
| Implied Volatility Rank | Implied Volatility Rank per every underlying instrument. |
| Percentile Rank | The rank of a value in a data set as a percentage of the data set. |
| Price Range | The rank of the current instrument price in the range of the interval defined by the user. |
| Put/Call ratio | The ratio between the trading volume of Put and Call options with the same underlying instrument. You can define which underlying instruments you would like to track. |