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Dave,
> Jim, what paid service do you use, if you don't mind saying?
I use data from Ultra Financial Systems
http://www.ultrafs.com/
Below is a list of what they have and starting from when.
I don't use all their data so I can't vouch for all, but what I do use seems
pretty clean.
There are a few data items missing from the list that have been added to the
database recently. AAII bull and AAII bear.
Ultra is going thru an extensive year long upgrade and is adding much more.
Jim
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ULTRA Symbol List for Database Items
------------------------------------
Date related
------------
DATE - MM/DD/YY format D-01/02/42
Dow Indexes
-----------
DJH - DJIA "Theoretical" High D-01/02/42
DJL - DJIA "Theoretical" low D-01/02/42
DJC - DJIA Close D-01/02/42
DJT - Dow Jones Transports Close D-01/02/42
DJU - Dow Jones Utilities Close D-01/02/42
DJB - Dow Jones 20 Bonds D-01/02/42 (1)
Stock Market Indexes
--------------------
SPX - Standard & Poor's 500 Index D-01/02/42
SPO - SP500 Open D-01/02/50
OTC - OTC Composite Index Close D-01/28/63
NDX - Nasdaq 100 Index Close D-01/03/83
NDXO - Nasdaq 100 Index Open D-10/01/85
NDXH - Nasdaq 100 Index High D-10/01/85
NDXL - Nasdaq 100 Index Low D-10/01/85
VL - Value Line Geometric Close D-12/02/74
NY - NYSE Composite Index Close D-01/04/65
XAU - Philadelphia Gold and Silver D-12/19/83
RUT - Russell 2000 Index D-09/11/87 (2)
MID - SP400 Midcap Index Close D-08/20/91
MIDO - SP400 Midcap Index Open D-08/20/91
NYSE Breadth
------------
ADV - NYSE Advances D-01/02/42
DEC - NYSE Declines D-01/02/42
UNC - NYSE Unchanged D-01/02/42
NH - NYSE New Highs D-01/03/78
NL - NYSE New Lows D-01/03/78
WADV - NYSE Weekly Advances WFS-01/02/42
WDEC - NYSE Weekly Declines WFS-01/02/42
WNH - NYSE Weekly New Highs WFS-01/02/42
WNL - NYSE Weekly New Lows WFS-01/02/42
UVOL - NYSE Up Volume D-01/02/42
DVOL - NYSE Down Volume D-01/02/42
TVOL - NYSE Total Volume D-01/02/42
TICK - NYSE Closing Tick D-01/15/88
Nasdaq Breadth
--------------
OADV - OTC Advances D-01/04/78
ODEC - OTC Declines D-01/04/78
OUNC - OTC Unchanged D-01/04/78
ONH - OTC New Highs D-01/04/78
ONL - OTC New Lows D-01/04/78
OUV - OTC Up Volume D-01/04/78
ODV - OTC Down Volume D-01/04/78
OTV - OTC Total Volume D-01/04/78
Interest Rate Related
---------------------
PR - Prime Rate W-01/02/42
DR - Discount Rate W-01/02/42
RR - Reserve Requirement W-01/02/42
TB - 90-day Treasury Bill Yield W-01/02/42
FFR - Fed Funds Rate W-01/02/42
CB - "Best Grade" Corporate Bonds WFS-01/02/42
CP - 90-day Commercial Paper Rate W-01/02/42
GB - 30-year Treasury Bond Yield W-01/02/42
GBT - 30-year Treasury Total Return D-05/02/73
GBP - 30-year Treasury Price Only D-05/02/73
TN - 3-year Treasury Note Yield W-01/02/42
DIV - SP500 Dividend W-01/02/42
EARN - SP500 Earnings W-01/02/42
Sentiment Data
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TSS - NYSE Total Short Sales W-01/02/42
SSS - NYSE Specialist Short Sales W-01/02/42
PSS - NYSE Public Short Sales W-01/02/42
SI - NYSE Short Interest M-08/01/42
Misc
----
CPI - Consumer Price Index MMW-01/02/42
CRB - Commodity Research Bureau WF-01/07/77
HHG - Handy & Harman's Spot Gold WFS-01/03/75
GMI - Barron's Gold Mining Index WFS-01/03/75
SF - Swiss Franc Cash WF-02/21/75
Volatility Index
----------------
VIX - CBOE Volatility Index D-01/02/86
VIXO - VIX Open D-01/02/86
VIXL - VIX Low D-01/02/86
VIXH - VIX High D-01/02/86
Commercials
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COTL - COT Commercial Longs WMW-01/17/86
COTS - COT Commercial Shorts WMW-01/17/86
Indicators
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ARMS - NYSE ARMS Index = ((ADV/DEC) / (UVOL/DVOL))
ARMN - Nasdaq ARMS Index = ((OADV/ODEC) / (OUV/ODV))
----------------------
Codes:
----------------------
UTIME= The time the data item is available for
download from the ULTRA Data Service.
D= Daily.
UTIME= between 5-7pm (Mountain).
W= Weekly.
UTIME= between 5-7pm (Mountain).
WMW- Weekly Mid-Week.
UTIME= between 5-7pm (Mountain)
This value comes out mid-week but is entered in
Friday's data record.
MMW- Monthly Mid-Week.
UTIME= between 5-7pm (Mountain)
This value comes out mid-week but is entered in
Friday's data record.
WFS = Weekly.
UTIME= Over the weekend before the next open.
Entered in Friday's data record.
----------------------
Notes:
----------------------
(1) After 4/5/02 DJB value is DJCI times 0.7176
(2) Pre-09/11/87 RUT data is a proxy which is the OTC
scaled. During the period 09/11/87 to 12/31/94, the
OTC and the RUT correlate at 0.991.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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