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In addition to the symbols you mentioned there are the following, all with Up, Down,
Unchanged as you explained:
@ICC - CBOE Call Issues
@IPC - CBOE Put Issues
@DCC - CBOE Call $ Volume
@DPC - CBOE Put $ Volume
@TCC - CBOE Call Ticks
@TPC - CBOE Put Ticks
For Amex the symbols end with A instead of C.
For Pacific the symbols end with P instead of C.
For Philadelphia the symbols end with X instead of C.
--- Chris
-----Original Message-----
From: James F. Mazzulla <tagteam@xxxxxxx>
To: cridder@xxxxxxxxxxx <cridder@xxxxxxxxxxx>
Cc: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Wednesday, December 02, 1998 6:33 PM
Subject: Re: Put/Call Index -- BMI
>Chris wrote:
>>My understanding is that @spc is the arms(trin) index of puts trading and
>>that @scc is the arms(trin) index of the calls trading. These are not true
>>put/call ratio indexes because they do not report the volume of puts and
>>calls being traded on the CBOE.....
>
>You're correct about the @SPC symbol. After a little exploration, I
>discovered the following:
>
>There are two symbols for volume @VCC (calls) and @VPC (puts). Each
>contains three components: up, down, and unchanged volume. In the
>server, up volume is displayed as the High, down as the Low, and
>unchanged as the Close. So if you add the three together, you get the
>total volume. Dividing the two totals gives you the P/C ratio.
>Absolute PITA but it works.
>
>It sure would be nice if they'd simply transmit the ratio itself,
>=but=, considering the stone wall we've run up against WRT New Highs
>and New Lows, I'm not holding out too much hope.
>
>Best regards,
>Jim
>
>
>
>
Attachment Converted: "c:\eudora\attach\Compiled-Exchange statistics.txt"
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