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I'm not sure you can collect them - I don't have any Ticks - just today's values. You
cannot even have an ELA save the values to disk once a day because T/S Charting cannot
display values for the symbol.
@SCC and @SPC, called the Call and Put "Short-term Trading Index" are the only symbols in
this general category I have collected data for. There are similar Short-Term Trading
Indices for stocks, e.g. for AMEX it is @SSA, which also collect ticks and therefore has
daily values.
--- Chris
-----Original Message-----
From: Alan C. <positionsize@xxxxxxxxx>
To: Omega list <omega-list@xxxxxxxxxx>
Date: Wednesday, December 02, 1998 9:14 PM
Subject: Re: Put/Call Index -- BMI
>
>Thanks for the Info Jim. It will be nice to be able to now plot the
>P/C ratio.
>
>If anyone has clean Historical BMI Data for @VCC and @VPC who would be
>willing to share it, Please forward the .omz to my private Email. I
>offer any other data I have in return.
>
>Thanks in advance,
>
>Alan Courchene
>positionsize@xxxxxxxxx
>
>
>>
>> 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
>>
>>
>>
>>
>>
>
>
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