|
PureBytes Links
Trading Reference Links
|
Does anyone collect NYSE Up, Down & Total Volume intraday? I have
starting collecting these on BMI: @NVA, @NVD, @NVT.
1. My understanding is that these are all cumulative volumes. However,
occasionally during the day, I have seen the numbers for @NVA and @NVD
go down. If they are cumulative figures, this should be impossible. Is
this bad data dissemination, or am I missing something?
2. I cannot find any archive for these (and the NASDAQ equivalents
UVOLQ, DVOLQ, TVOLQ). If anyone has these archived (up to 12 months
would be great) I would be extremely grateful to get them in any format
(ASCII, .OMZ). Please Email if you can do this.
Many thanks.
Allan
|