Common Indices and Statistics

ICE Data Services -

Common Indices and Statistics

Most Commonly Requested Indices

Symbol

Description

Source

Update Frequency

$TYX

30 Year T-Bond Interest Rates

CBOE

Once per day

$INDU

Dow Jones Industrial Average

CBOT

2 Seconds

$TRAN

Dow Jones Transportation Average

CBOE

5 Seconds

$UTIL

Dow Jones Utility Average

CBOE

5 Seconds

$COMP

Dow Jones Composite Average

CBOE

5 Seconds

$GHA

Goldman/Sachs Hardware

CBOE

15 Seconds

$GSO

Goldman/Sachs Software

CBOE

15 Seconds

$XAU

Gold/Silver

PHLX

15 Seconds

$NDX

NASDAQ 100

CBOE

Real Time

$COMPQ

NASDAQ Composite

Nasdaq

Real Time

$NYA

NYSE Composite

NYSE

Real Time

$EPREM

Premium of S&P 500 mini futures (front month) on $SPX

CME

6 Seconds

$RUI

Russell 1000

AMEX

15 Seconds

$RUT

Russell 2000

CBOE

15 Seconds

$RUA

Russell 3000

AMEX

15 Seconds

$XBD

Security Broker Dealer Index

AMEX

15 Seconds

$SOX

Semiconductor Sector

PHLX

15 Seconds

$OEX

S&P 100 (CBOE) (also use $OLX)

CBOE

15 Seconds

$MID

S&P 400 Midcap

CBOE

15 Seconds

$SPX

S&P 500 (CBOE) (also use $LSY, $SPL, $SPQ)

CBOE

15 Seconds

$PREM

S&P 500 Futures Minus Cash Spread

CBOE

6 Seconds

$DOT

TheStreet.Com Internet Sector

PHLX

15 Seconds

 

Most Commonly Requested Market Statistics

Symbol

Description

Source

Update Frequency

 $PC-ST

 CBOE Total Put/Call Ratio (Click here for complete list of Put/Call Ratios)

 eSignal

 6 Seconds

$TICKI

Dow Jones Industrial Tick

eSignal

6 Seconds

$VIX

Market Volatility (CBOE-no options)

CBOE

15 Seconds

$ADVQ

NASDAQ Advancing Issues

eSignal

30 Seconds

$ADDQ

NASDAQ $ADVQ minus $DECLQ

eSignal

30 Seconds

$TICKQ

NASDAQ Cumulative Tick

eSignal

30 Seconds

$DECLQ

NASDAQ Declining Issues

eSignal

30 Seconds

$DVOLQ

NASDAQ Down Volume

eSignal

30 Seconds

$TVOLQ

NASDAQ Total Volume

eSignal

30 Seconds

$TRINQ

NASDAQ TRIN

eSignal

30 Seconds

$UCHGQ

NASDAQ Unchanged Issues

eSignal

30 Seconds

$XVOLQ

NASDAQ Unchanged Volume

eSignal

30 Seconds

$UVOLQ

NASDAQ Up Volume

eSignal

30 Seconds

$ISSU

NYSE Advance/Decline

eSignal

30 Seconds

$ADV

NYSE Advancing Issues

eSignal

6 Seconds

$ADD

NYSE $ADV minus $DECL

eSignal

30 Seconds

$TICK

NYSE Cumulative Tick

NYSE

6 Seconds

$DECL

NYSE Declining Issues

eSignal

6 Seconds

$DVOL

NYSE Down Volume

eSignal

6 Seconds

$TVOL

NYSE Total Volume

eSignal

6 Seconds

$TRIN

NYSE TRIN

eSignal

6 Seconds

$UCHG

NYSE Unchanged Issues

NYSE

6 Seconds

$XVOL

NYSE Unchanged Volume

NYSE

6 Seconds

$UVOL

NYSE Up Volume

NYSE

6 Seconds


For a complete list of all Indices go to http://ss.esignal.com leaving the Symbol field blank, Type index and Exchange choose All Exchanges.  To narrow the search you can type in the name of the index under Symbol