Market Stats
Our new Market Statistic Engine (aka Market Stats) provides more than 250 market breadth statistics which can be useful in assessing the general direction of NYSE, AMEX, NASDAQ, and DJ Stocks. Many of the statistics are familiar, but many more are unique to Interactive Data - no other data service provides the depth of analysis of the US stock market. Most of these statistics represent "snapshots" of the market at an interval between 5 and 15 seconds, in most cases.
As with all of our indices, these symbols start with a "$", and, in this case, they end with a "-ST". Depending on what market you wish to look at the stats for, you will also add various endings:
- .NY = NYSE
- .AM = AMEX
- .US = All US Stocks
- .NQ = NASDAQ
- .DJ = DJ Stock
To access this data you simply need to subscribe to the appropriate index service (i.e. .NY requires NYSE Indices, .AM requires AMEX Indices, etc).
Here is a sample of the statistics available:
| Advance-Decline Statistics | All US Stocks | NYSE Stocks | AMEX Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| Number of Stocks Trading | $ACTV.US-ST | $ACTV.NY-ST | $ACTV.AM-ST | $ACTV.NQ-ST | $ACTV.DJ-ST |
| Number of Stocks Advancing | $ADVN.US-ST | $ADVN.NY-ST | $ADVN.AM-ST | $ADVN.NQ-ST | $ADVN.DJ-ST |
| Number of Stocks Declining | $DECL.US-ST | $DECL.NY-ST | $DECL.AM-ST | $DECL.NQ-ST | $DECL.DJ-ST |
| Number of Stocks Unchanged | $UNCH.US-ST | $UNCH.NY-ST | $UNCH.AM-ST | $UNCH.NQ-ST | $UNCH.DJ-ST |
| Volume of Advancing Stocks | $UPVOL.US-ST | $UPVOL.NY-ST | $UPVOL.AM-ST | $UPVOL.NQ-ST | $UPVOL.DJ-ST |
| Volume of Declining Stocks | $DNVOL.US-ST | $DNVOL.NY-ST | $DNVOL.AM-ST | $DNVOL.NQ-ST | $DNVOL.DJ-ST |
| Volume of Unchanged Stocks | $UNCHVOL.US-ST | $UNCHVOL.NY-ST | $UNCHVOL.AM-ST | $UNCHVOL.NQ-ST | $UNCHVOL.DJ-ST |
| Total Volume of All Stocks | $TVOL.US-ST | $TVOL.NY-ST | $TVOL.AM-ST | $TVOL.NQ-ST | $TVOL.DJ-ST |
| Total Number of Trades | $TKVOL.US-ST | $TKVOL.NY-ST | $TKVOL.AM-ST | $TKVOL.NQ-ST | $TKVOL.DJ-ST |
| Total Volume of Block Trades | $BLKVOL.US-ST | $BLKVOL.NY-ST | BLKVOL.AM-ST | BLKVOL.NQ-ST | BLKVOL.DJ-ST |
| Total Number of Block Trades | $BLKTDS.US-ST | $BLKTDS.NY-ST | $BLKTDS.AM-ST | $BLKTDS.NQ-ST | $BLKTDS.DJ-ST |
| Total Value of Block Trades | $BLKVAL.US-ST | $BLKVAL.NY-ST | $BLKVAL.AM-ST | $BLKVAL.NQ-ST | $BLKVAL.DJ-ST |
| Number of Stocks at Today's High | $ATHI.US-ST | $ATHI.NY-ST | $ATHI.AM-ST | $ATHI.NQ-ST | $ATHI.DJ-ST |
| Number of Stocks at Today's Low | $ATLO.US-ST | $ATLO.NY-ST | $ATLO.AM-ST | $ATLO.NQ-ST | $ATLO.DJ-ST |
| Percent of Stocks at Today's High | $PCT@HIL.US-ST | $PCT@HI.NY-ST | $PCT@HI.AM-ST | $PCT@HI.NQ-ST | $PCT@HI.DJ-ST |
| Percent of Stocks at Today's Low | $PCT@LO.US-ST | $PCT@LO.NY-ST | $PCT@LO.AM-ST | $PCT@LO.NQ-ST | $PCT@LO.DJ-ST |
| Number of Stocks at Yearly High | $YRHI.US-ST | $YRHI.NY-ST | $YRHI.AM-ST | $YRHI.NQ-ST | $YRHI.DJ-ST |
| Number of Stocks at Yearly Low | $YRLO.US-ST | $YRLO.NY-ST | $YRLO.AM-ST | $YRLO.NQ-ST | $YRLO.DJ-ST |
| Indicators | All US Stocks | NYSE Stocks | AMEX Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| % of Stocks Above VWAP | $PCTABOVEVWAP.US-ST | $PCTABOVEVWAP.NY-ST | $PCTABOVEVWAP.AM-ST | $PCTABOVEVWAP.NQ-ST | $PCTABOVEVWAP.DJ-ST |
| # of Adv. Stocks - # of Decl Stocks | $ADVDEC.US-ST | $ADVDEC.NY-ST | $ADVDEC.AM-ST | $ADVDEC.NQ-ST | $ADVDEC.DJ-ST |
| Vol of Adv Stocks - Vol of Decl Stk | $ADVDECV.US-ST | $ADVDECV.NY-ST | $ADVDECV.AM-ST | $ADVDECV.NQ-ST | $ADVDECV.DJ-ST |
| Buying Pressure Index | $BPI.US-ST | $BPI.NY-ST | $BPI.AM-ST | $BPI.NQ-ST | $BPI.DJ-ST |
| Bid-Ask Spread (cents) | $BASPRD.US-ST | $BASPRD.NY-ST | $BASPRD.AM-ST | $BASPRD.NQ-ST | $BASPRD.DJ-ST |
| TICK Indicator | $TICK.US-ST | $TICK.NY-ST | $TICK.AM-ST | $TICK.NQ-ST | $TICK.DJ-ST |
| TICK of Trades at Bid/Ask | $TICKBA.US-ST | $TICKBA.NY-ST | $TICKBA.AM-ST | $TICKBA.NQ-ST | $TICKBA.DJ-ST |
| Volume of Up Ticks vs. Down Ticks | $TKVD.US-ST | $TKVD.NY-ST | $TKVD.AM-ST | $TKVD.NQ-ST | $TKVD.DJ-ST |
| TRIN Indicator | $TRIN.US-ST | $TRIN.NY-ST | $TRIN.AM-ST | $TRIN.NQ-ST | $TRIN.DJ-ST |
| Ask Trades - Bid Trades | $BATD.US-ST | $BATD.NY-ST | $BATD.AM-ST | $BATD.NQ-ST | $BATD.DJ-ST |
| Volume at Ask - Volume at Bid | $BAVD.US-ST | $BAVD.NY-ST | $BAVD.AM-ST | $BAVD.NQ-ST | $BAVD.DJ-ST |
| Bid/Ask Support/Resistance | $BASR.US-ST | $BASR.NY-ST | $BASR.AM-ST | $BASR.NQ-ST | B$ASR.DJ-ST |
| Tick (Trade) Statistics | All US Stocks | NYSE Stocks | AMEX Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| # of Stocks Ticking Up (last trade) | $UPTKS.US-ST | $UPTKS.NY-ST | $UPTKS.AM-ST | $UPTKS.NQ-ST | UPTKS.DJ-ST |
| # of Stock Ticking Down (last trade) | $DNTKS.US-ST | $DNTKS.NY-ST | $DNTKS.AM-ST | $DNTKS.NQ-ST | $DNTKS.DJ-ST |
| Volume of Stocks Ticking Up | $VOL@UPTK.US-ST | $VOL@UPTK.NY-ST | $VOL@UPTK.AM-ST | $VOL@UPTK.NQ-ST | $VOL@UPTK.DJ-ST |
| Volume of Stocks Ticking Down | $VOL@DNTK.US-ST | $VOL@DNTK.NY-ST | $VOL@DNTK.AM-ST | $VOL@DNTK.NQ-ST | $VOL@DNTK.DJ-ST |
| Value of Stock Trades Up | $VAL@UPTK.US-ST | $VAL@UPTK.NY-ST | $VAL@UPTK.AM-ST | $VAL@UPTK.NQ-ST | $VAL@UPTK.DJ-ST |
| Value of Stock Trades Down | $VAL@DNTK.US-ST | $VAL@DNTK.NY-ST | $VAL@DNTK.AM-ST | $VAL@DNTK.NQ-ST | $VAL@DNTK.DJ-ST |
| Number of Block Trades on Up Tick | BLKS@UPTK.US-ST | $BLKS@UPTK.NY-ST | $BLKS@UPTK.AM-ST | $BLKS@UPTK.NQ-ST | $BLKS@UPTK.DJ-ST |
| # of Block Trades on Down Tick | $BLKS@DNTK.SU-ST | $BLKS@DNTK.NY-ST | $BLKS@DNTK.AM-ST | $BLKS@DNTK.NQ-ST | $BLKS@DNTK.DJ-ST |
| Volume of Block Trades on Up Tick | $BLKVOL@UPTK.US-ST | $BLKVOL@UPTK.NY-ST | $BLKVOL@UPTK.AM-ST | $BLKVOL@UPTK.NQ-ST | $BLKVOL@UPTK.DJ-ST |
| VOL of Block Trades on Down Tick | $BLKVOL@DNTK.US-ST | $BLKVOL@DNTK.NY-ST | $BLKVOL@DNTK.AM-ST | $BLKVOL@DNTK.NQ-ST | $BLKVOL@DNTK.DJ-ST |
| Value of Block Trades on Up Tick | $BLKVAL@UPTK.US-ST | $BLKVAL@UPTK.NY-ST | $BLKVAL@UPTK.AM-ST | $BLKVAL@UPTK.NQ-ST | $BLKVAL@UPTK.DJ-ST |
| Value of Block Trades (Down Tick) | $BLKVAL@DNTK.US-ST | $BLKVAL@DNTK.NY-ST | $BLKVAL@DNTK.AM-ST | $BLKVAL@DNTK.NQ-ST | $BLKVAL@DNTK.DJ-ST |
| Bid/Ask Statistics and Indicators | All US Stocks | NYSE Stocks | AMEX Stocks | NASDAQ Stocks | 30 Industrial Stocks |
| Number of Trades at Ask Price | $TRDS@ASK.US-ST | $TRDS@ASK.NY-ST | $TRDS@ASK.AM-ST | $TRDS@ASK.NQ-ST | $TRDS@ASK.DJ-ST |
| Number of Trades at Bid Price | $TRDS@BID.US-ST | $TRDS@BID.NY-ST | $TRDS@BID.AM-ST | $TRDS@BID.NQ-ST | $TRDS@BID.DJ-ST |
| Volume of Trades at Ask Price | $VOL@ASK.US-ST | $VOL@ASK.NY-ST | $VOL@ASK.AM-ST | $VOL@ASK.NQ-ST | $VOL@ASK.DJ-ST |
| Volume of Trades at Bid Price | $VOL@BID.US-ST | $VOL@BID.NY-ST | $VOL@BID.AM-ST | $VOL@BID.NQ-ST | $VOL@BID.DJ-ST |
| Value of Trades at Ask Price | $VAL@ASK.US-ST | $VAL@ASK.NY-ST | $VAL@ASK.AM-ST | $VAL@ASK.NQ-ST | $VAL@ASK.DJ-ST |
| Value of Trades at Bid Price | $VAL@BID.US-ST | $VAL@BID.NY-ST | $VAL@BID.AM-ST | $VAL@BID.NQ-ST | $VAL@BID.DJ-ST |
| Number of Block Trades at Ask | $BLKS@ASK.US-ST | $BLKS@ASK.NY-ST | $BLKS@ASK.AM-ST | $BLKS@ASK.NQ-ST | $BLKS@ASK.DJ-ST |
| Number of Block Trades at Bid | $BLKS@BID.US-ST | $BLKS@BID.NY-ST | $BLKS@BID.AM-ST | $BLKS@BID.NQ-ST | $BLKS@BID.DJ-ST |
| Volume of Block Trades at Ask | $BLKVOL@ASK.US-ST | $BLKVOL@ASK.NY-ST | $BLKVOL@ASK.AM-ST | $BLKVOL@ASK.NQ-ST | $BLKVOL@ASK.DJ-ST |
| Volume of Block Trades at Bid | $BLKVOL@BID.US-ST | $BLKVOL@BID.NY-ST | $BLKVOL@BID.AM-ST | $BLKVOL@BID.NQ-ST | $BLKVOL@BID.DJ-ST |
| Value of Block Trades at Ask | $BLKVAL@ASK.US-ST | $BLKVAL@ASK.NY-ST | $BLKVAL@ASK.AM-ST | $BLKVAL@ASK.NQ-ST | $BLKVAL@ASK.DJ-ST |
| Value of Block Trades at Bid | $BLKVAL@BID.US-ST | $BLKVAL@BID.NY-ST | $BLKVAL@BID.AM-ST | $BLKVAL@BID.NQ-ST | $BLKVAL@BID.DJ-ST |
For a complete listing of all Market Stats symbols and descriptions, click
here.