Access to dxFeed Market Indicators

dxFeed market indicators: events and fields

Data for most of the indicators provided by dxFeed should be requested via TimeAndSale event. The main value of each indicator is an integer number located in the Price field. Example:

#=TimeAndSale EventSymbol Time Sequence ExchangeCode Price Size BidPrice AskPrice SaleConditions Flags
TimeAndSale $DECLRLC 20210209-000959+0300 33:27799 \0 275 0 NaN NaN \NULL 4

Put/Call ratio indicators

This category of indicators are requested via the same TimeAndSale event. One difference is that volume of these indicators (sum of Put volume and Call volume) is also available in the Size field. Example:

#=TimeAndSale EventSymbol Time Sequence ExchangeCode Price Size BidPrice AskPrice SaleConditions Flags
TimeAndSale $CPC 20210208-235848+0300 636:3095 \0 0.6842 5788949 NaN NaN \NULL 4

Top Gainers/Losers Indicators

These categories of indicators should be requested via Configuration event. The main value is a list of tickers (ten by default) in the Configuration field.

#=Configuration EventSymbol Version Configuration
Configuration $TOP10LSP 1612818599 AMZN,ALGN,DXCM,MSCI,EQIX,IDXX,SBAC,KSU, GOOG,TDG

Description of indicators groups

Group

Description

Put/Call ratio

The ratio between the trading volume of Put and Call options with the same underlying instrument

Short-Term Trading Indicator (TRIN)

A prediction of future price movements in the market

TICK Indicator

The difference between the number of stocks which have an uptick and stocks with downtick

Top Gainers by Absolute Net Change

A list of symbols which have the highest absolute price change as compared with the close price of the previous day

Top Losers by Absolute Net Change

A list of symbols which have the lowest absolute price change as compared with the close price of the previous day

Top Gainers by Relative Net Change, %

A list of symbols which have the highest relative price net change ascompared with the close price of the previous day

Top Losers by Relative Net Change, %

A list of symbols which have the lowest relative price net change as compared with the close price of the previous day

Top Gainers by Volume

A list of symbols which have the highest trading volume today

Advancing Issues - Declining Issues Difference

Cumulative difference between the number of advancing and declining stocks within a given index

Advanced issues

How many assets are currently traded higher than their previous trading day close price

Declined Volume

The today’s trading volume of all stocks that currently trade lower than their previous trading day close price

New Highs

The number of stocks making new 52-week highs. This indicator provides an immediate score for internal strength or weakness in the market. There are more new highs when the indicator is positive

New Lows

The number of stocks making new 52-week lows

Declined issues

Advances and declines are the proportion of stocks that closed at a higher versus a lower price as compared to the previous trading day

Total volume

The today’s trading volume all instruments that were traded today

Unchanged issues

How many instruments currently trade without any change in comparison with their previous trading day close price

Advanced Volume

The today’s trading volume of all stocks that are currently traded higher than their previous trading day close price

Up Volume - Down Volume Difference

The difference between Advance and Decline volume

Composite indicators

Some of the indicators are composite. Composite indicators are those indicators that are based on stocks traded at all СTA/UTP participants. Compare to non-composite indicators: they are based on the trades from the OPOL exchange (e.g. NYSE-listed stocks traded at all CTA/UTP participants vs NYSE-listed stocks traded just at NYSE).

List of all dxFeed stock market indicators

Group

SYMBOL

Description

Put/Call ratio

$CPC

Put/Call ratio for Cboe Total

$CPCE

Put/Call ratio for Cboe Equity

$CPCI

Put/Call ratio for Cboe Index

$PCA

Put/Call ratio for options on NYSE MKT (AMEX) equities

$PCALL

Put/Call ratio for all OCC options

$PCAR

Put/Call ratio for options on ARCA equities

$PCI

Put/Call ratio for all DJI Average constituents options

$PCN

Put/Call ratio for options on NYSE equities

$PCN/Q

Put/Call ratio for options on NASDAQ equities

$PCND

Put/Call ratio for all NASDAQ 100 constituents options

$PCRL

Put/Call ratio for all Russell 2000 constituents options

$PCSP

Put/Call ratio for all SP500 constituents options

Short-Term Trading Indicator (TRIN)

$TRIN

NYSE TRIN

$TRIN/Q

NASDAQ TRIN

$TRINA

NYSE MKT (AMEX) TRIN

$TRINAR

NYSE ARCA TRIN

$TRINI

DJIA TRIN

$TRINND

NASDAQ 100 TRIN

$TRINRL

RUSSELL 2000 TRIN

$TRINSP

SNP 500 TRIN

$TRINUS

ALLUSA TRIN

$TRINAC

NYSE MKT (AMEX) Composite TRIN

$TRINARC

NYSE ARCA Composite TRIN

$TRINC

NYSE Composite TRIN

$TRINC/Q

NASDAQ Composite TRIN

$TRINIC

DJIA Composite TRIN

$TRINNDC

NASDAQ 100 Composite TRIN

$TRINRLC

RUSSELL 2000 Composite TRIN

$TRINSPC

SNP 500 Composite TRIN

$TRINUSC

ALLUSA Composite TRIN

TICK Indicator

$TICK

NYSE TICK

$TICK/Q

NASDAQ TICK

$TICKA

NYSE MKT (AMEX) TICK

$TICKAR

NYSE ARCA TICK

$TIKI

DJIA TICK

$TIKND

NASDAQ 100 TICK

$TIKRL

RUSSELL 2000 TICK

$TIKSP

SNP 500 TICK

$TIKUS

ALLUSA TICK

$TIKUSC

ALLUSA Composite TICK

$TICKAC

NYSE MKT (AMEX) Composite TICK

$TICKARC

NYSE ARCA Composite TICK

$TICKC

NYSE Composite TICK

$TICKC/Q

NASDAQ Composite TICK

$TIKIC

DJIA Composite TICK

$TIKNDC

NASDAQ 100 Composite TICK

$TIKRLC

RUSSELL 2000 Composite TICK

$TIKSPC

SNP 500 Composite TICK

Top Gainers by Absolute Net Change

$TOP10G/Q

NASDAQ Top 10 gainers by absolute net change

$TOP10GI

DJI Top 10 gainers by absolute net change

$TOP10GN

NYSE Top 10 gainers by absolute net change

$TOP10GSP

SNP500 Top 10 gainers by absolute net change

$TOP10GUS

ALLUSA Top 10 gainers by absolute net change

Top Losers by Absolute Net Change

$TOP10L/Q

NASDAQ Top 10 losers by absolute net change

$TOP10LI

DJI Top 10 losers by absolute net change

$TOP10LN

NYSE Top 10 losers by absolute net change

$TOP10LSP

SNP500 Top 10 losers by absolute net change

$TOP10LUS

ALLUSA Top 10 losers by absolute net change

Top Gainers by Relative Net Change, %

$TOP10PG/Q

NASDAQ Top 10 gainers by relative net change

$TOP10PGI

DJI Top 10 gainers by relative net change

$TOP10PGN

NYSE Top 10 gainers by relative net change

$TOP10PGSP

SNP500 Top 10 gainers by relative net change

$TOP10PGUS

ALLUSA Top 10 gainers by relative net change

Top Losers by Relative Net Change, %

$TOP10PL/Q

NASDAQ Top 10 losers by relative net change

$TOP10PLI

DJI Top 10 losers by relative net change

$TOP10PLN

NYSE Top 10 losers by relative net change

$TOP10PLSP

SNP500 Top 10 losers by relative net change

$TOP10PLUS

ALLUSA Top 10 losers by relative net change

Top Gainers by Volume

$TOP10V/Q

NASDAQ Top 10 gainers by volume

$TOP10VI

DJI Top 10 gainers by volume

$TOP10VN

NYSE Top 10 gainers by volume

$TOP10VSP

SNP500 Top 10 gainers by volume

$TOP10VUS

ALLUSA Top 10 gainers by volume

$TOP25VOTC

Top 25 gainers by volume from OTCBB/OTC Markets exchanges

Advancing Issues - Declining Issues Difference

$ADAD

NYSE MKT (AMEX) Advancing Issues - Declining Issues Difference

$ADARD

NYSE ARCA Advancing Issues - Declining Issues Difference

$ADD

NYSE Advancing Issues - Declining Issues Difference

$ADID

DJIA Advancing Issues - Declining Issues Difference

$ADNDD

NASDAQ 100 Advancing Issues - Declining Issues Difference

$ADNDDC

NASDAQ 100 Composite Advancing Issues - Declining Issues Difference

$ADQD

NASDAQ Advancing Issues - Declining Issues Difference

$ADRLD

RUSSELL 2000 Advancing Issues - Declining Issues Difference

$ADSPD

SNP 500 Advancing Issues - Declining Issues Difference

$ADUSD

ALLUSA Advancing Issues - Declining Issues Difference

$ADADC

NYSE MKT (AMEX) Composite Advancing Issues - Declining Issues Difference

$ADARDC

NYSE ARCA Composite Advancing Issues - Declining Issues Difference

$ADDC

NYSE Composite Advancing Issues - Declining Issues Difference

$ADIDC

DJIA Composite Advancing Issues - Declining Issues Difference

$ADQDC

NASDAQ Composite Advancing Issues - Declining Issues Difference

$ADRLDC

RUSSELL 2000 Composite Advancing Issues - Declining Issues Difference

$ADSPDC

SNP 500 Composite Advancing Issues - Declining Issues Difference

$ADUSDC

ALLUSA Composite Advancing Issues - Declining Issues Difference

Advanced issues

$ADVA

NYSE MKT (AMEX) Advanced issues

$ADVAR

NYSE ARCA Advanced issues

$ADVI

DJIA Advanced issues

$ADVN

NYSE Advanced issues

$ADVN/Q

NASDAQ Advanced issues

$ADVND

NASDAQ 100 Advanced issues

$ADVRL

RUSSELL 2000 Advanced issues

$ADVSP

SNP 500 Advanced issues

$ADVUS

ALLUSA Advanced issues

$ADVAC

NYSE MKT (AMEX) Composite Advanced issues

$ADVARC

NYSE ARCA Composite Advanced issues

$ADVIC

DJIA Composite Advanced issues

$ADVNC

NYSE Composite Advanced issues

$ADVNC/Q

NASDAQ Composite Advanced issues

$ADVNDC

NASDAQ 100 Composite Advanced issues

$ADVRLC

RUSSELL 2000 Composite Advanced issues

$ADVSPC

SNP 500 Composite Advanced issues

$ADVUSC

ALLUSA Composite Advanced issues

Declined Volume

$DVOA

NYSE MKT (AMEX) Declined volume

$DVOAR

NYSE ARCA Declined volume

$DVOL

NYSE Declined volume

$DVOL/Q

NASDAQ Declined volume

$DVOLI

DJIA Declined volume

$DVOLND

NASDAQ 100 Declined volume

$DVOLRL

RUSSELL 2000 Declined volume

$DVOLSP

SNP 500 Declined volume

$DVOLUS

ALLUSA Declined volume

$DVOAC

NYSE MKT (AMEX) Composite Declined volume

$DVOARC

NYSE ARCA Composite Declined volume

$DVOLC

NYSE Composite Declined volume

$DVOLC/Q

NASDAQ Composite Declined volume

$DVOLIC

DJIA Composite Declined volume

$DVOLNDC

NASDAQ 100 Composite Declined volume

$DVOLRLC

RUSSELL 2000 Composite Declined volume

$DVOLSPC

SNP 500 Composite Declined volume

$DVOLUSC

ALLUSA Composite Declined volume

New Highs

$AMHGH

NYSE MKT (AMEX) New Highs 1Y

$AMHI1M

NYSE MKT (AMEX) New Highs 1M

$AMHI1W

NYSE MKT (AMEX) New Highs 1W

$AMHI2W

NYSE MKT (AMEX) New Highs 2W

$AMHI3M

NYSE MKT (AMEX) New Highs 3M

$AMHI6M

NYSE MKT (AMEX) New Highs 6M

$AMHI9M

NYSE MKT (AMEX) New Highs 9M

$ARHGH

NYSE ARCA New Highs 1Y

$ARHI1M

NYSE ARCA New Highs 1M

$ARHI1W

NYSE ARCA New Highs 1W

$ARHI2W

NYSE ARCA New Highs 2W

$ARHI3M

NYSE ARCA New Highs 3M

$ARHI6M

NYSE ARCA New Highs 6M

$ARHI9M

NYSE ARCA New Highs 9M

$ETFHGH

ETF New Highs 1Y

$ETFHI1M

ETF New Highs 1M

$ETFHI1W

ETF New Highs 1W

$ETFHI2W

ETF New Highs 2W

$ETFHI3M

ETF New Highs 3M

$ETFHI6M

ETF New Highs 6M

$ETFHI9M

ETF New Highs 9M

$HGHI

DJIA New Highs 1Y

$HGHND

NASDAQ 100 New Highs 1Y

$HGHRL

RUSSELL 2000 New Highs 1Y

$HGHSP

SNP 500 New Highs 1Y

$HII1M

DJIA New Highs 1M

$HII1W

DJIA New Highs 1W

$HII2W

DJIA New Highs 2W

$HII3M

DJIA New Highs 3M

$HII6M

DJIA New Highs 6M

$HII9M

DJIA New Highs 9M

$HIND1M

NASDAQ 100 New Highs 1M

$HIND1W

NASDAQ 100 New Highs 1W

$HIND2W

NASDAQ 100 New Highs 2W

$HIND3M

NASDAQ 100 New Highs 3M

$HIND6M

NASDAQ 100 New Highs 6M

$HIND9M

NASDAQ 100 New Highs 9M

$HIRL1M

RUSSELL 2000 New Highs 1M

$HIRL1W

RUSSELL 2000 New Highs 1W

$HIRL2W

RUSSELL 2000 New Highs 2W

$HIRL3M

RUSSELL 2000 New Highs 3M

$HIRL6M

RUSSELL 2000 New Highs 6M

$HIRL9M

RUSSELL 2000 New Highs 9M

$HISP1M

SNP 500 New Highs 1M

$HISP1W

SNP 500 New Highs 1W

$HISP2W

SNP 500 New Highs 2W

$HISP3M

SNP 500 New Highs 3M

$HISP6M

SNP 500 New Highs 6M

$HISP9M

SNP 500 New Highs 9M

$NAHGH

NASDAQ New Highs 1Y

$NAHI1M

NASDAQ New Highs 1M

$NAHI1W

NASDAQ New Highs 1W

$NAHI2W

NASDAQ New Highs 2W

$NAHI3M

NASDAQ New Highs 3M

$NAHI6M

NASDAQ New Highs 6M

$NAHI9M

NASDAQ New Highs 9M

$NYHGH

NYSE New Highs 1Y

$NYHI1M

NYSE New Highs 1M

$NYHI1W

NYSE New Highs 1W

$NYHI2W

NYSE New Highs 2W

$NYHI3M

NYSE New Highs 3M

$NYHI6M

NYSE New Highs 6M

$NYHI9M

NYSE New Highs 9M

$USHGH

ALLUSA New Highs 1Y

$USHI1M

ALLUSA New Highs 1M

$USHI1W

ALLUSA New Highs 1W

$USHI2W

ALLUSA New Highs 2W

$USHI3M

ALLUSA New Highs 3M

$USHI6M

ALLUSA New Highs 6M

$USHI9M

ALLUSA New Highs 9M

New Lows

$AMLO1M

NYSE MKT (AMEX) New Lows 1M

$AMLO1W

NYSE MKT (AMEX) New Lows 1W

$AMLO2W

NYSE MKT (AMEX) New Lows 2W

$AMLO3M

NYSE MKT (AMEX) New Lows 3M

$AMLO6M

NYSE MKT (AMEX) New Lows 6M

$AMLO9M

NYSE MKT (AMEX) New Lows 9M

$AMLOW

NYSE MKT (AMEX) New Lows 1Y

$ARLO1M

NYSE ARCA New Lows 1M

$ARLO1W

NYSE ARCA New Lows 1W

$ARLO2W

NYSE ARCA New Lows 2W

$ARLO3M

NYSE ARCA New Lows 3M

$ARLO6M

NYSE ARCA New Lows 6M

$ARLO9M

NYSE ARCA New Lows 9M

$ARLOW

NYSE ARCA New Lows 1Y

$ETFLO1M

ETF New Lows 1M

$ETFLO1W

ETF New Lows 1W

$ETFLO2W

ETF New Lows 2W

$ETFLO3M

ETF New Lows 3M

$ETFLO6M

ETF New Lows 6M

$ETFLO9M

ETF New Lows 9M

$ETFLOW

ETF New Lows 1Y

$LOI1M

DJIA New Lows 1M

$LOI1W

DJIA New Lows 1W

$LOI2W

DJIA New Lows 2W

$LOI3M

DJIA New Lows 3M

$LOI6M

DJIA New Lows 6M

$LOI9M

DJIA New Lows 9M

$LOND1M

NASDAQ 100 New Lows 1M

$LOND1W

NASDAQ 100 New Lows 1W

$LOND2W

NASDAQ 100 New Lows 2W

$LOND3M

NASDAQ 100 New Lows 3M

$LOND6M

NASDAQ 100 New Lows 6M

$LOND9M

NASDAQ 100 New Lows 9M

$LORL1M

RUSSELL 2000 New Lows 1M

$LORL1W

RUSSELL 2000 New Lows 1W

$LORL2W

RUSSELL 2000 New Lows 2W

$LORL3M

RUSSELL 2000 New Lows 3M

$LORL6M

RUSSELL 2000 New Lows 6M

$LORL9M

RUSSELL 2000 New Lows 9M

$LOSP1M

SNP 500 New Lows 1M

$LOSP1W

SNP 500 New Lows 1W

$LOSP2W

SNP 500 New Lows 2W

$LOSP3M

SNP 500 New Lows 3M

$LOSP6M

SNP 500 New Lows 6M

$LOSP9M

SNP 500 New Lows 9M

$LOWI

DJIA New Lows 1Y

$LOWND

NASDAQ 100 New Lows 1Y

$LOWRL

RUSSELL 2000 New Lows 1Y

$LOWSP

SNP 500 New Lows 1Y

$NALO1M

NASDAQ New Lows 1M

$NALO1W

NASDAQ New Lows 1W

$NALO2W

NASDAQ New Lows 2W

$NALO3M

NASDAQ New Lows 3M

$NALO6M

NASDAQ New Lows 6M

$NALO9M

NASDAQ New Lows 9M

$NALOW

NASDAQ New Lows 1Y

$NYLO1M

NYSE New Lows 1M

$NYLO1W

NYSE New Lows 1W

$NYLO2W

NYSE New Lows 2W

$NYLO3M

NYSE New Lows 3M

$NYLO6M

NYSE New Lows 6M

$NYLO9M

NYSE New Lows 9M

$NYLOW

NYSE New Lows 1Y

$USLO1M

ALLUSA New Lows 1M

$USLO1W

ALLUSA New Lows 1W

$USLO2W

ALLUSA New Lows 2W

$USLO3M

ALLUSA New Lows 3M

$USLO6M

ALLUSA New Lows 6M

$USLO9M

ALLUSA New Lows 9M

$USLOW

ALLUSA New Lows 1Y

Declined issues

$DECA

NYSE MKT (AMEX) Declined issues

$DECAR

NYSE ARCA Declined issues

$DECLI

DJIA Declined issues

$DECLND

NASDAQ 100 Declined issues

$DECLRL

RUSSELL 2000 Declined issues

$DECLSP

SNP 500 Declined issues

$DECLUS

ALLUSA Declined issues

$DECN

NYSE Declined issues

$DECN/Q

NASDAQ Declined issues

Composite Declined issues

$DECAC

NYSE MKT (AMEX) Composite Declined issues

$DECARC

NYSE ARCA Composite Declined issues

$DECLIC

DJIA Composite Declined issues

$DECLNDC

NASDAQ 100 Composite Declined issues

$DECLRLC

RUSSELL 2000 Composite Declined issues

$DECLSPC

SNP 500 Composite Declined issues

$DECLUSC

ALLUSA Composite Declined issues

$DECNC

NYSE Composite Declined issues

$DECNC/Q

NASDAQ Composite Declined issues

Total volume

$TVOA

NYSE MKT (AMEX) Total volume

$TVOAR

NYSE ARCA Total volume

$TVOL

NYSE Total volume

$TVOL/Q

NASDAQ Total volume

$TVOLI

DJIA Total volume

$TVOLND

NASDAQ 100 Total volume

$TVOLRL

RUSSELL 2000 Total volume

$TVOLSP

SNP 500 Total volume

$TVOLUS

ALLUSA Total volume

Composite Total volume

$TVOAC

NYSE MKT (AMEX) Composite Total volume

$TVOARC

NYSE ARCA Composite Total volume

$TVOLC

NYSE Composite Total volume

$TVOLC/Q

NASDAQ Composite Total volume

$TVOLIC

DJIA Composite Total volume

$TVOLNDC

NASDAQ 100 Composite Total volume

$TVOLRLC

RUSSELL 2000 Composite Total volume

$TVOLSPC

SNP 500 Composite Total volume

$TVOLUSC

ALLUSA Composite Total volume

Unchanged issues

$UNCA

NYSE MKT (AMEX) Unchanged issues

$UNCAR

NYSE ARCA Unchanged issues

$UNCHI

DJIA Unchanged issues

$UNCHND

NASDAQ 100 Unchanged issues

$UNCHRL

RUSSELL 2000 Unchanged issues

$UNCHSP

SNP 500 Unchanged issues

$UNCHUS

ALLUSA Unchanged issues

$UNCN

NYSE Unchanged issues

$UNCN/Q

NASDAQ Unchanged issues

Composite Unchanged issues

$UNCAC

NYSE MKT (AMEX) Composite Unchanged issues

$UNCARC

NYSE ARCA Composite Unchanged issues

$UNCHIC

DJIA Composite Unchanged issues

$UNCHNDC

NASDAQ 100 Composite Unchanged issues

$UNCHRLC

RUSSELL 2000 Composite Unchanged issues

$UNCHSPC

SNP 500 Composite Unchanged issues

$UNCHUSC

ALLUSA Composite Unchanged issues

$UNCNC

NYSE Composite Unchanged issues

$UNCNC/Q

NASDAQ Composite Unchanged issues

Advanced Volume

$UVOA

NYSE MKT (AMEX) Advanced volume

$UVOAR

NYSE ARCA Advanced volume

$UVOL

NYSE Advanced volume

$UVOL/Q

NASDAQ Advanced volume

$UVOLI

DJIA Advanced volume

$UVOLND

NASDAQ 100 Advanced volume

$UVOLRL

RUSSELL 2000 Advanced volume

$UVOLSP

SNP 500 Advanced volume

$UVOLUS

ALLUSA Advanced volume

Composite Advanced volume

$UVOAC

NYSE MKT (AMEX) Composite Advanced volume

$UVOARC

NYSE ARCA Composite Advanced volume

$UVOLC

NYSE Composite Advanced volume

$UVOLC/Q

NASDAQ Composite Advanced volume

$UVOLIC

DJIA Composite Advanced volume

$UVOLNDC

NASDAQ 100 Composite Advanced volume

$UVOLRLC

RUSSELL 2000 Composite Advanced volume

$UVOLSPC

SNP 500 Composite Advanced volume

$UVOLUSC

ALLUSA Composite Advanced volume

Up Volume - Down Volume Difference

$VOLAD

NYSE MKT (AMEX) Up Volume - Down Volume Difference

$VOLARD

NYSE ARCA Up Volume - Down Volume Difference

$VOLD

NYSE Up Volume - Down Volume Difference

$VOLID

DJIA Up Volume - Down Volume Difference

$VOLNDD

NASDAQ 100 Up Volume - Down Volume Difference

$VOLQD

NASDAQ Up Volume - Down Volume Difference

$VOLRLD

RUSSELL 2000 Up Volume - Down Volume Difference

$VOLSPD

SNP 500 Up Volume - Down Volume Difference

$VOLUSD

ALLUSA Up Volume - Down Volume Difference

$VOLUSDC

ALLUSA Composite Up Volume - Down Volume Difference

$VOLADC

NYSE MKT (AMEX) Composite Up Volume - Down Volume Difference

$VOLARDC

NYSE ARCA Composite Up Volume - Down Volume Difference

$VOLDC

NYSE Composite Up Volume - Down Volume Difference

$VOLIDC

DJIA Composite Up Volume - Down Volume Difference

$VOLNDDC

NASDAQ 100 Composite Up Volume - Down Volume Difference

$VOLQDC

NASDAQ Composite Up Volume - Down Volume Difference

$VOLRLDC

RUSSELL 2000 Composite Up Volume - Down Volume Difference

$VOLSPDC

SNP 500 Composite Up Volume - Down Volume Difference