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Chris wrote:
>My understanding is that @spc is the arms(trin) index of puts trading and
>that @scc is the arms(trin) index of the calls trading. These are not true
>put/call ratio indexes because they do not report the volume of puts and
>calls being traded on the CBOE.....
You're correct about the @SPC symbol. After a little exploration, I
discovered the following:
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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