Source of Data for Intraday Tick, Trin, NYSE Breath, Vix/Vxo...

["Nigel Bahadur" <nbahadur@xxxxxxxxxxxxxxxx>]

I'm looking for a source for intraday data for market internal data such as
the TICK, TRIN, Breath/Adv/Decl, Vix etc.  I've already checked Tickdata and
Pinnacle's website but they don't seem to have it.  Pinnacle has the daily
data but no intraday.  I can get two years from Tradestation 7.x but I'm
looking for more than that - as much as I can get over two years.  I'd
prefer the data in ascii format but, given the numerous conversion utilities
out there, I don't think the format matters as much.

Any suggestions appreciated.

Sincerely,

Nigel

____________________________________________________________________________

The real glory is being knocked to your knees and then coming back.  - Vince
Lombardi.
 
 

-----Original Message-----
From: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx] 
Sent: Wednesday, November 05, 2003 12:07 PM
To: Omega List
Subject: Re: equity curving

> Has anyone seen or developed a formula that can represent a constant
equity
> curve?

Sharpe ratio is considered by most people to be the best measure of
that.

Sharpe = 
  ((annualized return) / (annualized standard deviation of return))
  - (risk free annual return, ie t-bill rate)

Search the archives on "Sharpe" to find Bob Fulks' postings and EL code. 

-- 
  Dennis