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I'm trying to use the daily OEX P/C ratio in TradeStation
8.3. TS 8.3 offers three P/C ratio symbols, $WPCVA, $WPCVE, and
$WPCVI, but none of them is the OEX P/C ratio. Support couldn't help
me, referred me to the trading desk, again no help, finally got me to
Data Integrity, and they gave me the wrong answer, below. The
support person told me that the symbol is $WPCVI, and Data Integrity
thinks the symbol is $WPCVA, but they're both wrong.
It seems unlikely that TradeStation doesn't offer the OEX
P/C ratio, as every other data vendor does. Can anyone tell me how
to get the CBOE OEX P/C ratio into TS 8.3?
Original-recipient: rfc822;r.pisani@xxxxxxx
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X-ASG-Orig-Subj: RE: OEX Put/Call ratio
Subject: RE: OEX Put/Call ratio
Date: Thu, 26 Mar 2009 15:53:31 -0400
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Thread-topic: OEX Put/Call ratio
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From: DataIntegrity <DataIntegrity@xxxxxxxxxxxxxxxx>
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Mr. Pisani,
It sounds like the symbol you want is $WPCVA:
$WPCVA = (The volume of all CBOE Index and Equity Option Puts) / (The
volume of all CBOE Index and Equity Option Calls)
Regards,
Data Integrity..
-----Original Message-----
From: robert pisani [mailto:r.pisani@xxxxxxx]
Sent: Thursday, March 26, 2009 3:46 PM
To: DataIntegrity
Cc: greg
Subject: OEX Put/Call ratio
I am trying to chart the OEX Put/Call ratio. I was told by your tech
that the symbol $WPCVI is:
total volume of all CBOE index option puts/total volume of all CBOE
index option calls
The OEX Put/Call ratio is:
total volume of all CBOE puts/total volume of all CBOE calls
The two are not the same. Most data services give the OEX Put/Call
ratio. For instance, the eSignal symbol for the OEX Put/Call ratio
is $PVOEX-ST. Is there a way to access the OEX Put/Call ratio,
perhaps with another symbol, in TradeStation?
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