$ADD for Russell 2000

This is a discussion on $ADD for Russell 2000 within the Futures & Options forums, part of the Markets category; With so many traders using Russell 2000 eminis, wouldn't it be appropriate to have a measure of adv/dec issues? The ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Nov 30, 2006, 4:37pm   #1
 
zigglewigler's Avatar
Joined Sep 2003
$ADD for Russell 2000

With so many traders using Russell 2000 eminis, wouldn't it be appropriate to have a measure of adv/dec issues?

The Nasdaq has the $ADDQ, the $ADD is market general. So how about $ADDR2K?

I contacted the compilers of the Russ, they had no plans. How many emails to them would see some action?
__________________
Luck is not a strategy.
zigglewigler is offline   Reply With Quote
Thanks! The following members like this post: peto
Old Nov 30, 2006, 11:07pm   #2
 
peto's Avatar
Joined Dec 2002
Done that.
http://www.russell.com/indexes/chara...2000_Index.asp , in case anyone else is interested.
peto is offline   Reply With Quote
Old Dec 4, 2006, 5:02pm   #3
 
zigglewigler's Avatar
Joined Sep 2003
zigglewigler started this thread Ok, so not alot of Russell emini traders out there! Or $ADD don't mean a heap to you.

Maybe this will build.
__________________
Luck is not a strategy.
zigglewigler is offline   Reply With Quote
Old Dec 4, 2006, 7:07pm   #4
 
peto's Avatar
Joined Dec 2002
Quote:
Originally Posted by zigglewigler
How many emails to them would see some action?
Quite a lot I suspect.
I've not yet had the courtesy of a reply to mine, which says little for their attitude.

Last edited by peto; Dec 5, 2006 at 12:37am. Reason: spallin'
peto is offline   Reply With Quote
Old Dec 4, 2006, 11:45pm   #5
 
zigglewigler's Avatar
Joined Sep 2003
zigglewigler started this thread A few months ago when I originally enquired they replied by saying they had no plans for such a move.

I was wondering if the data providers could construct something, but I've had no word back from Esignal either.
__________________
Luck is not a strategy.
zigglewigler is offline   Reply With Quote
Old Dec 5, 2006, 10:49am   #6
 
roguetrader's Avatar
Joined May 2003
Quote:
Originally Posted by zigglewigler
A few months ago when I originally enquired they replied by saying they had no plans for such a move.

I was wondering if the data providers could construct something, but I've had no word back from Esignal either.
Did you ask their customer support or on their forums, it is likely that someone amongst the efs crowd could put together an efs that would do this, but would be over my head.
__________________
It is fatal to enter any war without the will to win it.
roguetrader is offline   Reply With Quote
Old Dec 5, 2006, 2:40pm   #7
 
zigglewigler's Avatar
Joined Sep 2003
zigglewigler started this thread Yes, but my post was relocated to Data Query thread, which is useless. I'll have to insist it stays on the New Studies thread next time.
__________________
Luck is not a strategy.
zigglewigler is offline   Reply With Quote
Old Dec 5, 2006, 4:30pm   #8
 
roguetrader's Avatar
Joined May 2003
Actually Ziggle, in retrospect I may be talking through my rear with that suggestion as I had not considered the logistics of what I was suggeting. $ADD and $ADDQ at our end are simply symbol quotes like any other relayed by eSignal from the NYSE and Nasdaq markets repectively, that is to say our computers have no need to know what the individual components of those markets are doing, and no computation to do.
To create a synthetic ADD of thr RUT would require your computer to be monitoring all 2000 components of the index and running a continual calculation to produce that quote.
The standard eSignal subscription is for 200 symbols, now I know the data manager can handle more than this, but have no idea if it can handle more than 10x more, or what the cost would be, also even though the calculation is a simple one mathematically, I have no idea what kind of load it would put on the processor to be doing it continuously throughout the day
__________________
It is fatal to enter any war without the will to win it.
roguetrader is offline   Reply With Quote
Old Dec 5, 2006, 7:03pm   #9
 
zigglewigler's Avatar
Joined Sep 2003
zigglewigler started this thread Well Rogue, much wisdom had been spoken through various rears throughout the centuries, the works of Monsieur Petomane for example.

Anyway Esignal receives all the relevant listed stocks for the Russell 2000, it shouldn't be beyond their capabilities to compile and adv/dec number from that, rather than bogging the end user down with a data heavy efs.

But first I would need a reply from their technical dept, which is also proving illusive.
__________________
Luck is not a strategy.
zigglewigler is offline   Reply With Quote
Old Dec 5, 2006, 10:02pm   #10
 
peto's Avatar
Joined Dec 2002
Spoke too soon , had a reply today. Unfortunately it didn't exactly answer the question...

"Thank you for your interest in Russell Indexes. We will be providing some real time data on russell.com mid to late next year. Real time data is available through several vendors such as Reuters or the exchanges.

If you have any further questions, please call our Russell Index line at 1-877-503-6437 Monday - Friday 9:00 AM to 7:00 PM (EST), respond to this e-mail, or visit our web site at www.russell.com.

Thank you again for your interest in Russell Indexes.
-Linda Foster

Russell. It’s the Market™




Linda Foster
Client Service Associate, Russell Index Client Service
Russell Investment Group
Global Leaders in Multi-Manager Investing "
peto is offline   Reply With Quote
Old Dec 5, 2006, 11:23pm   #11
 
zigglewigler's Avatar
Joined Sep 2003
zigglewigler started this thread Yes, I received the very same.

A form letter of infinite vagueness.
__________________
Luck is not a strategy.
zigglewigler is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
Chart Package for Russell 2000 emini ste First Steps 3 May 6, 2009 9:37am
Mini Russell 2000 jackjones Indices 12 Sep 13, 2008 5:43am
symbol for russell 2000 on qcharts/quote.com ?? forexian Data Feeds 0 Dec 16, 2005 7:54am
Spreadbetting Small Caps and Russell 2000 Newboyneil Spread Betting & CFDs 2 Mar 7, 2005 12:16pm
Richard Russell talks about the sliding dollar - Dec 1 03 josbarr Forex 0 Dec 2, 2003 7:19pm

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)