$ADD for Russell 2000

zigglewigler

Active member
Sep 23, 2003
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#1
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?
 
Likes: peto

peto

Active member
Dec 12, 2002
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Lincoln
#4
zigglewigler said:
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:

zigglewigler

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Sep 23, 2003
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#5
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. :rolleyes:
 

roguetrader

Well-known member
May 29, 2003
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#6
zigglewigler said:
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. :rolleyes:
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.
 

roguetrader

Well-known member
May 29, 2003
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#8
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
 

zigglewigler

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Sep 23, 2003
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#9
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. :(
 

peto

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Dec 12, 2002
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Lincoln
#10
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 "