FTSE 100 / LSE Volume data?

[RPEX]

Anyone know how i can get FTSE 100 volume data intraday? I deal through IB, so i can get TRIN and TICK for the ftse 100 but no volume in the same way as it is delivered for NYSE. The LSE website only provides it after the close also.

 

[Glenn]

Anyone know how i can get FTSE 100 volume data intraday? I deal through IB, so i can get TRIN and TICK for the ftse 100 but no volume in the same way as it is delivered for NYSE. The LSE website only provides it after the close also.

I have IB driving Sierra Charts. I just added the Volume indicator to the Ftse100 30-min chart and volume bars appeared. Looks ok, but I don't use volume much, so I'm no expert on it.

Also if you pull up a chart directly from IB, it has volume bars on it.

Glenn

 

[Lord Flasheart]

I think you will have to pay for a separate data feed if you cant get it via IB. Is it possible to get Tick data for the ftse on esignal, if so whats the code. i use volume and it is very powerfull for picking holding and turning points on ftse

 

[RPEX]

Cheers guys,

I still don't get any response when i push the volume button for any index on IB's charts. Maybe i have to get the level 2 data feed, at the moment my equity derivatives data is crap.

 

[Glenn]

Sugest you send a ticket to IB and ask them about this. I don't have level 2 but I am set up for futures trading, maybe that's why I can get volume.
Glenn

 

[RPEX]

Sugest you send a ticket to IB and ask them about this. I don't have level 2 but I am set up for futures trading, maybe that's why I can get volume.
Glenn

ahh right yeah, i can get the volume data for the futures or the myriad of dow futures, but not the cash index. On my options data, with the US data bundle i get everything. But for Liffe derivatives i don't get any open interest data.

Also, could someone clear this up for me: London Single Stock Futures, i have never been able to see data for these (although i can see data for all the EUR denominated single stock futures), and a long running ticket war with IB's help desk seemed to suggest that they didn't exist. Does anyone trade LIFFE single stock futures on stocks listed on LSE?