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Standard symbols?

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    Standard symbols?

    Are there well-known standard symbols for things like Russell 2000 advances or Russell 2000 declines? (These are just two examples ... there are many more.)

    To be clear: I can find quite a few breadth series at Kinetick. The question is what to use for a "Name" (i.e. symbol) when adding them to the Instrument Manager.

    A pointer to a list of commonly accepted symbols, if such a thing exists, would be much appreciated.

    #2
    Originally posted by ETFVoyageur View Post
    Are there well-known standard symbols for things like Russell 2000 advances or Russell 2000 declines? (These are just two examples ... there are many more.)

    To be clear: I can find quite a few breadth series at Kinetick. The question is what to use for a "Name" (i.e. symbol) when adding them to the Instrument Manager.

    A pointer to a list of commonly accepted symbols, if such a thing exists, would be much appreciated.
    The only brokerage I know of that has something like those symbols for those kind of market internals is TOS. So far, anyway. I am not making a recommendation (the only platform I ever recommend is NinjaTrader); just stating the facts as I know them.

    Comment


      #3
      Hello,

      Thanks for your post.

      I have been unable to find any information on these instruments so far. Also, it looks like they are not native to NinjaTrader.

      NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.

      1. From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
      2. Press the "New" button
      3. Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
      4. Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
      5. Press the "OK" button

      The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

      1. Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
      2. Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
      3. Select the appropriate expiration date if this is a futures instrument
      4. Press the "<" button to add the instrument to the list

      You are now complete and can press the "OK" button.
      Drew O.NinjaTrader Customer Service

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        #4
        Thanks to both of you.

        Since there seems to be no public standard names for the market internals I just invented my own. Unlikely to match anyone else's, but easy for me to remember and to locate in the Instrument Manager.

        I figure I can rename them later if something standard does crop up.

        --EV

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