nyse up/down volume difference

[Max22]

Hi,
I want to be able to plot the difference between the nyse up volume and down volume. I use Interactive brokers data feed. I know that esignal has a symbol for this. I dont see a symbol for this on the IB sites, so I was wondering if there is a way to create it with NT, since the up volume and down volume are availabe from IB. Is there a way to get the data from IB and then plot the difference of two symbols?
Thanks
Max

[NinjaTrader_Dierk]

I believe you are referring to an eSignal index symbol (by the way: which one?). If that index symbol would not be supported by IB, then unfortunately what you would be looking for would not be supported. Sorry...

[Max22]

I believe the symbol is $VOLD. Which plots the difference between up and down volume.

[NinjaTrader_VinceB]

If I'm correct we have this listed as VOL in the instrument Manager. Can you please take a look under Tools--> Instrument Manager. The symbol map for IB is VOL-NYSE

[Max22]

Yes, I found it there. I also found the uvol adn dvol. Do you know if vol is the difference or just the volume? Thanks for your help.

[NinjaTrader_VinceB]

Not sure, will have to check and get back to you tomorrow

[NinjaTrader_Bertrand]

Hi Max, the VOL would be the total NYSE volume, not the difference. For your needs you could create a MultiInstrument strategy to calculate the difference between the UVOL and DVOL symbols - http://www.ninjatrader-support.com/H...struments.html

You might also want to incorporate the XVOL (unchanged volume) symbol then.