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Total volume of S&P components

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    Total volume of S&P components

    Hi,

    Is there a way to get a full daily total of all the S&P component volume?

    I can see a full list of the stocks in the S&P, inside instrument manager.

    Other than actually adding together the individual volumes of all 500 component stocks, is there any way to chart to (quickly) get the actual number?

    #2
    Hello,

    Thanks for your note.

    You could use a VOL indicator on a ^SP500 Index chart to view this instrument's volume. You can access this indicator in the Indicators menu, found by right-clicking within the chart and selecting "Indicator."

    Comment


      #3
      The volume of the SP500 Index is the volume of the Index - That isn't what I want.

      I want the total volume of all the stocks contained within the SP500. So total volume of all component stocks, added together. So total volume of A + AA + AAPL + ABBV etc etc.

      Comment


        #4
        Hello ScottieDog,

        You would need to create a script, add the desired instruments with Add() (https://ninjatrader.com/support/help.../nt7/?add3.htm), and add their volumes together (Volumes: https://ninjatrader.com/support/help...7/?volumes.htm).

        I do want to note that adding all instruments from the SP 500 instrument list to your script is going to be very resource intensive. Additionally, many data providers limit the amount of data you can request at one time.
        Last edited by NinjaTrader_ZacharyG; 09-14-2016, 06:58 AM.
        Zachary G.NinjaTrader Customer Service

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          #5
          Not really NinjaTrader related, but is there somewhere I might find this information online, that you know of?

          Is it not possible to do this with Kinetick etc?

          Thanks.

          Originally posted by NinjaTrader_ZacharyG View Post
          Hello ScottieDog,

          You would need to create a script, add the desired instruments with Add() (https://ninjatrader.com/support/help.../nt7/?add3.htm), and add their volumes together (Volumes: https://ninjatrader.com/support/help...7/?volumes.htm).

          I do want to note that adding all instruments from the SP 500 instrument list to your script is going to be very resource intensive. Additionally, many data providers limit the amount of data you can request at one time.

          Comment


            #6
            Hello ScottieDog,

            Kinetick has a 100 symbol limit.

            The 100 symbol limit means you can access 100 symbols simultaneously at any one time, such as in a Market Analyzer. This is not a specific list of symbols, and you will have access to all the symbols for which are included real-time with your subscription, and delayed and historical data for those that you are not subscribed to.

            You'll need to upgrade your subscription if you wish to increase this limit.

            As far as other providers are concerned, I would not have information about their data limits.
            Zachary G.NinjaTrader Customer Service

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