eSignal Market Stats

Our new Market Statistic Engine (aka Market Stats) is a new service released in conjunction with eSignal 11 (similiar to the Breadthalizer statistics in our QCharts product). Market Stats provides more than 250 market breadth statistics which can be useful in assessing the general direction of NYSE, AMEX, NASDAQ, and DJ Stocks. Many of the statistics are familiar, but many more are unique to eSignal - no other data service provides the depth of analysis of the US stock market.  In most cases the Market Stats are updated every 3 seconds.  If the value is unchanged from the previous calculation, there won't be an update until the next price change (which is why you might see gaps of 6 or 9 seconds indicating that the value was unchanged). 

As with all of our indices, these symbols start with a "$", and, in this case, they end with a "-ST". Depending on what market you wish to look at the stats for, you will also add various endings:

  • .NY = NYSE
  • .AM = AMEX
  • .US = All US Stocks
  • .NQ = NASDAQ
  • .DJ = DJ Stock

Markets Stats is a free service that's automatically added to all existing eSignal accounts. 

Advance-Decline Statistics All US Stocks NYSE Stocks AMEX Stocks NASDAQ Stocks 30 Industrial Stocks
Number of Stocks Trading $ACTV.US-ST $ACTV.NY-ST $ACTV.AM-ST $ACTV.NQ-ST $ACTV.DJ-ST
Number of Stocks Advancing $ADVN.US-ST $ADVN.NY-ST $ADVN.AM-ST $ADVN.NQ-ST $ADVN.DJ-ST
Number of Stocks Declining $DECL.US-ST $DECL.NY-ST $DECL.AM-ST $DECL.NQ-ST $DECL.DJ-ST
Number of Stocks Unchanged $UNCH.US-ST $UNCH.NY-ST $UNCH.AM-ST $UNCH.NQ-ST $UNCH.DJ-ST
Volume of Advancing Stocks $UPVOL.US-ST $UPVOL.NY-ST $UPVOL.AM-ST $UPVOL.NQ-ST $UPVOL.DJ-ST
Volume of Declining Stocks $DNVOL.US-ST $DNVOL.NY-ST $DNVOL.AM-ST $DNVOL.NQ-ST $DNVOL.DJ-ST
Volume of Unchanged Stocks $UNCHVOL.US-ST $UNCHVOL.NY-ST $UNCHVOL.AM-ST $UNCHVOL.NQ-ST $UNCHVOL.DJ-ST
Total Volume of All Stocks $TVOL.US-ST $TVOL.NY-ST $TVOL.AM-ST $TVOL.NQ-ST $TVOL.DJ-ST
Total Number of Trades $TKVOL.US-ST $TKVOL.NY-ST $TKVOL.AM-ST $TKVOL.NQ-ST $TKVOL.DJ-ST
Total Volume of Block Trades $BLKVOL.US-ST $BLKVOL.NY-ST BLKVOL.AM-ST BLKVOL.NQ-ST BLKVOL.DJ-ST
Total Number of Block Trades $BLKTDS.US-ST $BLKTDS.NY-ST $BLKTDS.AM-ST $BLKTDS.NQ-ST $BLKTDS.DJ-ST
Total Value of Block Trades $BLKVAL.US-ST $BLKVAL.NY-ST $BLKVAL.AM-ST $BLKVAL.NQ-ST $BLKVAL.DJ-ST
Number of Stocks at Today's High $ATHI.US-ST $ATHI.NY-ST $ATHI.AM-ST $ATHI.NQ-ST $ATHI.DJ-ST
Number of Stocks at Today's Low $ATLO.US-ST $ATLO.NY-ST $ATLO.AM-ST $ATLO.NQ-ST $ATLO.DJ-ST
Percent of Stocks at Today's High $PCT@HIL.US-ST $PCT@HI.NY-ST $PCT@HI.AM-ST $PCT@HI.NQ-ST $PCT@HI.DJ-ST
Percent of Stocks at Today's Low $PCT@LO.US-ST $PCT@LO.NY-ST $PCT@LO.AM-ST $PCT@LO.NQ-ST $PCT@LO.DJ-ST
Number of Stocks at Yearly High $YRHI.US-ST $YRHI.NY-ST $YRHI.AM-ST $YRHI.NQ-ST $YRHI.DJ-ST
Number of Stocks at Yearly Low $YRLO.US-ST $YRLO.NY-ST $YRLO.AM-ST $YRLO.NQ-ST $YRLO.DJ-ST

Indicators All US Stocks NYSE Stocks AMEX Stocks NASDAQ Stocks 30 Industrial Stocks
% of Stocks Above VWAP $PCTABOVEVWAP.US-ST $PCTABOVEVWAP.NY-ST $PCTABOVEVWAP.AM-ST $PCTABOVEVWAP.NQ-ST $PCTABOVEVWAP.DJ-ST
# of Adv. Stocks - # of Decl Stocks  $ADVDEC.US-ST $ADVDEC.NY-ST $ADVDEC.AM-ST $ADVDEC.NQ-ST $ADVDEC.DJ-ST
Vol of Adv Stocks -  Vol of Decl Stk $ADVDECV.US-ST $ADVDECV.NY-ST $ADVDECV.AM-ST $ADVDECV.NQ-ST $ADVDECV.DJ-ST
Buying Pressure Index  $BPI.US-ST $BPI.NY-ST $BPI.AM-ST $BPI.NQ-ST $BPI.DJ-ST
Bid-Ask Spread (cents)  $BASPRD.US-ST $BASPRD.NY-ST $BASPRD.AM-ST $BASPRD.NQ-ST $BASPRD.DJ-ST
TICK Indicator $TICK.US-ST $TICK.NY-ST $TICK.AM-ST $TICK.NQ-ST $TICK.DJ-ST
TICK of Trades at Bid/Ask  $TICKBA.US-ST $TICKBA.NY-ST $TICKBA.AM-ST $TICKBA.NQ-ST $TICKBA.DJ-ST
Volume of Up Ticks vs. Down Ticks $TKVD.US-ST $TKVD.NY-ST $TKVD.AM-ST $TKVD.NQ-ST $TKVD.DJ-ST
TRIN Indicator $TRIN.US-ST $TRIN.NY-ST $TRIN.AM-ST $TRIN.NQ-ST $TRIN.DJ-ST
Ask Trades - Bid Trades  $BATD.US-ST $BATD.NY-ST $BATD.AM-ST $BATD.NQ-ST $BATD.DJ-ST
Volume at Ask - Volume at Bid  $BAVD.US-ST $BAVD.NY-ST $BAVD.AM-ST $BAVD.NQ-ST $BAVD.DJ-ST
Bid/Ask Support/Resistance  $BASR.US-ST $BASR.NY-ST $BASR.AM-ST $BASR.NQ-ST B$ASR.DJ-ST

Tick (Trade) Statistics All US Stocks NYSE Stocks AMEX Stocks NASDAQ Stocks 30 Industrial Stocks
# of Stocks Ticking Up (last trade) $UPTKS.US-ST $UPTKS.NY-ST $UPTKS.AM-ST $UPTKS.NQ-ST UPTKS.DJ-ST
# of Stock Ticking Down (last trade) $DNTKS.US-ST $DNTKS.NY-ST $DNTKS.AM-ST $DNTKS.NQ-ST $DNTKS.DJ-ST
Volume of Stocks Ticking Up $VOL@UPTK.US-ST $VOL@UPTK.NY-ST $VOL@UPTK.AM-ST $VOL@UPTK.NQ-ST $VOL@UPTK.DJ-ST
Volume of Stocks Ticking Down $VOL@DNTK.US-ST $VOL@DNTK.NY-ST $VOL@DNTK.AM-ST $VOL@DNTK.NQ-ST $VOL@DNTK.DJ-ST
Value of Stock Trades Up $VAL@UPTK.US-ST $VAL@UPTK.NY-ST $VAL@UPTK.AM-ST $VAL@UPTK.NQ-ST $VAL@UPTK.DJ-ST
Value of Stock Trades Down $VAL@DNTK.US-ST $VAL@DNTK.NY-ST $VAL@DNTK.AM-ST $VAL@DNTK.NQ-ST $VAL@DNTK.DJ-ST
Number of Block Trades on Up Tick BLKS@UPTK.US-ST $BLKS@UPTK.NY-ST $BLKS@UPTK.AM-ST $BLKS@UPTK.NQ-ST $BLKS@UPTK.DJ-ST
# of Block Trades on Down Tick $BLKS@DNTK.SU-ST $BLKS@DNTK.NY-ST $BLKS@DNTK.AM-ST $BLKS@DNTK.NQ-ST $BLKS@DNTK.DJ-ST
Volume of Block Trades on Up Tick $BLKVOL@UPTK.US-ST $BLKVOL@UPTK.NY-ST $BLKVOL@UPTK.AM-ST $BLKVOL@UPTK.NQ-ST $BLKVOL@UPTK.DJ-ST
VOL of Block Trades on Down Tick $BLKVOL@DNTK.US-ST $BLKVOL@DNTK.NY-ST $BLKVOL@DNTK.AM-ST $BLKVOL@DNTK.NQ-ST $BLKVOL@DNTK.DJ-ST
Value of Block Trades on Up Tick $BLKVAL@UPTK.US-ST $BLKVAL@UPTK.NY-ST $BLKVAL@UPTK.AM-ST $BLKVAL@UPTK.NQ-ST $BLKVAL@UPTK.DJ-ST
Value of Block Trades (Down Tick) $BLKVAL@DNTK.US-ST $BLKVAL@DNTK.NY-ST $BLKVAL@DNTK.AM-ST $BLKVAL@DNTK.NQ-ST $BLKVAL@DNTK.DJ-ST

Bid/Ask Statistics and Indicators All US Stocks NYSE Stocks AMEX Stocks NASDAQ Stocks 30 Industrial Stocks
Number of Trades at Ask Price $TRDS@ASK.US-ST $TRDS@ASK.NY-ST $TRDS@ASK.AM-ST $TRDS@ASK.NQ-ST $TRDS@ASK.DJ-ST
Number of Trades at Bid Price $TRDS@BID.US-ST $TRDS@BID.NY-ST $TRDS@BID.AM-ST $TRDS@BID.NQ-ST $TRDS@BID.DJ-ST
Volume of Trades at Ask Price $VOL@ASK.US-ST $VOL@ASK.NY-ST $VOL@ASK.AM-ST $VOL@ASK.NQ-ST $VOL@ASK.DJ-ST
Volume of Trades at Bid Price $VOL@BID.US-ST $VOL@BID.NY-ST $VOL@BID.AM-ST $VOL@BID.NQ-ST $VOL@BID.DJ-ST
Value of Trades at Ask Price $VAL@ASK.US-ST $VAL@ASK.NY-ST $VAL@ASK.AM-ST $VAL@ASK.NQ-ST $VAL@ASK.DJ-ST
Value of Trades at Bid Price $VAL@BID.US-ST $VAL@BID.NY-ST $VAL@BID.AM-ST $VAL@BID.NQ-ST $VAL@BID.DJ-ST
Number of Block Trades at Ask $BLKS@ASK.US-ST $BLKS@ASK.NY-ST $BLKS@ASK.AM-ST $BLKS@ASK.NQ-ST $BLKS@ASK.DJ-ST
Number of Block Trades at Bid $BLKS@BID.US-ST $BLKS@BID.NY-ST $BLKS@BID.AM-ST $BLKS@BID.NQ-ST $BLKS@BID.DJ-ST
Volume of Block Trades at Ask $BLKVOL@ASK.US-ST $BLKVOL@ASK.NY-ST $BLKVOL@ASK.AM-ST $BLKVOL@ASK.NQ-ST $BLKVOL@ASK.DJ-ST
Volume of Block Trades at Bid $BLKVOL@BID.US-ST $BLKVOL@BID.NY-ST $BLKVOL@BID.AM-ST $BLKVOL@BID.NQ-ST $BLKVOL@BID.DJ-ST
Value of Block Trades at Ask $BLKVAL@ASK.US-ST $BLKVAL@ASK.NY-ST $BLKVAL@ASK.AM-ST $BLKVAL@ASK.NQ-ST $BLKVAL@ASK.DJ-ST
Value of Block Trades at Bid $BLKVAL@BID.US-ST $BLKVAL@BID.NY-ST $BLKVAL@BID.AM-ST $BLKVAL@BID.NQ-ST $BLKVAL@BID.DJ-ST

For a complete listing of all Market Stats symbols and descriptions, click here.

Click
here to download a sample eSignal 11 page file which lists all Market Stats symbols.

I'm comparing $TVOL with $TVOL.NY-ST and notice the figures aren't close to matching.  However $TVOLQ seems to mirror $TVOLQ.NQ-ST fairly closely.  Why the gap?  Volume Indices for NYSE listed symbols (such as $TVOL) include only NYSE stocks traded on the NYSE exchange.  The new Market Stats equivalent of this symbol ($TVOL.NY-ST) uses the resident and regional trading activity for NYSE listed stocks so they encompass many additional markets (i.e. NASD, PSE, BATS,) which is why the –ST NYSE symbols will always show more volume than the older symbols such as $TVOL. The same is true for the AMEX equivalents ($TVOLA vs. $TVOL.AM-ST).  For NASDAQ volume indices, $TVOLQ already uses the composite volume information which is why the older symbol equivalent matches $TVOL.NQ-ST fairly closely.

How do $TRIN and $TICK compare to their -ST equivalents?  $TRIN's equivalent of $TRIN.NY-ST will also include regional trading (i.e. NASD, PSE, BATS) which accounts for the difference in price as $TRIN excludes the additional markets.  $TICK's equivalent of $TICK.NY-ST also includes regional trading while $TICK does not.  $TRINQ and $TRIN.NQ-ST both include composite volume which is why these symbols carry similar values. 

What other symbols are included as part of the Market Stats service?
There are many eSignal generated indices that previously required additional Exchange subscriptions.  The following symbols have been moved over to our Market Stats package available at no cost.  Please note that all Market Stats symbols will display USI in the Exchange Listed field in the Quote Window or Watch List. 

SYMBOL DESCRIPTION
$ADDA AMEX $ADVA MINUS $DECLA
$VOLDA AMEX $UVOLA MINUS $DVOLA
$ISSUA AMEX ADVANCE/DECLINE
$ADVA AMEX ADVANCING ISSUES
$TICKA AMEX CUMULATIVE TICK
$DECLA AMEX DECLINING ISSUES
$DVOLA AMEX DOWN VOLUME
$TVOLA AMEX TOTAL VOLUME
$TRINA AMEX TRIN
$UCHGA AMEX UNCHANGED ISSUES
$XVOLA AMEX UNCHANGED VOLUME
$UVOLA AMEX UP VOLUME
$BATSK BATS 1000 INDEX
$BATAR BATS ALTERNATIVE RESOURCES AND ENERGY SECTOR INDEX
$BATBM BATS BASIC MATERIALS SECTOR INDEX
$BATBS BATS BUSINESS SERVICES SECTOR INDEX
$BATCG BATS CONSUMER GOODS SECTOR INDEX
$BATCS BATS CONSUMER SERVICES SECTOR INDEX
$BATFN BATS FINANCIALS SECTOR INDEX
$BATHP BATS HEALTHCARE AND PHARMACEUTICALS SECTOR INDEX
$BATIM BATS INDUSTRIALS AND MANUFACTURING SECTOR INDEX
$BATTC BATS TECHNOLOGY AND COMMUNICATIONS SECTOR INDEX
$BATUT BATS UTILITIES SECTOR INDEX
$TICKI DOW JONES INDUSTRIAL TICK
$ADDQ NASDAQ $ADVQ MINUS $DECLQ
$VOLDQ NASDAQ $UVOLQ MINUS $DVOLQ
$ISSUQ NASDAQ ADVANCE/DECLINE
$ADVQ NASDAQ ADVANCING ISSUES
$TICKQ NASDAQ COMBINED TICK
$TRINQ NASDAQ COMBINED TRIN
$DECLQ NASDAQ DECLINING ISSUES
$DVOLQ NASDAQ DOWN VOLUME
$TVOLQ NASDAQ TOTAL VOLUME
$UCHGQ NASDAQ UNCHANGED ISSUES
$XVOLQ NASDAQ UNCHANGED VOLUME
$UVOLQ NASDAQ UP VOLUME
$ADD NYSE $ADV MINUS $DECL
$VOLD NYSE $UVOL MINUS $DVOL
$ISSU NYSE ADVANCE/DECLINE
$ADV NYSE ADVANCING ISSUES
$TICK NYSE CUMULATIVE TICK
$DECL NYSE DECLINING ISSUES
$DVOL NYSE DOWN VOLUME
$TVOL NYSE TOTAL VOLUME
$TRIN NYSE TRIN
$UCHG NYSE UNCHANGED ISSUES
$XVOL NYSE UNCHANGED VOLUME
$UVOL NYSE UP VOLUME
$EADRDI U.S. INDICES
$EADREI U.S. INDICES
$EADRUI U.S. INDICES
$EBIB.IV U.S. INDICES
$EBIS.IV U.S. INDICES
$EPNXQ.IV U.S. INDICES
$EPQSC.IV U.S. INDICES
$EPRFZI U.S. INDICES
$EPSCD.IV U.S. INDICES
$ESQQQ.IV U.S. INDICES
$ETQQQ.IV U.S. INDICES
$ICOMP U.S. INDICES
$IGREENIT U.S. INDICES
$IGREENITX U.S. INDICES
$IGRNAM U.S. INDICES
$IGRNAMX U.S. INDICES
$IGRNASIA U.S. INDICES
$IGRNASIAX U.S. INDICES
$IGRNBIO U.S. INDICES
$IGRNBIOX U.S. INDICES
$IGRNCLNFO U.S. INDICES
$IGRNCLNFOX U.S. INDICES
$IGRNDO U.S. INDICES
$IGRNDOX U.S. INDICES
$IGRNENEF U.S. INDICES
$IGRNENEFX U.S. INDICES
$IGRNEUROPE U.S. INDICES
$IGRNEUROPEX U.S. INDICES
$IGRNEXUS U.S. INDICES
$IGRNEXUSX U.S. INDICES
$IGRNFCEXUS U.S. INDICES
$IGRNFCEXUSX U.S. INDICES
$IGRNFIN U.S. INDICES
$IGRNFINX U.S. INDICES
$IGRNFOCAS U.S. INDICES
$IGRNFOCASX U.S. INDICES
$IGRNFOCEUR U.S. INDICES
$IGRNFOCEURX U.S. INDICES
$IGRNFOCUS U.S. INDICES
$IGRNFOCUSX U.S. INDICES
$IGRNFUEL U.S. INDICES
$IGRNFUELX U.S. INDICES
$IGRNGB U.S. INDICES
$IGRNGBX U.S. INDICES
$IGRNGEO U.S. INDICES
$IGRNGEOX U.S. INDICES
$IGRNGRD U.S. INDICES
$IGRNGRDX U.S. INDICES
$IGRNHL U.S. INDICES
$IGRNHLX U.S. INDICES
$IGRNLIGHT U.S. INDICES
$IGRNLIGHTX U.S. INDICES
$IGRNMAN U.S. INDICES
$IGRNMANX U.S. INDICES
$IGRNNR U.S. INDICES
$IGRNNRX U.S. INDICES
$IGRNPOL U.S. INDICES
$IGRNPOLX U.S. INDICES
$IGRNREC U.S. INDICES
$IGRNRECX U.S. INDICES
$IGRNREG U.S. INDICES
$IGRNREGX U.S. INDICES
$IGRNSOLAR U.S. INDICES
$IGRNSOLARX U.S. INDICES
$IGRNSTOR U.S. INDICES
$IGRNSTORX U.S. INDICES
$IGRNTRN U.S. INDICES
$IGRNTRNX U.S. INDICES
$IGRNUS U.S. INDICES
$IGRNUSX U.S. INDICES
$IGRNWATER U.S. INDICES
$IGRNWATERX U.S. INDICES
$IGRNWAVE U.S. INDICES
$IGRNWAVEX U.S. INDICES
$IGRNWIND U.S. INDICES
$IGRNWINDX U.S. INDICES
$INBI U.S. INDICES
$INDX U.S. INDICES
$INILI U.S. INDICES
$INILX U.S. INDICES
$IQAUTO U.S. INDICES
$IQAUTOX U.S. INDICES
$IQGREEN U.S. INDICES
$IQGREENCP4 U.S. INDICES
$IQGREENCP4X U.S. INDICES
$IQGREENX U.S. INDICES
$IVOLNDX U.S. INDICES
$QQQC.IV U.S. INDICES
$TICKIA U.S. INDICES
$TICKIQ U.S. INDICES