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Market Breadth for ETH / Globex Market search idea
Last Activity 5/16/2019 7:14 PM
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Joined: 10/22/2010
Location: Columbia, MD

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Subject : Market Breadth for ETH / Globex Market search idea
Posted : 9/15/2018 4:32 AM
Post #30146

Hello ALL,

I am searching for ideas / suggestions to build market breadth indicator(s) for ETH (globex session).

There seems to be none out there, including from data providers. I requested suggestions from IQfeed, and here is there response:

"Hello Salim,

Per our market data team, DTN only has the FTSE market stats (of the non-domestic indicators that you are looking for). You can find all of the FTSE symbols using the Symbol Lookup at Enter the keyword "FTSE" and filter by the exchange "DTN," and you should see a total of 59 records."

Funny part - from those 59 symbols, they plot between 9:30a.m. - 11:30a.m. RTH, and iqfeed needs to get back to me regarding London Market open for the rest of the datafeed :-).

Now, here is what I am attempting to do (what I initially requested from iqfeed):

Hi Folks:

I'd like to find more information on ticker symbols of market breath for the globex overnight session when US markets are closed, since I base my ES trading on the RTH time.

To get to the point, when US Market hours are not in session the NYSE TICK and VIX indicators and others alike, cannot be used since they are solely US market indicators during US market hours.

With this being said, I have no strategy for trading ES during non-market US hours, since my strategy trading ES only works during US market hours with the U.S. market breadth indicators.

I am trying to find something like the DAX or price level actions to base ES Globex trading until the US markets open.

For example, just talking off my head - i.e., are there market breadth indicators for DAX Index, ESTX50, VSTOXX, DJ EuroStoxx50 futures, FTSE-100 futures and CAC-40 futures, etc. etc....

Can you please make some strong hard-hitting suggestions would really help :-). Thanks.

b/ rgds., -salim


Any suggestions or lead. Thanks.

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