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Market Internals Data #480726
07/03/20 23:21
07/03/20 23:21
Joined: Jul 2020
Posts: 1
Houston
T
TraderKevin Offline OP
Guest
TraderKevin  Offline OP
Guest
T

Joined: Jul 2020
Posts: 1
Houston
Hello all, happy to be joining the community!

Is it possible, using Zorro, to access historical market internals data and create strategies trading in one market (/ES futures or SPY, for example) based on signals generated by the market internals (such as $TRIN, $TICK, $VOLSPD, etc.)?

I haven't been able to find any information on this. Thanks for any help you can give!

Re: Market Internals Data [Re: TraderKevin] #480729
07/05/20 07:50
07/05/20 07:50
Joined: Sep 2003
Posts: 878
Spirit Offline

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Spirit  Offline

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Joined: Sep 2003
Posts: 878
I think you can calculate TRIN from the order book data. In live trading its no problem with IB, but historical order book data is expensive.


Moderated by  Petra 

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