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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 OP Guest
TraderKevin 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: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	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.

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