^UVOL and ^DVOL question

[emoryhu]

I'm confused with these two along with ^NUPV and ^NDNV.

I thought these are the cumulative up or down volumes of respective market. But why would they move lower at times? Negative volume?

How do these indices work?

Thanks!

[NinjaTrader_Kyle]

Hello emoryhu,

Thank you for your post.

The values are comprised of all up, down, and flat stocks in the market. If at any point during the session a stock is up their total volume gets added to the UPVOL for the day, but if that same stock should go negative later in the day then it will be subtracted from the UPVOL and added to the DVOL.

[emoryhu]

Ok thanks.

Is there something that match what what want? Just cumulative Up or Down volume, without any subtractions?

[NinjaTrader_Kyle]

Hello,

It sounds as if the NYSE Advancing Issues/Declining Issues index, ^ADD may be the instrument which you are looking for.

[emoryhu]

I tried the advancing/declining issues, they still get subtracted. And I can't get ^ADD to work. It's not on here, http://ninjatrader.com/CQGSupportedIndexes

[NinjaTrader_Brandon]

Hello emoryhu,
Thanks for your reply.
If you have to chart the ^ADD you will need to use a data provider who offers this such as Kinetick.