Advancers/Decliners using IB?

[kcsystemtrader]

Is there an easy way to pull the Advancers/Decliners ratio into my strategy for the broader market? I think this is available in IB, but not sure if it is available in NT.

If not, any ideas for a way to simulate this ratio without adding a whole bunch of bars objects to my strategy just to see if each instrument is up or down for the day?

Thanks,

kc

[NinjaTrader_Bertrand]

KC, have you tried using the ADD symbol for this data? This would use the AD-NYSE ticker from IB.

[kcsystemtrader]

KC, have you tried using the ADD symbol for this data? This would use the AD-NYSE ticker from IB.

No but I will. It doesn't show up in my instrument manager, but as long as I add through the strategy, I assume it will work just fine (or I can go in and try to manually add in the instrument manager if that doesn't work). Thanks.

Is there a list somewhere of all of the different 'data' tickers that are available from IB to add to a strategy?

Thanks,

kc

[NinjaTrader_Bertrand]

It should show up as you select 'Index' as type in the Instrument Manager, if not please ensure you're subscribed to index / NYSE exchange data in IB. Unfortunately there's no list, but you can ADD() symbols as you have them setup and configured in the Instrument Manager (Tools > Instrument Manager). If you need a custom symbol you can always create a fresh master symbol for it by clicking on 'New'.