eSignal Indices

Last Updated: 03/12/03

In order to make the eSignal Index list more useful for our customers, we've added a new column that references the source of each index. If the source is underlined ( representing an active link ), you can go directly to the Exchange that produces that Index to see its components and, in some cases, the calculation methodology. If the source is not underlined, we were unable to find an explanation for that Index. Please contact the respective Exchange if you need more information on that Index.

We calculate quite a few of the Indices ourselves and those are referenced to eSignal. In some cases, if eSignal is underlined, you can click to see an explanation of how we calculate that index. If there is no link, that information is not available yet.

Most Commonly Requested Indices

Most Commonly Requested Market Statistics

Complete list of all Indices in Alphabetical Order

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Most Commonly Requested Indices

Symbol

Description

Source
Update Frequency

$TYX

30 Year T-Bond Interest Rates

Once per day

$CAC

Master CAC 40 Net Asset Valuation

 
30 Seconds

$DAXI

DAX

CMS
15 Seconds

$INDU

Dow Jones Industrial Average

2 Seconds

$TRAN

Dow Jones Transportation Average

5 Seconds

$GHA

Goldman/Sachs Hardware

15 Seconds

$GSO

Goldman/Sachs Software

15 Seconds

$XAU

Gold/Silver

15 Seconds

$NDX

NASDAQ 100

15 Seconds

$COMPQ

NASDAQ Composite

15 Seconds

$NYA

NYSE Composite

Real Time

$EPREM

Premium of S&P 500 mini futures (front month) on $SPX

CME
6 Seconds

$RUI

Russell 1000

AMEX
15 Seconds

$RUT

Russell 2000

15 Seconds

$RUA

Russell 3000

AMEX
15 Seconds

$XBD

Security Broker Dealer Index

AMEX
15 Seconds

$SOX

Semiconductor Sector

15 Seconds

$OEX

S&P 100 (CBOE) (also use $OLX)

15 Seconds

$SPX

S&P 500 (CBOE) (also use $LSY, $SPL, $SPQ)

15 Seconds

$PREM

S&P 500 Futures Minus Cash Spread

CBOE
6 Seconds

$DOT

TheStreet.Com Internet Sector

15 Seconds

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Most Commonly Requested Market Statistics

Symbol

Description

Source
Update Frequency

$TICKI

Dow Jones Industrial Tick

eSignal
6 Seconds

$VIX

Market Volatility (CBOE-no options)

CBOE
1 Minute

$ADVQ

NASDAQ Advancing Issues

eSignal
30 Seconds

$ADDQ

NASDAQ $ADVQ minus $DECLQ

eSignal
30 Seconds

$TICKQ

NASDAQ Cumulative Tick

eSignal
30 Seconds

$DECLQ

NASDAQ Declining Issues

eSignal
30 Seconds

$DVOLQ

NASDAQ Down Volume

eSignal
30 Seconds

$TVOLQ

NASDAQ Total Volume

eSignal
30 Seconds

$TRINQ

NASDAQ TRIN

eSignal
30 Seconds

$UCHGQ

NASDAQ Unchanged Issues

eSignal
30 Seconds

$XVOLQ

NASDAQ Unchanged Volume

eSignal
30 Seconds

$UVOLQ

NASDAQ Up Volume

eSignal
30 Seconds

$ISSU

NYSE Advance/Decline/Unchanged

eSignal
30 Seconds

$ADV

NYSE Advancing Issues

eSignal
6 Seconds

$ADD

NYSE $ADV minus $DECL

eSignal
30 Seconds

$TICK

NYSE Cumulative Tick

NYSE
6 Seconds

$DECL

NYSE Declining Issues

eSignal
6 Seconds

$DVOL

NYSE Down Volume

eSignal
6 Seconds

$TVOL

NYSE Total Volume

eSignal
6 Seconds

$TRIN

NYSE TRIN

eSignal
6 Seconds

$UCHG

NYSE Unchanged Issues

NYSE
6 Seconds

$XVOL

NYSE Unchanged Volume

NYSE
6 Seconds

$UVOL

NYSE Up Volume

NYSE
6 Seconds

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