Is there a way to determine the total stocks in the US Exchange database?
I am trying to match the new highs or new lows on a given day as a percentage of total stocks on the US Exchange.
Is there a function in the module that supports that?
Hi Eric,
We can get current data but the issue is with historical numbers, which is why we created the Russell 3000 breadth data eg R3K-P1MH for % 1 Month Highs, R3K-P12ML for % 12 Month Lows, etc.
The only other option I can think of is to get the number of total issues from another source in a .csv file and import it into Optuma, or connect to IQFeed for their Nasdaq and NYSE realtime breadth data.
By their methodology, there were 64 new 12 month highs on the NYSE yesterday (2.24% of 2,852 active issues) and 145 on Nasdaq (3.22% of 4,508 issues). By creating a formula, together the % of New Highs across both exchanges was 2.84% (209 / 7360) vs 1.15% for New Lows. This compares with 2.33% and 1.37% for our Russell 3000 breadth:
