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How do I get market internals like $UVOL, $DVOL, $ADVN, $DECN, $TICK on the platform? They are available in all modern trading platforms.
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Louis Szeto
Hi Bankole
We have not yet provided market internals. You may import the data if you have any access. If you have any data source providing that via API stably, we are happy to look into that.
Best
Louis
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Petr Zurek
Louis Szeto Hi Louis, is it possible though to use IQFeed locally with Lean CLI (I know for certain that IQfeed has market internals data) and get the real-time data from IQFeed? Though wouldn't it require us to manually update the symbols database CSV file (to fill in the $UVOL, $DVOL, $ADVN, $DECN, $TICK etc.) in order to be able to add these symbols into the algorithm and receive its data?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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