These indices are provided by and correspond to a number of the instruments traded on the Chicago Board Options Exchange, and consist of the following:
The Philadelphia Board of Trade (PBOT) is the Philadelphia Stock Exchange’s futures exchange subsidiary and is a provider of market index data. The indices included in this package are as follows:
Description
Symbol
PHLX Defense Sector
$DFX
PHLX Defense Sector–Settlement
$DFA
PHLX Drug Sector
$RXS
PHLX Drug Sector–Settlement
$RXV
PHLX Europe Sector
$XEX
PHLX Gold / Silver Sector
$XAU
PHLX Housing Sector
$HGX
PHLX Housing Sector–Settlement
$HGD
PHLX Oil Service Sector
$OSX
PHLX Oil Service Sector–Settlement
$OSV
PHLX Semiconductor Index
$SOX
PHLX Semiconductor Index–Settlement
$SX
PHLX Utility Sector
$UTY
PHLX Volume & Volatility
$VVX
PHLX World Energy Index
$XWE
PHLX World Energy Index–Settlement
$XWY
SIG Cable, Media, & Entertainment Index
$SCQ
SIG Cable, Media, & Entertainment Index–Settlement
$SCF
SIG Coal Producers Index
$SCP
SIG Coal Producers Index–Settlement
$PDB
SIG Exchange Index
$MKT
SIG Oil Exploration & Production Index
$EPX
SIG Oil Exploration & Production Index– Settlement
Headquartered in Germany, the Deutsche Börse is the parent company of Eurex and is a provider of international market index data. The indices included in this package are as follows:
NYSE Premier Indices NYSE Premier Indices are variations of TradeStation's breadth indices that are calculated by TradeStation using the component weights for the NYSE Composite.
Prerequisite: This package requires a real-time NYSE data subscription.
Russell Premier Indices Russell Premier Indices are variations of TradeStation’s breadth indices that are calculated by TradeStation using the component weights for the Russell 2000.
Prerequisite: This package requires real-time data subscriptions to AMEX, NASDAQ, and NYSE.
The American Stock Exchange (AMEX) is based in New York and lists a number of widely traded stocks and ETFs (Exchange Traded Funds). This market data package includes the following for all AMEX listed stocks and ETFs:
Trades
Inside Bid & Ask
Regional Bids & Asks (on stocks only)
Note: Although this regional data does not paint as complete a picture of the marketplace as the ARCA ECN Book or Enhanced Market Depth package does, it can be displayed in a Market Depth or Matrix window.
The National Association of Securities Dealers Automated Quotation (Nasdaq) is based in New York and lists a number of widely traded stocks and ETFs (Exchange Traded Funds). Level I defines the type of market data that is included in this package which consists of the following for all Nasdaq listed stocks and ETFs:
The National Association of Securities Dealers Automated Quotation (NASDAQ) is based in New York and lists a number of widely traded stocks and ETFs (Exchange Traded Funds). Level II defines the type of market data that is included in this package which consists of the following for all Nasdaq listed stocks and ETFs:
More Depth through additional bids & asks
Note: Consists of Nasdaq’s market markers’ best bid and ask prices
This market data package is a prerequisite for other packages that entitles one to view more depth into the market such as ARCA ECN Book and Nasdaq TotalView. In addition, it includes the Bloomberg (BTRD) ECN Book data for AMEX, Nasdaq, and NYSE stocks. Book data allows one to see all the bids & asks on the associated ECN’s order book.
Nasdaq BX TotalView provides the depth of book originating from the Nasdaq BX (Boston Exchange) for US stocks traded on AMEX, ARCX, Nasdaq, and NYSE.
Prerequisite: This package requires a real-time data subscription to Enhanced Market Depth and a real-time data subscription to one or more of the following: AMEX, NASDAQ, or NYSE.
The ARCA ECN Book data package provides Archipelago (ARCA) ECN Book data for AMEX, Nasdaq, and NYSE stocks. Book data allows one to see all the bids & asks on the associated ECN’s order book.
The Nasdaq TotalView data package expands upon the Nasdaq Level II data package by providing all bids & asks at every price level for Nasdaq, NYSE, Amex and regional-listed securities on NASDAQ.
The New York Stock Exchange (NYSE) lists a number of widely traded stocks and ETFs (Exchange Traded Funds). This market data package includes the following for all NYSE listed stocks and ETFs:
Trades
Inside Bid & Ask
Regional Bids & Asks (on stocks only)
Note: Although this regional data does not paint as complete a picture of the marketplace as the ARCA ECN Book or Enhanced Market Depth package does, it can be displayed in a Market Depth or Matrix window.
The Options Price Reporting Authority (OPRA) consolidates the data from all six of the regional US-based stock option and index option exchanges. These six exchanges are as follows: AMEX, BOX, CBOE, ISE, PHLX, and PCX. The OPRA market data package includes the following for all US-based stock options and index options:
This market data package includes data for all stocks traded on Xetra and on the Frankfurt Stock Exchange except for the Xetra US Stars and Xetra European Stars.
This market data package includes data for all stocks traded on the following German regional exchanges: Berlin, Dusseldorf, Hamburg, Hannover, and Munich.
This market data package includes data for all of the Xetra market activity for the Dow Jones Industrial Average stocks and 26 other large-cap US-based stocks.
The Forex market data package includes bid and ask data for the cross rates of many of the most widely traded international currencies. The list of Forex currency pairs that are available in TradeStation is as follows:
The Chicago Board of Trade (CBOT) is one of the world’s largest futures exchanges and lists futures and futures options for a wide array of products. Below are the CBOT market data packages that are offered:
CBOT Mini-Sized Package and Mini-Sized Market Depth
This market data package provides real-time Level I and Market Depth data for the following:
Description
Symbol
Mini Corn
YC
Mini Dow
YM
Mini Eurodollar
YE
Mini Soybeans
YK
Mini Wheat
YW
CBOT Exchange and CBOT Market Depth
This market data package provides the following:
Trade data for all pit-traded and electronically traded CBOT futures and futures options
Inside bid and ask data for all pit-traded and electronically traded CBOT futures and futures options
Up to nine additional levels of bid and ask data for all electronically traded CBOT futures.
The Chicago Mercantile Exchange (CME) is one of the world’s largest futures exchanges and list futures and futures options for a wide array of products. Below are the CME market data packages that are offered:
E-mini Equity Package and E-mini Market Depth
This market data package provides trade data and inside bid and ask data, as well as up to four additional levels of bid and ask data for the following set of electronically traded futures and futures options:
Description
Symbol
Futures:
E-mini Nasdaq Composite Index
QCN
E-mini Nasdaq 100
NQ
E-mini Nasdaq Biotechnology Stock Index
BIO
E-mini S&P 500
ES
E-mini S&P SmallCap 600
SMC
E-mini S&P MidCap 400
EMD
E-mini S&P Asia 50 Futures
SP5
E-mini Euro FX
E7
E-mini Japanese Yen
J7
E-mini MSCI EAFE Index
EFE
Futures Options:
E-mini Nasdaq 100 Options
NQ
E-mini Russell 2000 Options
ER
End of Month Options (EOM) on
E-mini S&P 500 Index Futures
EW
CME Exchange and CME Market Depth
This market data package provides the following: (Note: This includes the E-mini Equity Package and Globex)
Trade data for all pit-traded and electronically traded CME futures and futures options
Inside bid and ask data for all pit-traded and electronically traded CME futures and futures options
Up to four additional levels of bid and ask data for all electronically traded CME futures and futures options
The Eurex is a German-based futures exchange and is a subsidiary of the Deutsche Börse. All Eurex futures are electronically traded. Below are the Eurex market data packages that are offered:
Eurex Exchange
This market data package provides trade data and inside bid and ask data for the entire Eurex Exchange including the following popular Eurex futures roots:
Symbol
Description
FESX
Dow Jones Euro Stoxx 50
FDAX
Dax
FGBL
Euro Bund
FGBM
Euro Bobl
FGBS
Euro Schatz
Prerequisite: European Region Fee
Eurex Market Depth
This market data package provides up to nine additional levels of bid and ask data for all Eurex futures and futures options.
Prerequisites: European Region Fee & Eurex Exchange
The ICE US (formerly NYBOT) is a futures exchange that lists a number of index futures and financial futures such as the Russell 2000, mini Russell 2000, and US Dollar Index, as well as “softs” or “tropicals” such as coffee, sugar, cocoa, cotton, and orange juice.
This market data package provides the following:
Trade data for all ICE US futures
Inside bid and ask data for all electronically traded ICE US futures
Additional levels of bid and ask data for many electronically traded ICE US futures
The New York Mercantile Exchange (NYMEX) is a futures exchange that lists a number of energy futures and futures options such as crude oil, heating oil, and gasoline. Below are the NYMEX market data packages that are offered:
miNY Only
This market data package provides trade data and inside bid and ask data, as well as up to four additional levels of bid and ask data for the following set of electronically traded “miNY” markets:
Product
Symbol
miNY Heating Oil
QH
miNY Crude Oil
QM
miNY Natural Gas
QN
miNY Gasoline
QU
NYMEX Exchange
This market data package provides the following for all electronic NYMEX futures and futures options: (Note: This includes the ‘miNY Only’ package)
Trade data for all pit-traded and electronically traded NYMEX futures and futures options
Inside bid and ask data for all electronically traded NYMEX futures and futures options
Up to four additional levels of bid and ask data for all electronically traded NYMEX futures and futures options
The metals markets that make up the NYSE Liffe US Metals exchange were formerly listed on CBOT. Trade data, inside bid and ask data, and market depth data is available for the following NYSE Liffe US Metals markets:
One Chicago is a futures exchange that lists single stock futures. Unlike stock index futures, which are based on a basket of stocks, these futures contracts are based on one individual stock. This market data package provides the following for all ONCH futures:
The European Region market data package provides delayed market data for Deutsche Börse equities, Deutsche Börse indices, ICE Europe, Eurex futures, and Eurex futures options. In addition, this market data package is a prerequisite for other packages that entitles one to receive real-time data for any European exchange, such as the ICE Europe, Eurex, and the Deutsche Börse packages.
COMTEX is a news consolidator that provides financial news from multiple sources. This market data package provides both equity and Forex news. COMTEX’s equity news is broken down into the following four areas:
Finance News provides up-to-the-minute insight into major economic, corporate, and legislative actions on a domestic and international basis that can influence the markets.
Public Companies News provides corporate announcements for US-based publically traded companies. Press releases that can include information on stock splits, earnings announcements, and other pertinent corporate information.
Equity Analysis consists of news stories, analysis and commentary on US companies from various sources, such as Reuters, Dow Jones, Associated Press, and others.
SEC provides public company filing information, such as 10-K, 10-Q, and 8-K reports, as well as insider trading forms 3, 4, and 144 for US stocks.
Note: all equity-based content provided in the COMTEX News Service data package is searchable by ticker symbol and by keyword.
Dow Jones & Company is a widely recognized worldwide provider of financial news. Commonly known to investors and traders as the Dow Jones Broadtape, the Dow Jones News Service provides industry leading news content for US-based publically traded companies.
The Dow Jones News Service provides important corporate information such as management changes, restructuring & layoffs, expansion plans, regulatory / SEC filings, earnings forecasts, analysts’ comments, mergers & acquisitions, dividends & yields, stock splits & buybacks, press releases, calendars, market movers, and most actives. It also provides domestic and worldwide economic information, such as economic indicators & forecasts, US Federal Reserve Policy information, US Treasury information, key interest rates, information on major central banks, gold news & commentary, and oil news & commentary.
Some of the unique features of the Dow Jones News Service are listed below:
Hot news – these news stories are highlighted to draw attention to the fact that they may be of special significance.
Chained News Stories – these stories are delivered to you in separate segments as they develop. By doing this, Dow Jones is able to send you late-breaking news reports quickly, and then add more details later.
Additional news content from The Wall Street Journal, Barron’s, SmartMoney, and CNBC is also provided.
All content in the Dow Jones News Service data package is searchable by ticker symbol and by keyword.
Reuters is a widely recognized provider of financial market data and is used by major institutions, news publications, and media worldwide. This market data package provides Reuters’ fundamental data, which includes nearly 1000 company-specific financials for thousands of US-based companies. This fundamental data contain the following elements:
20 years of history for nearly 500 company-specific financials from the quarterly income statements, balance sheets, and statements of cash flow are provided. Examples of some of these fields are as follows: Total Revenue, Operating Income, Net Income, Earnings Per Share, Total Current Assets, Total Current Liabilities, Capital Expenditures, and Net Cash.
Snapshot data (i.e. the most recent set of data) for nearly 500 other company-specific financials, including PE ratios, Market Capitalization, Book Value, Cash Flow per Share, Price to Sales Ratios, and many others.
All of Reuters’ fundamental data is able to be used to analyze the markets and to create and back-test strategies in TradeStation through EasyLanguage.
