CODE REFERENCE LISTS
Below are some useful links to security reference lists for some of the markets that
we provide data. These will help you identify the code for a listing if you are unsure
of it.
NEW STANDARD AND POOR'S ASX INDICES
XMM S&P/ASX 300 Metals and Mining Index
XGD S&P/ASX
All Ordinaries Gold Index
GICS SYMBOL CODES
The ASX reclassified equities using the Global Industry Classification System (GICS)
mid-2002. As part of this process, the ASX discontinued the previous set of indices
and replaced them with a new set of indices.
These indices consist of:
XTO S&P/ASX 100
XTL S&P/ASX 20
XAO All Ordinaries
XFL S&P/ASX 50
XMD S&P/ASX Midcap 50
XSO S&P/ASX Small Ords
XJO S&P/ASX 200
XKO S&P/ASX 300
XEJ 200 Energy
XMJ 200 Materials
XNJ 200 Industrial
XDJ 200 Discetion
XSJ 200 Staples
XHJ 200 HealthCare
XFJ 200 Financials
XIJ 200 Info Tech
XTJ 200 Telecoms
XUJ 200 Utilities
XPJ 200 Prop Trust
XXJ 200 Fin-x-Prop
XMM 300 Metals and Mining Index
XGD All Ordinaries Gold Index
For more information about the GICS indices refer to Standard and Poors Australian
Website, http://www.standardandpoors.com.au
OVERSEAS INDICES SYMBOL CODES
These codes reference the overseas indices and Metals that can be found in the World
Indices and Metals folder.
WORLD INDICES:
$CA CAC 40 Index
$CR CRB Index
$DA DAX Index
$DJ Dow Jones Index
$ES EuroStoxx
$FT FTSE 100 Index
$GC Gold Fix (PM)
$HS Hang Seng Index
$MD S&P MidCap 400 Index
$NC NASDAQ Composite
$NK Nikkei 255 Index
$NQ NASDAQ 100 index
$NY NYSE Composite
$OE S&P 100 Index
$RU Russell 2000 Index
$SI Silver Fix
$SP S&P 500 Index
$ST Straights Times Index
$SW Swiss Markets Index
METALS:
$AL Aluminium
$CU Copper
$NI Nickel
$PB Lead
$SN Tin
$ZN Zinc
ACCUMULATION INDICES CODE DESCRIPTIONS
The following are codes that contain information on the ups and downs of stocks.
A brief description on the contents in each of the new codes is given which hopefully
will assist some people.
X_ACC Advance Decline Line - The close values for this code contain the cumulative
difference between the ups and downs of all stocks. The difference is calculated
and appended to the previous value that is a funning total. The volume contains the
total volume of stocks that have traded for a day.
X_ACCD The close values for this code contain the number of downs for the day. The
volume contains the total volume of stocks moved that have suffered a decrease in
the days trading.
X_ACCI The close values for this code contain the number of ups for the day. the
volume contains the total volume of stocks moved that have had an increase in the
days trading.
X_ACCR The close values for this code contain the ratio between the number of ups
and the number of downs represented as a percentage. The volume contains the total
volume of stocks that have traded for the day.
Algorithm for calculating X_ACC, X_ACCD, X_ACCI, X_ACCR
- X_ACCI = 0
X_ACCI (Vol) = 0
X_ACCD = 0
X_ACCD (Vol) = 0
- Compare each 3 letter security's (Current) End-Of-Day values against
its values in
the previous Trading Day.
- If a security did not trade in the previous trading day, then ignore it.
- If a security's current Close price is greater than the previous Close price,
then
X_ACCI = X_ACCI + 1 and X_ACCI (Vol) = X_ACCI (Vol) + Current Volume.
- If a security's current Close price is less than the previous Close price,
thenX_ACCD
= X_ACCD + 1 and X_ACCD (Vol) = X_ACCD (Vol) + Current Volume.
- If the prices are the same, then ignore the security.
- Repeat above for all relevant securities, then ...
- if X_ACCD <> 0 then X_ACCR = (X_ACCI / X_ACCD) * 100 else X_ACCR = 20000
- X_ACC = Previous X_ACC + (X_ACCI - X_ACCD)
- X_ACCI (Vol) = X_ACCI (Vol) / 1000
- X_ACCD (Vol) = X_ACCD (Vol) / 1000
- X_ACC (Vol) = X_ACCI (Vol) + X_ACCD (Vol)
- X_ACCR (Vol) = X_ACC (Vol
Current Market View
