Synthetic index price tickers on stockbookquote channels - SpiderRock/SRDataFeed GitHub Wiki

We publish some synthetic index symbols via msgStockBookQuote (message type = 430) on our equities multicast channels, as follows:

• NDX!QQQ is the NDX index implied from QQQ etf.

• OEX!OEF is the OEX index implied from OEF etf.

• RUT!IWN is the RUT index implied from IWM etf.

• SPX!SPY is the SPX index implied from the SPY etf.

• SPX!ES is the SPX index implied from the ES futures- We calculate and broadcast the SPX!ES value when SPY is not live, so pre-market and after-market. During the day, SPX!SPY is live and we don't update the SPX!ES value.