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ninjatrader/indicators/put-call-ratio/README.md

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Put / Call Ratio

The Put / Call Ratio is defined as follows:

Put / Call Ratio = Total Put Options Volume / Total Call Options Volume

This indicator requires an IQFeed data subscription as it relies on the following market statistics symbols:

  • VPOT.Z - Option Put Volume Total
  • VCOT.Z - Option Call Volume Total