I found the answers to my own questions. Might be helpful to others.
ESignal's $PC-ST is the same as
CBOE: Market Data - Intra-Day Volume so yes the same as what Soultrader uses in his videos.
EPREM A0 from eSignal is better because it is obviously real time. EPREM A0 is firing off buy and sell programs where $PREM isn't. For TradeStation users it might be worthwhile to check how good their PREM calculations are. Here's a quote from a veteran progam trader:
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Dave: I know different data feeds use different symbols for the PREM. What are the 3 main symbols and their corresponding service provider?
Hank: All PREMs are calculated by the individual data vendors. Unlike stock quotes, the PREM is not calculated or fed to the data vendor by any of the exchanges. Most data vendors either do not do PREM calculations at all,or do a horrible job with the calculations. Only a handful of data vendors do the PREMs correctly and accurately.
With DTN, all of the PREM's are good. The PREM is SP-PREM.Z. The E-mini PREM is EM-PREM.Z. They also have the Nasdaq PREM. The symbol is ND-PREM.Z and NQ-PREM.Z for the mini contract. They recently began calculation for the Russell 2000 PREM. The symbol is RL-PREM.Z and RM-PREM.Z for the mini contract.
eSignal does a good job too, especially with the E-mini PREM. Their ticker symbol for PREM is PREM A0 (zero not O) and the E-mini PREM is EPREM A0. Most traders that have eSignal do not know that. If they look at the PREM at all, they look at $PREM. That symbol is not correct. It is a snapshot every 6 seconds and therefore is usually wrong. The same is true for $EPREM. It is almost never correct, since the ES contract is so active. eSignal does not have the Nasdaq or Russell PREM.
Comstock does a good job. Their symbol is PREM.X and EPREM.X. They do not have the other PREMs. Quote.com buys their data from Comstock. TradeStation used to buy their data from Comstock too, but now calculates all of their own PREMs. Their symbols are $SPINX and $ESINX, $NDIQX and $NQIQX, and $RLIUX and $ERSIUX.
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