Composite breadth data is an incredibly powerful trading tool. Compiling composite breadth data, however, is very time consuming and challenging to accurately maintain. MasterDATA is currently the only source of index and ETF composite breadth data available on the Internet. Furthermore, MasterDATA offers the only method of using .csv format datafiles directly in MetaStock. |
Datafiles include statistics starting January, 1990, or the start date of the index or ETF through current trading. For information on statistics included in the historical datafiles, click here. Downloading the datafiles is accomplished by using our free downloader program, MasterDATAlink, which will download any or all of the composite datafiles either manually or automatically at times you specify. For additional information on MasterDATAlink, click here. |
Traditionally called "market breadth" data, these statistics have been compiled for decades on the NYSE, AMEX and NASDAQ markets. We feel that "composite breadth" data is now a more accurate term and generally refer to the data as such. Relative to financial markets, composite breadth data can be compiled on any grouping of trading securities. Markets, indexes, mutual funds, exchange traded funds and even your own "basket" of stocks can provide composite data. Composite breadth data includes such measures as advancing / declining issues, advancing / declining volume, new highs / lows, etc. Until now, however, such data has never been readily available on anything except the three major exchanges. Each MasterDATACSV datafile contains all the composite breadth data for a specific index or ETF for a specific trade interval (i.e. daily, weekly, monthly and quarterly data) currently generated by the MasterDATA program as well as historical price data (open, high, low, close, volume) for the index and ETF itself. Datafiles include statistics beginning 1990 or the beginning of the Index or ETF, whichever is later. |
