No. of Recommendations: 6
For the NSYE advn and total, would you mind sharing your data source. As discussed in other threads, different data sources have different values.It's a bit manual, however I key the data in from the WSJ Markets Diary. I should, but have not bothered to automate the collection, as there's some value in keying the data manually & getting a 'feel' for the breadth of the market along the way. For the volume data I use Yahoo! for ^GSPC also keyed manually.
https://www.wsj.com/market-data/stocks/marketsdiar...For the historical data I (believe I) used
http://unicorn.us.com/advdec/ (or similar) and switched to the WSJ source as that most closely matched the historical collection at the time (it also looks like I can push back much further in-time - I may do so as I recently discovered Libreoffice Calc isn't limited to the apparent 10k rows that I thought it was). As a general comment there's been significant drop in freely available data for small individuals. It's interesting as larger operations can likely scrape the data anyway - it's just some programming for them - if they don't buy it outright.
