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Historic EOD S&P 500 A/D Issues & U/D Volume
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Historic EOD S&P 500 A/D Issues & U/D Volume

  #1 (permalink)
Elite Member
Anchorage Alaska
 
Futures Experience: Intermediate
Platform: Sierra Chart Thinkorswim
Favorite Futures: Emini ES
 
Posts: 5 since Oct 2017
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Historic EOD S&P 500 A/D Issues & U/D Volume

I'd like to find a reliable data source for historic daily S&P 500 advancing issues, declining issues, up volume, and down volume; this data must be open, high, low, close (last) bar type data. Sierra has this data, but it only goes back to 2014; Thinkorswim has this data back to 2012, but it cannot be downloaded. I'd like at least 5 years back, but 10 years back is better, etc. Thanks.
Best regards,
Tim

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  #2 (permalink)
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  #3 (permalink)
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this is not free....but u may wish to see if this interests you.

i use it..thats all....but no affiliations

https://pinnacledata2.com/idx.html

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  #4 (permalink)
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Anchorage Alaska
 
Futures Experience: Intermediate
Platform: Sierra Chart Thinkorswim
Favorite Futures: Emini ES
 
Posts: 5 since Oct 2017
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Thanks for the suggestion.
Pinnacle Data has a great data base and is a great resource for all kinds of data, but they don't have OHLC data for EOD S&P 500 advances, declines, up volume and down volume; they only have each day's settle.
Best regards,
Tim

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