I often get the question “What’s breadth data?”. Breadth data includes the count of advancing issues versus declining issues, advancing volume versus declining volume, new highs vs, new lows, etc. of the constituents making up the composite (in this case the ETF). For instance, the SPY ETF is currently made up of 507 constituent issues. Would it be helpful to know that 154 advanced (went up) on the 20th vs 337 declining? Or that 231 of the issuers were in uptrends with 263 in downtrends? Or that 75.95% of the constituents were trading above their 200 day moving average? The trend of these values is often even more helpful.
If you are at all curious, we are currently allowing free access to our US traded ETF breadth datafiles. For html access go to http://masterdatacsv.com/DataUS/. For ftp access, I recommend FileZilla (you can download a free copy at https://filezilla-project.org). Our ftp URL is masteremail.com, the username is Breadth, and password is BreadthData. (port is 21 if you need it, you shouldn’t). This is a secure site. There are some issues in the datafiles but if there are values in the file they are correct. Some files are empty. This is being corrected. Access is open to everyone until these issues are resolved.