Exchange Composite Constituent Lists Upgraded

We now have in place a new, highly reliable source for the three exchange composites:

  • NYSE Composite ($XNYA)
  • NASDAQ Composite ($XIXIC)
  • NYSE MKT Composite Index (formerly the AMEX Composite) ($XXAX)

These updated list will be on the server for download by about 1:30 est and will be included in the daily updated files henceforth.

Why is there an extra “X” in the ticker for these indexes? The reason is that we also collect the exchange provided statistics for these composites (i.e. advances/declines, advancing/declining volume, new highs/lows, etc.) and since we did this first they are using the actual tickers.  We now also calculate breadth data using the actual constituents in addition to using the exchange provided statistics.

For more information, email us at lc@masterdata.com.

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