New Report Available – Industry Percentages of ETF

A new report providing the percentage of Sector, Industry Group and Sub Industry Group (Bloomberg values) making up an ETF is now available.  Initially this report covers US equity ETFs.  Shortly, this will be expanded to all US traded ETFs (including ETFs with global constituents). The percentages are calulated based upon constituent weight.  Daily updated reports will be located at the following URL:

An archive of these reports will be maintained.  The report will also be provided in the normal ftp directory,

Comments, suggestions and error reports are appreciated.  I know there are always issues to address in a new report, but the values are accurate.

New MetaStockCSV Plug-in Allows MetaStock to Use .CSV files

A new plug-in is now available for using comma delimited (.csv) data files directly in MetaStock. No import or conversion of the data is needed. Instead, using the new plug-in, MetaStock reads the data files directly. The MetaStockCSV Full Plug-in version allows access of up to 101 columns of data. A nominally priced “Lite” version is available for .csv files of up to 10 columns.

For more information, go to

8 New Composite Statistics Added

In addition to our previous list of index and ETF composite data, the following eight historical composite statistics are now available to subscribers for download in all formats:

Total components with first day 1 year new highs
Total components with first day 1 year new lows
Total components with first day 1 quarter new highs
Total components with first day 1 quarter new lows
Equal weight composite open price
Equal weight composite high price
Equal weight composite low price
Equal weight composite close price

Discussion of these new statistics will follow in the near future. They are now included due to work being done on effectively using our composite data.
Additionally, the new version of the MetaStock Composite Plug-in uses a shorter name to call statistics from the composite datafiles.

Instead of:

ExtFml( “MasterDATA_MSX.Base”, advances)

the new plug-in uses a shorter name to make formulas easier to read within MetaStock:

ExtFml( “md.base”, advances)

Important: If you have written any MetaStock functions using the old, longer name, your formulas will continue to work without any modification although you will not be able to access the above new composite statistics. We always try to make sure that any MasterDATA Composite Plug-in revision will not outdate your work requiring you to redo your past efforts. The three web site Formula Builders will now generate formulas for calling composite data into MetaStock using this shorter format.

Intraday and EOD Composite Charts Now Available On All Indexes and ETFs followed by MasterDATA

Intraday and end of day composite charts are now available on the web site for all Indexes and ETFs followed by MasterDATA. These up to date charts are posted every hour on the hour throughout the trading day as part of our new composite report format. Charts currently include the following composite/breadth indicators:

Total combined volume of all components (as well as the ETF volume)
Percentage of components in up trends
Percentage of components with new one year highs and lows
McClellan Oscillator and Summation Index
McClellan Volume Oscillator and Volume Summation Index
Percentage of components above their 200, 30, 18, 9, and 4 period moving averages
TRIN, ARMS Index and Open Arms Index
Advance/Decline Line (A/D Line)

Access to all intraday and end of day composite charts is free by subscription. As with our reports and data, the new composite charts are generated unattended and automatically published to the web site hourly.

Intraday Composite Reports Now Available

Intraday composite reports are now available on the web site. These reports are posted every hour on the hour throughout the trading day and contain the same categories of information as the end of day reports. Both reports and data are designed to be generated unattended and automatically published to the web site.

Access to intraday composite reports is free by subscription. Free 30 day trial subscriptions are available to access and download historical composite datafiles.

Intraday Historical Composite Datafiles Now Available for Download

Both Intraday and End of Day datafiles are now being generated by the new program. Approximate publishing times are as follows:

Intraday datafiles are compiled hourly on the hour during the trading session using data from our real time data vendor. These datafiles are available for download approximately 8 minutes after the hour (i.e. datafile is available at 10:08 am est. – using prices of 10:00 am est. from our real time data feed).

End of Day datafiles are compiled numerous times after the close using data from our End of Day data vendor. After the close, many price and volume corrections are made by the exchanges. In other words, the later you download this data the more accurate it is likely to be. Additionally, often historical data continues to be adjusted for up to a week after the trading session (sometimes more). With the new program we completely rebuild all historical data from scratch nightly reflecting all updates to historical data provided by our data vendors and the exchanges.

Intraday data works for both EOD and Real-Time MetaStock users. Intraday .csv format datafiles are also available for download.

The New Subscription System is Now Fully Deployed

The new subscription system is in place and well debugged. Subscription is free for MasterDATA’s Current Composite reports section, with subscription rates of $10.00 per month, $100.00 per year for each of the historical composite datafile download sites. Additional paid subscriptions are offered at 50% off the single rate.

All Select Sector SPDRs are now fully integrated into the MasterDATA Composite Plug-in for MetaStock as well as support pages for the report and all download sites.

MasterDATA Is Open For Business

MasterDATA is open for business.  With the full deployment of the new subscription system, a log in is now needed to access the Current Composite Reports as well as download up-to-date composite datafiles.  Web pages and links to downloads are now in their “final” locations, so update any shortcuts one last time.

To log in, enter your username and password in the left column and click on “Log In”.  Your Subscription Information Page will appear in your browser window.  In addition to displaying links to your current subscriptions on the left side of the page, you can change your user information, subscribe or cancel subscriptions, enable or disable emails such as this one (you can also unsubscribe at the bottom of this email) and much more.  Certainly there are many additional ways of entering the section of the site of greatest interest to you, but to start out with, this is the easiest.  By the way, you will only have to log in once to have full access to all your subscriptions as well as useful “non-subscriber” content.

Composite Reports will remain free of charge.  Download sections are $10.00 monthly or $100.00 annually.  Your “Pre-Opening” subscription does not expire until early June and you may then sign up for a 30 day free trial to your download area of choice (that assumes you have any interest in downloading data).  I hope in that period of time, almost three months, you will find the information and data that is most useful to you.  Otherwise, your data download subscriptions will expire automatically with no action required on your part.

The site now includes composite data for all HOLDRS and Select Sector SPDRs as well as several major indexes.  In the future, this list will continue to expand.  Additionally, in the not too distant future, trading positions will be posted.  Hopefully, these examples will provide a real-time demonstration of applying MasterDATA’s composite data.

I appreciate your past support and hope you will continue with us.  In any event, however, good trading.


Larry Carhartt

The Only Source for Composite Reports & Data


All Select Sector SPDRs Added to MasterDATA List

The nine Select Sector SPDRs are now available in reports and downloadable datafiles. These ETFs break down the S&P 500 Index into sector groups. For a listing of these nine issues, click here and scroll down to the SPDRs listing. For a listing of current component issues, go to the “Current Reports” section and click on the index or ETF of interest. Components are listed at the bottom of each report.