Can anyone help.......how can I get the percent of stocks in the sp500 trading above their 200 day moving average back to 1980? Thx - Joel
you can do the calculations yourself. other option i know is IQ feed ---Over 500 market stats/breadth indicators (TICK, TRIN, etc), most of which update every 1 second! --- http://www.iqfeed.net/index.cfm?displayaction=data§ion=services but in your case the real problem would be this: what about tickers that been removed from SP?
I am an alpha tester for a new Norgate/Premium Data product that includes some interesting market breadth data. They have put out all a crazy amount of market breadth data for historical index constituents. The data goes back to the early 1960s for the S&P 500 ones. I'm not sure exactly what state it's in or when the intend to release it but it has the following: % stocks above MA 20/50/100/150/200, Advance Decline, Cumulative NHNL for 4 Week, 13W, 26week and 52 week, Arms, McClellan, Swenlin, Zweig plus several more. The data looks clean and consitent to me. They also calculate these market breadth indicators against several other indexes too, not just S&P 500. Recommend you contact them and see if they have something that suits your needs. I think they only offer the alpha test for amibroker right now.
to traderjoel: I have survivorship free bias data for SP500... send me PM with your email, or some way how to send it to you. Or you can buy survivorship free bias data from https://quantquote.com/purchase.php or http://www.premiumdata.net/products/premiumdata/price.php Calculations of MA200 and percentages of stocks trading above MA200 can be calculated easily using simple Excel.
Thanks to everyone for their feedback.... Here's where I am at..... I am not a professional trader, and I don't have any sophisticated software to manipulate raw data..... (right now I only have Open Office, not Excel....... (don't gag!...heh heh)).... I am a part time market hobbyist and looking at leading indicators for stock market behavior, and have a stockcharts.com membership (whose said breadth data only goes back to 2004.) With having said that, I do appreciate everyone's feedback..... Bob, Looks like the IQ Feed only goes back 15 years, and of course the data is only good If it uses the actual sp500 constituents for that time. Tom, I would struggle to use the raw data and turn it into useful information..... I could probably do it, but it would be a major project for me. Jharmon,...... Norgate sounds like the most promising avenue...... I will contact them. thx!.... Thx Again - Joel
As kind of a part two question....... if I were to step up from Stockcharts to get more historical data and more indicators..... but don't need realtime data...... what would be recommended?... Metastock? Thanks - Joel
"Tom, I would struggle to use the raw data and turn it into useful information..... I could probably do it, but it would be a major project for me." You should go for it. Ability to do calculations and work with data is must if you want to be successful trader.
So much has changed since the 80's &90's. Quantitative Easing and artificially low interest rates were not around back in the 80's &90's. I found a site where I bought some block data. It is a bit crude but effective. It seemed expensive at the time so I offered the guy half price. He caved and I'm glad he did. In retrospect I think he was just being nice. You might want to look into it. Make sure you get the filter tools. The URL is http//subrosacapital.com/Big_Data.html -- I Hope this helps you.
Joel, programs like Amibroker, Quantshare, Stratasearch can create composites of any indices you choose, or that you create.You can then calculate percentage of stocks above their MA, various A/D ratios or anything else you can think of. The real question is how comfortable you are at programming and how much time you want to spend scaling the learning curves. There is no question that some programs are substantially easier than others to achieve what you want.I would demo them, and feel free to pm me if you like.