I use NeoTicker and it has a "Breadth" component that lets me do a TRIN, A-D, Tick, etc on the actual components of the S&P 500 (or S&P 600, or whatever index you want). I found it to be an exercise in futility to try and utilize the NYSE Tick, for example, when trading the S&P E-mini. Not to mention the fact that NeoTicker (just to use my own experience as an example, I'm sure other pieces of software have similar abilities) can give me the values down to 1 second resolution, whereas if you take the exchange-provided tick/trin/tiki/a-d there is up to a 15 second delay - which is no good. If you are going to utilize breadth measurements intra-day, you had BEST only use measurements based on the instrument you are trading. Anything else is folly. W