Log in to see Cloud of Tags

Wealth-Lab Wiki

Market Sentiment data provider

RSS

Provider no longer receives updates since Feb 10, 2020. The historical data was still available as of that date.

Superseded by Wealth-Data Provider!



The most frequently used market sentiment data is now available through our Wealth-Data provider - the advancing, declining and unchanged issues as well as new highs/lows for AMEX, NASDAQ and NYSE. Here are the symbols:

SymbolDescription
$AMEX_ADVNAMEX Advancing Issues
$AMEX_DECLNAMEX Declining Issues
$AMEX_UNCHNAMEX Unchanged Issues
$NASDAQ_ADVNNASDAQ Advancing Issues
$NASDAQ_DECLNNASDAQ Declining Issues
$NASDAQ_UNCHNNASDAQ Unchanged Issues
$NYSE_ADVNNYSE Advancing Issues
$NYSE_DECLNNYSE Declining Issues
$NYSE_UNCHNNYSE Unchanged Issues
$AMEX_newhiAMEX New Highs
$AMEX_newloAMEX New Lows
$NYSE_newhiNYSE New Highs
$NYSE_newloNYSE New Lows
$NASDAQ_newhiNASDAQ New Highs
$NASDAQ_newloNASDAQ New Lows

You can create a W-D DataSet right now by copying/pasting the symbols or shortly later by choosing them from Classification Groups:

Market Breadth

Market Breadth


Paid alternatives:


What it was

This is a static provider that downloads daily historical market sentiment data gracefully provided for free by Unicorn Resarch corporation.

The following data items are available:

  • NYSE Advancing Issues and Advancing Volume
  • NYSE Declining Issues and Declining Volume
  • NYSE Unchanged Issues and Unchanged Volume
  • NYSE New 52-week Highs
  • NYSE New 52-week Lows

  • AMEX Advancing Issues and Advancing Volume
  • AMEX Declining Issues and Declining Volume
  • AMEX Unchanged Issues and Unchanged Volume
  • AMEX New 52-week Highs
  • AMEX New 52-week Lows

  • NASDAQ Advancing Issues and Advancing Volume
  • NASDAQ Declining Issues and Declining Volume
  • NASDAQ Unchanged Issues and Unchanged Volume
  • NASDAQ New 52-week Highs
  • NASDAQ New 52-week Lows

Set up

Select 'Market Sentiment' in the New DataSet Wizard

Select 'Market Sentiment' in the New DataSet Wizard


Select required symbol groups

Select required symbol groups


At least one symbol should be selected before creating a DataSet. Note that the symbol names are fixed and can not be changed. The DataSet composition can't be changed after creation; if you want to modify it, simply create a new one and delete the old one.

The data only contain the closing prices. The volume is available for advancing, declining and unchanged issues:

A chart of NYSE advancing issues and advancing volume

A chart of NYSE advancing issues and advancing volume


Notes

  • Updates are available after 16:45 Pacific time.

  • Until late 2009, Unicorn volume data was capped at 2,147,483,647 (integer number limit). This is an issue with Unicorn data and not with the Market Sentiment data provider.

  • If you haven't downloaded market sentiment data before or your DataSet was updated 5 days ago or earlier, the provider will download the complete historical data. Otherwise, only the available updates will be downloaded to minimize bandwidth and increase the update speed.

  • Here's an example of plotting McClellan Oscillator using data provided by "Market Sentiment" (code requires Community Indicators library 2010.10 and up):

  • Unicorn Research collects the data from publicly-available sources and reports the median values found. For more details, see:

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.


ScrewTurn Wiki. Some of the icons created by FamFamFam.