Reports

Change reporting and breadth data for covered indexes and ETFs.

MasterDATA reports track day-to-day constituent changes and market breadth indicators built from the covered universe.

Constituent change report

The report explains what changed in the file contents and how each event should be read.

B

Component Added

A new constituent has been added to the index or ETF.

C

Component Removed

A constituent has been removed from the index or ETF.

D

Changed Constituent Count

The constituent count changed by five or more.

E

New Index or ETF

An index or ETF was newly added to or removed from the file.

A

No Constituents Listed

Temporary sponsor data unavailability with no listed constituents.

Breadth Data

Trend tables and historical breadth files.

The breadth area covers 122 major US and global indexes plus US-traded ETFs, including advance-decline lines, McClellan indicators and historical CSV data.

Advance-Decline Line

Composite breadth data compiled for covered indexes and ETFs.

McClellan Oscillator

A breadth indicator based on the smoothed difference between advancing and declining issues.

Carhartt Trend Pivot

A proprietary trend indicator developed by Larry Carhartt in the 1990s.

ChartsReportsOpen ChartsReports

ChartsReports brings together trend tables, breadth definitions and composite report paths for covered indexes and ETFs.

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