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Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ
The majority of stock exchanges report what is called Advancing, Declining and Unchanged volume.
The advancing volume is the total volume of all the advancing issues.
The declining volume is the total volume of all the declining issues.
The unchanged volume is the total volume of all the issues whose price remains flat.
This item is a downloader that loads the above data for the three most important US exchanges (NYSE, AMEX and NASDAQ). It first creates 9 symbols (^Advancing-Volume-NYSE, ^Advancing-Volume-AMEX, ^Declining-Volume-NYSE, ^Declining-Volume-AMEX...) then downloads the historical data of these indexes.
The most known indicator that uses the Advancing/declining volume data is the 'A/D Volume' which is calculated by dividing the volume of advancing issues by the volume of declining issues. The 'A/D Volume' ratio could be created by adding the data from the different stock exchanges or multiple versions of the ratio can be built, one for each stock exchange. Some other known indicators include the A-D Volume, TRIN... You can create your own breadth indicators using the composite plug-in.
NB: The data starts in March 1965 for the New York stock exchange, in February 2002 for the American stock exchange, and in January 1978 for the NASDAQ.
This item contains a Post-Script whose task is to multiply the data by 1000 for elements that are older than 21 June 2002. This is because data sources began reporting volumes 1000 times higher starting from that date.
The volume calculations include volume from pre-market.
You may be interested also by downloading the historical data of the 52-week highs and 52-week lows reported by the NYSE, AMEX and NASDAQ. Here is the downloader link: NYSE, AMEX and NASDAQ 52-week high and low data.