Yahoo data does not provide an indicator of the Up/Down volume for NYSE, NASDQ or AMEX exchanges. To accomplish I'm considering making "AddtoComposites" for the Up/Down Volume. To do so I need help in developing a formula that can do this. For example NASDQ is "Market 3". The formula would calculate the volume on the Nasdaq (or Market 3) stocks that declined ditto on stocks that advanced. It would also calculate the total Nasdaq volume. My Nasdaq database consist of close to 2,400 stocks. Any suggestions or help with such a formula will be appreciated. (perhaps someone has already done this).
Dick H.
