Currently, MasterDATA compiles composite breadth data on 31 major indexes and the 111 most actively traded Exchange Traded Funds (ETFs).  Daily data period web site charts, reports and historical datafiles are updated hourly during the trade session as well as end of day.  Weekly, monthly and quarterly data periods are updated end of day.

For details on the latest index and ETF additions and deletions
to MasterDATA's Compilation List, please click here.

Vanguard meets all criteria for including their ETFs on MasterDATA's Compilation List.  Their current constituent lists (if you can find them) are placed in a "secure" part of their web site, however, in such a way that makes automated access and updating currently impossible.  Therefore, while all other ETFs on our compilation list are updated daily through an automated process, Vanguard's ETF constituent lists can only be updated manually.  MasterDATA will update Vanguard's ETF constituent lists regularly on a "best efforts" basis.  We have contacted Vanguard about the issue.

Wisdom Tree ETF constituent lists do not currently include ticker symbols and therefore their sponsored ETFs cannot be included in MasterDATA's compilation list.  We have contacted Wisdom Tree about the issue.  No Wisdom Tree ETF currently ranks in the top 111 trade volume ETFs.

ProShares, Direxion and some Rydex ETFs are a "leveraged" and/or "reciprocal" version of several widely followed stock indexes such as the Dow Jones Industrial Average, S & P 500 Index, NASDAQ 100 Index and Russell 2000 Index.  Their structure often requires the use of futures contracts and / or Swaps, neither of which qualify under MasterDATA's qualification criteria.  Performance of the ProShares, however, generally achieves their stated objective and makes these ETFs very attractive to investors and traders capable of incurring the higher risk in these funds.  For that reason, we include ProShares qualifying as ranked by trading volume.  composite breadth data for the underlying index is included in the historical datafiles for these ETFs along with the actual trade prices and volume of the ProShares or Rydex ETF itself.