You may be able to use something like this source:
http://unicorn.us.com/advdec
But it's data also varies by source, as they mention on the site. I'm not sure there is a definitive source.
On 7/4/09, hjreed@... <hjreed@...> wrote:
I'm stuck. Using the RCHGetYahooHistory function, is there a way to get the daily volumes for the NYSE and the NASDAQ? I've used ticker ^NYA but it doesn't seem to return what I find as the NYSE volumes in other places. I can't a ticker to use for the NASDAQ.
I'm wanting to calculate money flow into/out of a stock and figured the best way was to take a stocks daily volumes and divide into the exchange it is on volumes. Using RCHGetYahooHistory I can see the pattern for several days.