Free sources for every series
Lesson 21 · about 9 min
Almost every series in this course is available without paying, though not all from one place, and not all in real time. This lesson maps each series to a free source, notes what is delayed, and flags the symbols that change. Symbols and availability drift over time; verify each before relying on it, and treat this as a starting map rather than a permanent one.
Intraday internals
These need a real-time feed to be useful. Delayed TICK is not TICK.
| Series | Free source (typical) | Notes |
|---|---|---|
| NYSE TICK | Broker platforms (most retail futures/stock brokers carry it); charting sites under an index-data symbol (often prefixed USI or with a $) | Some brokers require an exchange data subscription; check whether yours includes NYSE index data |
| NYSE ADD | Same as TICK | Nasdaq version usually has a Q suffix |
| VOLD, UVOL, DVOL | Same as TICK | Units are shares; scale drifts with total volume |
| TRIN | Same as TICK; daily close also on most free quote sites | Confirm whether your platform's intraday version uses partial-day volume |
| Nasdaq versions | Same platforms, different symbols | Watch these if you trade Nasdaq products |
If your broker does not carry them, several free browser charting platforms do, usually with a short delay for non-subscribers. That delay makes them unusable for intraday tactics and still useful for the end-of-day block D log.
Daily and weekly breadth
| Series | Free source (typical) | Update |
|---|---|---|
| NYSE advancers / decliners / volume | Exchange and major financial-news market data pages; Wall Street Journal-style "market diary" tables | Daily close |
| A/D line | Most charting sites plot it from the daily inputs; or build in a spreadsheet | Daily |
| % of S&P 500 above 50/200-day | Charting sites with breadth symbols; some ETF issuers; index providers | Daily |
| New 52-week highs / lows | Exchange data pages; charting sites | Daily |
| McClellan oscillator / summation | Charting sites (check ratio-adjusted vs raw); the McClellan family's own site publishes the values | Daily |
| Equal-weight vs cap-weight | Any charting site: divide the equal-weight ETF by the cap-weighted ETF | Live |
The spreadsheet route is worth considering for the A/D line, the 10-day Zweig ratio and the McClellan pair. Once you have the daily advancers and decliners in two columns, every derived series is a formula, you control the ratio adjustment, and you never depend on a site changing its methodology.
Volatility and positioning
| Series | Free source (typical) | Notes |
|---|---|---|
| VIX, VIX3M, VIX9D, VVIX, SKEW | The exchange that computes them publishes current and historical values; charting sites carry them under CBOE-prefixed symbols | Historical CSVs are free from the exchange |
| VIX futures term structure | Exchange website; several free sites plot the curve | Futures quotes may be delayed |
| Put/call ratios (total, equity, index) | Exchange daily statistics page; charting sites carry the closes | Intraday values exist but are noisy; use the daily close and a 10-day average |
| Gamma exposure estimates | Several vendors publish a free daily chart | Methodologies differ; treat as one vendor's estimate |
| Expiration calendar | Exchange website; any options broker | Add VIX settlement dates separately |
Key idea: Nearly every series is free at the daily close; the intraday internals are the exception and need a real-time feed. When a derived series matters (A/D line, Zweig ratio, McClellan), build it yourself from the raw counts so you own the method.
Intermarket
| Series | Free source (typical) | Notes |
|---|---|---|
| Treasury yields (2y, 10y, 30y) | US Treasury daily yield-curve page; the St. Louis Fed's FRED database (series such as DGS2, DGS10) | Daily; FRED has full history and a free API |
| 2s10s and 10y-3m spreads | FRED (T10Y2Y, T10Y3M) | Daily |
| HY and IG option-adjusted spreads | FRED (ICE BofA index OAS series; the HY one is often referenced as BAMLH0A0HYM2, the IG as BAMLC0A0CM) | Daily, one-day lag |
| Dollar index | Charting sites (DXY); FRED for the Fed's broad trade-weighted index | DXY live; Fed index weekly |
| Crude, copper, gold | Charting sites (futures continuous contracts or the relevant ETFs) | Futures may be delayed |
| Bitcoin | Any crypto exchange or charting site | 24-hour |
| Sector ETFs and ratios | Charting sites; divide one ETF by another | Live |
FRED deserves a special mention. It carries most of the macro and credit series in this course with complete history, a free download, and a free API, which makes it the natural back end for any spreadsheet or script you build.
A minimal free stack
For a trader who wants to run the Module 6 routine with no subscriptions:
- A browser charting platform (free tier) for the equal-weight ratio, VIX family, sector ratios, and delayed intraday internals for the evening log.
- The exchange data pages for daily advancers, decliners, volume, new highs and lows, put/call closes and the expiration calendar.
- FRED for yields, spreads, curve slopes and the broad dollar.
- A spreadsheet that pulls (or receives by paste) the daily counts and computes the A/D line, Zweig ratio, McClellan pair and rolling correlations.
- A broker with real-time NYSE index data, if you day trade. This is the one item that may cost a few dollars a month in exchange fees.
Verifying a source
Before trusting any series, run three checks:
- Definition. Does the site's McClellan use the ratio adjustment? Does its TRIN use full-day or partial-day volume? Does its "% above 50-day" use the S&P 500 or the whole exchange?
- Timing. When does it update, and is the timestamp shown?
- Cross-check. Compute one value by hand from the raw inputs and compare. If it matches, you understand the series; if not, you have found a definition difference before it cost you.
Try it: Set up the spreadsheet: one row per trading day, columns for NYSE advancers, decliners, up volume, down volume, new highs and new lows. Paste in the last 60 sessions from an exchange or news data page. Add formula columns for net advances, the A/D line, TRIN, the 10-day Zweig ratio, and the two McClellan EMAs. Compare your McClellan oscillator to a published value to confirm the ratio adjustment.
Recap
- Intraday internals need a real-time feed, usually through a broker; delayed versions are fine only for the evening log.
- Daily breadth inputs are free from exchange and financial-news data pages; build the derived series yourself in a spreadsheet.
- The VIX family, put/call ratios and the expiration calendar are free from the exchange that computes them.
- FRED provides yields, curve spreads, credit OAS and the broad dollar with history and an API.
- Verify every source's definition, timing and one hand-computed value before relying on it.
See it drawn
Original diagrams for the ideas on this page. Illustrative, not real market data.