ASX Sector Volatility Market Breadth Scan

[Tim]

Hi,

I’m creating volatility market breath scan for the ASX sectors.

It’s working for the main indexes such as XAO, XFL, XTO etc. however I’m having a problem at the Sector level. The following are my breadth scan settings.

[Darren]

Hi Tim,

We no longer get GICs sector data so those folders are no longer up to date and includes many delisted securities (in fact we will be removing these folders within the next few months and replacing them with FactSet definitions similar to what’s available in the Fundamental Data).

However, to build your sector breadth you could download the ASX workbook from https://www.optuma.com/sector-workbooks/ and click on the Open List As… icon to save each sector as a Manual List and run your breadth on those symbol lists instead.

[Author]

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