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Did you look at Pinnacle data? When I was using EOD data I found them one of 
the best for my purposes.
 ----- Original Message ----- 
From: "Philip Lane" <philtronics@xxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Sunday 26 August 2007 16:47
Subject: Volume data for indexes?
 
Hello folks,
 Does anyone know of a "reliable" source for market index data such as 
SP500, NYSE, DJIA, and NASDAQ that includes volume?  Daily or faster 
timeframe. Most stock market data feeds have very spotty volume data when 
it comes to the indexes, I'm not sure why this is.  In some cases the 
price data is not that great either.
Thank you,
 Phil 
 
 
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