Since the breath of the market can be an important input in any strategy, I was wondering if there is any way we can download the historical breadth of the market on an intraday or even on an end of day basis. I can perhaps build this data for an end of day basis by downloading all the information about different stocks, but for intraday it is going to be difficult because data from even zerodha is unreliable, especially in 2015. So I wonder if there is any place that we can download this from.
Thank you for any inputs