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Date/Time: Thu, 15 Oct 2026 09:04:31 +0000



ADV-NYSE / DECL-NYSE Historical Daily methodology (2016-2023)

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[2026-10-15 05:14:24]
User214275 - Posts: 1
Hello,

I would like to clarify the provenance of Sierra-calculated ADV-NYSE and DECL-NYSE Historical Daily data covering 2016-10-31 through 2023-10-31 for private, non-commercial research. I have reviewed the Market Statistics documentation.

1. Does today's export preserve the statistics recorded under the historical methodology, or is earlier history recalculated? Specifically, did the 2019-04-25 change affect ADV/DECL, and does the 2026-09-03 change rewrite earlier data?

2. For shortened NYSE sessions, what interval determines the Historical Daily Last value?

3. For the 2020 reference-price incidents discussed in Support Board thread 50173 (July 6, September 11 and September 29), were ADV/DECL Historical Daily Last values affected or subsequently corrected? Is a correction/version record available for the current export?

I only need methodology and export provenance, not trading advice or paid custom analysis. Thank you.

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