It's just excel spreadsheets (Libre Office actually). I don't think we can attach files here, and the raw data is probably too big to paste in. Happy to share though.
I just download the raw data from my bank trading site and use the closing price and the volume from each stock. I then calculate the market cap for the day, and sum up the totals to make the index. The volume bars are sum=(volume x closing price) to get value instead of total shares - more meaningful imo. Slightly off VWAP but close enough for the purpose. Easy to change back to traded shares if desired.
For some indicators you might need the open, close, and high, to calc average true range etc.
I also want to apply some indicators, but I don't have the software to do it (I use Incredible Charts). I guess I could learn to do it in Libre Office.
