All Breadth Indicators
Calculates and collects various breadth indicators based on the provided data.
All Breadth Indicators in Python
collect_breadth_indicators is part of the Technicals module of the open-source Finance Toolkit. Install it with:
pip install financetoolkit -U
Then call collect_breadth_indicators as shown below.
from financetoolkit import Toolkit
toolkit = Toolkit(tickers=["AAPL", "MSFT"])
toolkit.technicals.collect_breadth_indicators().xs("AAPL", level=1, axis="columns")
Which returns:
| Date | McClellan Oscillator | Advancers - Decliners | On-Balance Volume |
|---|---|---|---|
| 2026-06-18 | 5.1473 | 298.01 | 4.50241e+09 |
| 2026-06-22 | 4.8047 | 297.01 | 4.45753e+09 |
| 2026-06-23 | 4.3522 | 294.3 | 4.40552e+09 |
| 2026-06-24 | 3.8826 | 293.08 | 4.35243e+09 |
| 2026-06-25 | 2.5652 | 275.15 | 4.24518e+09 |
| 2026-06-26 | 1.8575 | 283.78 | 4.50696e+09 |
| 2026-06-29 | 1.1411 | 281.74 | 4.44053e+09 |
| 2026-06-30 | 0.9039 | 289.36 | 4.50563e+09 |
| 2026-07-01 | 0.9476 | 294.38 | 4.55579e+09 |
| 2026-07-02 | 1.6926 | 308.63 | 4.63119e+09 |
Parameters
collect_breadth_indicators accepts the following parameters:
- period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
- close_column (str, optional): The name of the column containing the close prices. Defaults to “Adj Close”.
- rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
- growth (bool, optional): Whether to calculate the growth of the indicator values. Defaults to False.
- lag (int | list[int], optional): The lag to use for the growth calculation.
- standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.