As far as I understand these are aggregate values of some form that are issued by stock exchanges like NYSE or NASDAQ or EUREX.
Tradestation for instance allows to see them, they are based on multiple securities, but they are like timeseries available at stock exchanges.
I’m asking because I have listened to this interview
https://www.youtube.com/watch?v=TTBdxGXHmrs&t=1948s
and the guy said that those market internals work greatly as superfilters
Regards
Francesco