Volume data for indexes?

["Philip Lane" <philtronics@xxxxxxxxxxx>]

Hello folks,

Does anyone know of a "reliable" source for market index data such as SP500, 
NYSE, DJIA, and NASDAQ that includes volume?  Daily or faster timeframe. 
Most stock market data feeds have very spotty volume data when it comes to 
the indexes, I'm not sure why this is.  In some cases the price data is not 
that great either.
Thank you,
Phil