Is there an umbrella term that applies equally to stocks, ETFs, funds,
and indices?  These all have the same types of charts and quote data,
but since one cannot buy shares in an index directly, I'm not sure if
"securities" and "instruments" can apply to indices.

> since one cannot buy shares in an index directly <

That's correct GW but, of course, mutual fund companies set up Index
Funds to model portfolios of stocks.  And there are "instruments" like
options and futures that are priced to track indices.

Best regards,

Omnivorous-GA

The reason for the question is that I'm designing an XML schema for
documents containing information on various "changing quantities" in
the stock market, and I'm looking for the most technically correct
name for the document's root element.

I'd use "securities" personally.  The federal government thought that
was a broad enough term when they set up the Securities Exchange
Commission or passed the Securities Act of 1933 or the Securities
Exchange Act of 1934.  The only other term I might even *consider* is
"equities".  And don't let the broad basis on an index scare you off. 
Its base unit (in multiples, of course) is an individual security.

Thanks, I'll just use "securities" then.