Get Volume at each specific Price Data

I was wondering if there is a way or provider that could give me volume for each specific price traded that day.

Let's say a stock has a total of 50 people buying that day, with 20 people buying at $1, 5 people buying at $1.01, 10 buying at $0.99 and 15 buying at $1.005.

Obviously, an actual stock would have a much wider range of values, but is there a way I could get data like this for each trading day? I want to know how many people bought at each specific price throughout the day. This means I would like to know how many transactions occured for the day, and for each transaction I would like to know the volume and price.

Thanks for any help.

 

Lookup volume profile.

 

Some charting sites and software have an indicator called Volume by Price that may help.

 

if you had the trade data you could group by price and sum the trade size

 

As was mentioned above look for Volume profile also some call it as Volume by Price

 

Market Profile is a bit more than that. It also shows sequences and timing as it paints the histogram.