Anyone know where I can find: 1) BRUT daily volume statistics (preferably a website that I can refresh for a specific stock) or 2) Software that calculates ECN and MM volume percentage for a specific stock on-the-fly (I've heard his exists already but I can't seem to hunt it down)
Thanks Fred but I already checked there. Only has monthly volume statistics that aren't accurate for some reason. That's pretty much all they have there that's close to what I'm looking for.