Hi, can anyone direct me toward a vendor who provides such data where it doesn't matter what Platform I use(Ameritrade). I'd just like to know, either on an intraday basis(15min/30min/hourly) or Daily/Weekly; how much of the overall volume for that period went off on the Bid and how much went off on the Offer or how much was done at in-between the two. I'm aware that there are 3rd party providers of such data but I believe they're offering can only be used on Ninja or some other platform..of which I don't use. Any recommendations would be greatly appreciated..and if it turns out to be a free offering it would be hugely appreciated..lol Thanks again, J..
Thanks for the quick replies! I checked into the suggested vendors and apparently they don't break down their data..it's mainly just raw data.. I'm not a programmer so I'm not sure if I'd know how to take raw data and manipulate it in Excel to eventually resemble the example right below. I'm ideally looking for a vendor who will deliver, or has available on their website processed results such as... AAPL 30 min vol: 470k shares. - 270k on bid - 200 k at offer And have such data available real time as each trade goes off and tallied for an end of day total and end of week total..etc..etc. I did know of a company (McGee or something like that) a few years back who's business it was to offer this data including filters and lists based off Volume at Bid/Offer data..wish I could remember their name.
www.investorrt.com sub to the charting platform and get what you need, they will represent the raw data you are looking for the simplest... there are others, but I presume from your comments that you rather not waste too much time figuring things out, etc...
Thanks oft as indeed I came across Investor RT just a few days ago. It seems that they're Volume Breakdown offering is very robust..would welcome hearing from those familiar with this particular product. That being said, it's $80/month to gain access to their VB feature and at this point, I'm not sure if I want to spend that much as this is really the only additional data-set that I'm hoping for. I am a Volume based trader so I'd probably find some other goodies in their package but am open to hearing about other options to get this type of data..perhaps at a lower cost. I've reached out to MarketVolume.com and am awaiting such details for their "Volume Breakdown" offering. Either way, I do appreciate the responses that I've received. J.
hmmm... personally, I think IRT is the lowest cost option that you will find regardless of your timeframe... specially given all it offers you for that price... but let's look at some numbers... NT7 (Free) but you need a feed... IQFeed will set you back ~$100 with basic, futures and some equities markets... you would then get the GOMI indicators for free... MC8 (free for 2 issues only) will have similar issues as NT7... it has a built in bar type to support what you want to see... you can always look at barchart, but since you want RT the delayed BarChart Trader wouldnt help you... all the other options are more $$$ if you think that $80/m is expensive... have you looked at TDA TOS to see if it has the bar type you are looking for?
here is something that uses TDA data... http://www.sierrachart.com/index.php?l=doc/AmeriTrade.php lowest cost you can find... and you can just then plot Ask/Bid Difference Bars...