Order book on US & EU stocks

Discussion in 'Data Sets and Feeds' started by relaxtrading, Aug 26, 2018.

  1. Hi
    Is there any way to see the specific volume on a specific price? For instance on 'VZ' 14 August 2018
    O 52.31 H 54.83 L 54.22 C 54.78 I can get the total daily volume but Can I see what exact price and what number of shares? like at 53.50 100K shares were sold/bought and at 53.51 50K, and so forth.



    Thanks
     
  2. If you download all transactions including time and volume done during the day you can compute it. "market profile" is an analyis tool which does it for you.
     
  3. Hi trade4succes

    Is this "market profile" tool on TWS platform?
    Thanks
     
  4. I am not familiar with TWS sorry, I know it's on CQG for example.
     
  5. traider

    traider

    How much is CQG platform per month?