Hi, Do you know a website or a software that I can use to visualize the buying and selling volumes (at bid or ask) of a stock at a specific price point for a specific period of time? Thank you for your help. Nicolas
The following will keep you busy for a while! https://www.sierrachart.com/index.php?page=doc/NumbersBars.php http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:volume_by_price Good luck
Thank you for the reply. This was exactly what I was looking for, but finally I think it would be better if I could analyze the data in Excel. I am looking to get the bid/ask/last and quantity for CLF on Friday May 12th. So far I found this website : http://www.netfonds.no/quotes/paperdump.php?paper=CLF.N However, the timestamps for the order depth does not match all the trades timesptamps (see zip file attached). Do you have any idea how to solve this problem or do you know any other website that provide this information for US stocks? Best regards,