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Transaction Volume

Hello I have a question, Is there any data that is available in the market that would track the number of transactions that cause the actual volume.

I mean lets say that we have 100000 volume for one particular script whether it is caused by one transaction or multiple transactions??

1 response

Your'e asking about level II quotes which as far as I know is not available on Q. The data is usually provided by brokers for a fee or if your account trades above a certain threshold (day-traders hit that volume most of the time).