Boards
News
Market Data
Markets
Discover
Discover
AI Subscribe Login/Register account icon
S&P 500
7,022.95
(
0.80%
)
US TECH 100
25,540.40
(
0.17%
)
Dow Jones
48,463.72
(
0.00%
)
Brent Oil
92.99
(
0.36%
)
Bitcoin
74,773.41
(
-0.07%
)
News Focus
News Focus
Post# of 1200
Next 10
Public Reply Private Reply New Post
Keep Last Read
Keep Next 10 Report Keyboard Shortcuts
Next 10 Prev Next

Dspetry

Send PM Follow Ignore
Followers 112
Posts 11528
Boards Moderated 2
Alias Born 02/06/2005

Dspetry

Re: righty post# 755

Sunday, 10/15/2006 12:27:15 PM

Sunday, October 15, 2006 12:27:15 PM

Post# of 1200
does anyone have historical level 2 data for filtering to assess potential numbers on shares covered each day.....

How would you come up with those?

Sort by Buy vs.sell?

Then subtract for accumulation?

You'd have to assume all Buys were at ask, and sells at bids, and that isn't very accurate.

Love to see the data, just curious on how it would be obtained...

Dave
Public Reply Private Reply New Post
Keep Last Read
Keep Last Read Next 10 Report Keyboard Shortcuts
Next 10 Prev Next

Discover What Traders Are Watching

Explore small cap ideas before they hit the headlines.

Join Today