Is there a way to get the number of trades in a time window?
Is there a way to get the number of trades in a time window?
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mahmood · External communityPost link
External question — Personal Finance Stack Exchange
Author: mahmood
Original post: https://money.stackexchange.com/questions/157959
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
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Is there a way to get the number of trades in a time window? For example, within 1 hour of time window, I want to find the number of trades for Apple, e.g. number of buys and number of sells.
I wasn't able to find that with yfinance. Maybe there are other APIs with different strategies. Any idea is appreciated.
EDIT:
I am looking for information on a specific date (or rage) which shows how many transactions were made via the market and how many percents are sells and how many percents are buys. Consider a stock with share price of 10 (start of the business day) and a market cap of 10000. So, 1000 shares exists. Tomorrow before market opens, I know that the closed price is 5 and the market cap is 8000. That means 1600 shares. A change from 1000 to 1600 shares means, during the market open time, 600 trades (transactions) were done. If I know that for example, 500 out of 600 transactions are "sell", then I assume more of the people traded the stock yesterday (I am now waiting for market to open in today).
I know that stock websites, e.g. Yahoo finance, show realtime share price and market cap. But I wasn't able to achieve what I want with yfinance package in Python. In fact, the number of sells and buys are not known in the websites. Is that something secret? Don't know...
As a real example see Nvidia 30 day average volume
here
.
This means that starting from July 20, the daily volume starts to decrease. Does that mean fewer buys? or more sells? This is what I want to know.
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BlackNinja · External communityPost link
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Author: BlackNinja
Original post: https://money.stackexchange.com/a/157961
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If you divide the volume
aapl.info["volume"]
with the latest price, you'll get a good sense for the number of daily transactions.
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Bob Baerker · External communityPost link
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Author: Bob Baerker
Original post: https://money.stackexchange.com/a/157986
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Some brokers offer Time & Sales Data. If you can figure out how to scrape it, you can collect what you need.
As for your EDIT, it doesn't make much sense. For every transaction, there is a buyer and a seller. A transacton at the ask means that a buyer bought shares on the order book (NBBO). And conversely, a transaction at the bid means that a seller took out liquidity.
More buyers doesn't mean that price will rise (or vice versa). What moves price is an aggregate volume of buyers (or sellers) that takes out the volume available at NBBO.
As for your $10 stock example, it's nonsensical on multiple accounts. Market cap does not reflect how many trades occurred, merely the float times the value per share. A $10 stock could gap down to $5 with zero trades. Or 5,000 shares could have been traded for the same result.
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Quoted from Forex.com.bd-Editorial External question — Personal Finance Stack Exchange Author: mahmood Source score (net votes, not local likes): -4 Original post: https://money.stackexchange.com/questions/157959 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Is there a way to get the number of trades in a time window? For example, within 1 hour of time window, I want to find the number of trades for Apple, e.g. number of buys and number of sells. I wasn't able to find that with yfinance. Maybe there are other APIs with different strategies. Any idea is appreciated. EDIT: I am looking for information on a specific date (or rage) which shows how many transactions were made via the market and how many percents are sells and how many percents are buys. Consider a stock with share price of 10 (start of the business day) and a market cap of 10000. So, 1000 shares exists. Tomorrow before market opens, I know that the closed price is 5 and the market cap is 8000. That means 1600 shares. A change from 1000 to 1600 shares means, during the market open time, 600 trades (transactions) were done. If I know that for example, 500 out of 600 transactions are "sell", then I assume more of the people traded the stock yesterday (I am now waiting for market to open in today). I know that stock websites, e.g. Yahoo finance, show realtime share price and market cap. But I wasn't able to achieve what I want with yfinance package in Python. In fact, the number of sells and buys are not known in the websites. Is that something secret? Don't know... As a real example see Nvidia 30 day average volume here . This means that starting from July 20, the daily volume starts to decrease. Does that mean fewer buys? or more sells? This is what I want to know.
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