Does anyone know a way to find out how many shares have traded per day @ each price point - i.e. how many have changed hands @ 10c, 10.25c, 10.5c, 10.75c and 11c today?
Currently I am downloaded today's trades from Commsec - then manipulating the data to give the below (for example)... be wonderful if I could get this information to hand however...
Price Volume
0.1 65300
0.1025 896782
0.105 4795031
0.1075 11671
0.11 3
The problem is - this only works for today's trades... I cant get historical data.
I want to find out how many traded yesterday @ 11c i.e. was it material?
Thanks in advance,
Suthern
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