I can find data displaying the daily volume traded of each share on the ASX. The problem is I can't determine what portion of this volume was traded between say 10am-12pm, or 12pm-2pm ect...
Does anyone have any ideas or direction to point me in? I don't mind if the data is only released a week or a month later, I'd just like to explore it. I'm no programming expert but I wouldn't mind designing my own program to track 20-50 shares if it comes to that, so all ideas are welcome.
