Intra-day price movement

[dzwm87]

Hi

At Sharejunction.com forum, I have frequently seen people posting the intra-day price movement of different trades being made for a specific stock.

Does anybody know where I can get that without subscribing for any account?

Thanks

[KopiKat]

Hi

At Sharejunction.com forum, I have frequently seen people posting the intra-day price movement of different trades being made for a specific stock.

Does anybody know where I can get that without subscribing for any account?

Thanks

If you are referring to such data,

Time Price Trade size Type
15:40:59 2.720 1,000 Sell Down
15:40:26 2.730 1,000 Buy Up
15:40:26 2.730 1,000 Buy Up
15:40:26 2.720 1,000 Sell Down
15:40:26 2.720 3,000 Sell Down
15:40:26 2.720 1,000 Sell Down
15:39:24 2.730 2,000 Buy Up

the above is from POEMS. Go to LP1 or LP2 "live" price. Bring your mouse pointer to the stock of interest, right click and you'll see a menu. Select the "Time and Sales" for the above data or "Intraday Chart" if that's what you want to see.

For UOBKH, same thing. Just go to the static price and do the above. I see the same options available.

I'm sure all other brokerage should have the same functions if you have their online trading account. Go try it.

[wsreader]

u need such data for HFT, so SGX will have to make such data available pretty soon, if it wants to build up the HFT community, preferably at an affordable price.

[dzwm87]

Thanks KopiKat!

By the way, do you know what does each of the type means? eg. Sell down / buy up / any other types.

---

okay I figured that out - it's dependent on which side adjust their trade queue.

There will only be 2 types right? Buy up or Sell down

[KopiKat]

By the way, do you know what does each of the type means? eg. Sell down / buy up / any other types.

"Sell Down" means someone sold at the Buyer's Queue Price
"Buy Up" means someone bought at the Seller's Queue Price

The only other type of transaction I have seen is "X", which means a married deal ie. buyer and seller agreed at the price (should be via their brokers) in an off market transaction. Last time, the pre-9am and post-5pm matching will also show as an "X", but now, you get to see all the individual transactions of either "Sell Down" or "Buy Up".