l*******e
发帖数: 309 | 1 Could anyone recommend a free website to download intrady volumn and price.
I checked NASDAQ NLS, the volumn added together doesn't agree to the
reported valumn?
Thanks in advance. |
b*******r
发帖数: 6 | 2 With nyse arca, you should reach to 80~90% total day volume. |
l*******e
发帖数: 309 | 3 But it's a NADAQ listed company. Per NASDAQ NLS, the volumn is 200,000
shares, but the total reported or from yahoo it's 290,000 shares
【在 b*******r 的大作中提到】
: With nyse arca, you should reach to 80~90% total day volume.
|
c**********e
发帖数: 55 | 4 I guess Yahoo is less accurate. |
w*******d
发帖数: 8 | 5 VWAP Calculation is not a trivial procedure.
You have to pay attention to the sale condition code of trades.
And there is no industry standard. |
J*****n
发帖数: 4859 | 6
Bloomberg上都是现成的可以下载的吧？
【在 w*******d 的大作中提到】
: VWAP Calculation is not a trivial procedure.
: You have to pay attention to the sale condition code of trades.
: And there is no industry standard.
|
w*******d
发帖数: 8 | 7 BBG has its own convention to calculate VWAP. But each broker firm has
different criteria... On BBG, you will find that you can customize sale
condition code for the calculation too.
BBG default setting is a good start though.
【在 J*****n 的大作中提到】
:
: Bloomberg上都是现成的可以下载的吧？
|
