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NYSE - Trading Volume

by The trader, 1541 days ago
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This item downloads several trading volume numbers released daily by the New York Stock Exchange. A total of 10 numbers are downloaded from the exchange website and are associated with different ticker symbols. These NYSE Statistics are updated and released daily.

NYSE volume can divided into several groups or categories. For example, buy and sell transactions that involve volume higher than 10000 shares are part of what is called block trades. NYSE odd-lot volume is another example that is calculated by taking the sum of the volume of all filled orders with less 100 shares.

Here is the list of all these symbols:
^Total_Shares: This symbol contains the daily total number of shares traded on the New York Stock Exchange (NYSE Volume)
^Share_Trades_0_2000: This symbol contains the daily number of transactions or trades with less than 2000 shares
^Share_Trades_2001_5000: Contains the daily number of trades with a quantity of shares between 2001 and 5000 shares
^Share_Trades_5001_10000: Contains the daily number of trades with a quantity of shares between 5001 and 10000 shares
^Block_Trades_+10000: This symbol gets the daily number of block trades, which are trades with more than 10,000 shares of a stock
^Round-Lot_Volume: This symbol gets the Round-lot volume. A Round-Lot is equal to 100 shares
^Odd-Lot_Volume: This symbol gets the Odd-Lot volume. An Odd-Lot is usually a number lower than 100 shares of a stock
^SDOT_Short_Sales: This symbol contains the total share volume of SuperDot sell short order executions. SuperDot is an electronic system used to place orders for NYSE listed stocks. SuperDOT system stands for Super Designated Order Turnaround System
^SDOT_Buy: This symbol contains the total share volume of SuperDot Buy order executions
^SDOT_Sell: This symbol contains the total share volume of SuperDot Sell order executions


Example1 - Here is how to plot NYSE trading volume on any chart:

a = GetSeries("^Total_Shares", close, Zero);
plot(a, "NYSE volume");

Gets the total NYSE volume then plots it on a chart using the "plot" function.

Example 2 - Calculate the ratio of normal NYSE trades to block trades:

normal1 = GetSeries("^Share_Trades_2001_5000", close, Zero) + GetSeries("^Share_Trades_5001_10000", close, Zero);
block1 = GetSeries("^Block_Trades_+10000", close, Zero);
ratio = normal1 / block1;

The above formula gets the total NYSE volume for normal trades (lower than 10000 shares) and divides it by the total volume of block trades to calculate the ratio.


Other NYSE related objects:
NYSE - Round-Lot Share Volume downloads specialist and non-specialist Round-Lot total and short sales volume.
NYSE - Corporate Actions retrieves daily summaries of corporate actions, including number of splits declared, number of dividends declared...
NYSE Arca - Daily short sale data downloads short selling volume for every stock that trade in the NYSE
NYSE Index Closes downloads historical EOD data of several indexes released by the New York Stock Exchange
NYSE Margin Debt gets margin debt numbers. These numbers are available from 1959 to present.

The "NYSE Trading Volume" or NYSE Statistics data is available for the last 15 trading days.


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Type: Download Script

Object ID: 396


Country:
United States

Market: Stock Market

Style:
Technical Analysis

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