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Quote Movements

Prices – Quote Movements

Quote Movements is an extension of the Time & Sales. On top of showing all the transactions, it also captures the changes in the first level buy and sell queue.

Quote Movements is useful for identifying substantial blocks of transaction done, possibly indicating whether institutional interest is involved. You can also observe movement within the first level buy/sell queue for orders that are not transacted. This helps to plan your point of entry into a stock.

For example, through the Quote Movements, you may observe the repeated addition of buy orders and continuous trading done at the sell queue in large volume signalling substantial interest in buying up the stock.

The Quote Movements is sorted in chronological order and the latest changes appears first. An entry with a "+" sign indicates volume is added at the price point stated and a "-" sign indicates volume is removed or a trade is done at the price point stated.

Some unique features of Quote Movements:

  • Data is Live and available immediately. Refresh the page to see the latest trades
  • Up to 10 days of data for all counters.
  • Trades are classified into "Buy Up" or "Sell Down", using a proprietary algorithm developed by ShareInvestor. This algorithm can also differentiate between "Married Deals" and "Preopen/Preclose" trades.
  • For quick analysis, trades are colour-coded to identify trades done at a different price from the previous trade. If the transactional value of the trade is more than $150,000, the entire row is highlighted. This allows you to quickly spot big trades.

Get more with our trading statistics

Prices – Trading Statistics

We calculate useful trading statistics like the Weighted Average Price and the Average Trade Size for all the traded counters.