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To: Reginald Middleton who wrote (566)9/26/1997 10:24:00 PM
From: Matthew B.   of 732
 
Does anyone know where I can get data which shows each trade that happened during the day for a stock? I am interested in seeing which direction the big blocks are trading versus the little blocks. ie. When a stock price goes down quickly, are the downwards moves in small blocks (e.g. 1000 shares), and intermittent upwards moves in big blocks (e.g. 75000 shares). If so this might suggest the big guys are bargain hunting and the small guys are being scared out of their positions.

Matthew
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