Stan, the answer is yes. You can do this trade by trade for the current day. Or, you can can look up a specific date. For instance, I just pulled all of the trades for Microsoft the occurred around 10:10 am on April 17, 1998 (took about 10 seconds). Also you can go further. You can filter the trades by exchange, volume and/or price. For instance, regarding your specific question, I filtered for all trades with a volume of 25,000 and above. Today, at 15:27:57 there was one trade at the ask (78 1/16) for 200,000 shares. At 15:12:56 there was one trade at the ask (77 15/16) for 125,000 shares.
Actually, your question gave a good idea. Normally, I keep a color-coded Time and Sales open that is filtered for trades. Now, I've got a second T&S window open that is filtered for trades that occur at 25,000 shares and above.
I hope this helps.
Regards,
Dan. |
