Is there a way to get the number of trades in a time window? For example, within 1 hour of time window, I want to find the number of trades for Apple, e.g. number of buys and number of sells.
I wasn't able to find that with yfinance. Maybe there are other APIs with different strategies. Any idea is appreciated.
I am looking for information on a specific date (or rage) which shows how many transactions were made via the market and how many percents are sells and how many percents are buys. Consider a stock with share price of 10 (start of the business day) and a market cap of 10000. So, 1000 shares exists. Tomorrow before market opens, I know that the closed price is 5 and the market cap is 8000. That means 1600 shares. A change from 1000 to 1600 shares means, during the market open time, 600 trades (transactions) were done. If I know that for example, 500 out of 600 transactions are "sell", then I assume more of the people traded the stock yesterday (I am now waiting for market to open in today).
I know that stock websites, e.g. Yahoo finance, show realtime share price and market cap. But I wasn't able to achieve what I want with yfinance package in Python. In fact, the number of sells and buys are not known in the websites. Is that something secret? Don't know...
As a real example see Nvidia 30 day average volume here.
This means that starting from July 20, the daily volume starts to decrease. Does that mean fewer buys? or more sells? This is what I want to know.