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For example, if a stock trades 100K shares in a given day then it might have happened in 10 10K-share trades, or 1000 100-share trades, or many other possible combinations.

I would like to know this distribution. Is this information tracked by any entity, and is it made publicly available?

closed as off-topic by Chris W. Rea, Nathan L, JoeTaxpayer Sep 8 '15 at 16:15

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  • 2
    This question is not really about product or service recommendation but rather if and where such information can be found. – Victor Sep 9 '15 at 0:10
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That is called a 'volume chart'.

There are many interactive charts available for the purpose.

Here is clear example. (just for demonstration but this is for India only)

1) Yahoo Finance

2) Google Finance

3) And many more

Usually, the stock volume density is presented together (below it) with normal price vs time chart.

Note: There is a friendly site about topics like this. Quant.stackexchange.com. Think of checking it out.

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You can buy the data and process it on your own.

http://www.nyxdata.com/Data-Products/Daily-TAQ

  • Thank you for sharing this data source. I am ideally seeking a solution that already exists vs. having to create one. If someone can suggest an online solution that will provide the type of information that i am seeking then I would greatly appreciate it. – always_be_learning Jul 11 '15 at 4:34
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My Broker and probably many Brokers provide this information in a table format under "Course of Sale". It provides the time, price and volume of each trade on that day.

You could also view this data on a chart in some charting programs. Just set the interval to "Tick by Tick" and look at the volume. "Tick by Tick" will basically place a mark for every trade that is taken and then the volume will tell you the size of that trade.

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