UPDATE
With Questrade, I can get the usual data from their API, i.e. symbol, bidPrice, bidSize, askPrice, askSize, lastTradeTrHrs, lastTradePrice, lastTradeSize, lastTradeTick, volume, openPrice, highPrice, lowPrice. However, there are important features I would like to get, but I don't think they provide that information. The intraday number of trades
and the
intraday $ volume
would be interesting to have this information to help me to trade. In the following website, the features are simply called Trades
and $ Vol
Questions :
1- Is there a way to compute the intraday number of trades
and the intraday $ volume
from the usual data or others?
2- If the answer to question 1 is no, then is there a way to estimate the intraday number of trades
and the intraday $ volume
?
3- If the answer to question 2 is no, then where could I get that information?