The Stock Profiler component explores the average profile of a typical trading day for a security, or multiple securities. The Stock Profiler allows users to view and analyse average intra-day trading volumes, liquidity, spreads and volatility for any security. Profiles are generated from tick and trading data over the last 5, 10 and 30 days, including orders (for liquidity and depth metrics) re-based to the actual trade date. The system also allows comparisons between the profiles of other instruments and/or sectors. Profiles are shown graphically, amalgamated into 15-60 minute sections during the day to allow easy understanding and comparison of a security's profile. The underlying data generated by the Stock Profiler is downloadable.
Profiles available in the Stock Profiler include:
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Volume and value traded |
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Average bid/offer spreads |
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Buy and sell depths |
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Buy, sell and mid volatility |
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As well as showing longer-term historical averages, the profiler will allow overlaying data for the current day allowing users to spot any 'abnormal' or interesting activity for the current trading day. In addition to the Stock Profiler's graphical query tool, general daily trading statistics are provided for individual securities, including:
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Number of trades |
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Volume and value traded |
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Percentage of market capitalisation traded |
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