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Re: [sharechat] BPC


From: Adam Rands <adamlist@iguana2.com>
Date: Fri, 08 Feb 2002 09:12:30 +1100



>
>Also, getting historical end of day depth data seems to be unavailable. 
>Does anybody know where you can get this? I'm also interested in getting 
>VWAP and number of trades historical data for ASX.

Iguana has often thought about providing more analysis on depth information.

We do have the ability to track and store movements in depth during a 
trading day and later run analysis over the data.

I would expect this would provide some interesting insights over time. 
Anyone interested in "sponsoring" this development :)

We also have VWAP and Number of trades for all our ASX history. This can be 
purchased from us

Regards

Adam Rands
Iguana2


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