The above picture is, of course, Norman Rockwell's Facts of Life. Here are a few of them that you ought to be aware of based on Thursday's exciting trading activity. NYSE Closing Summary
Trade Date 8/16/2007
Number of Issues..... 3,591
Advance-Decline Ratio.... 0.6
NYSE Trades ....8,908,020
NYSE Volume....2,989,836,240
NYSE Dollar Volume ....115,188,118,914
Trade Date 8/16/2007
Number of Issues..... 3,591
Advance-Decline Ratio.... 0.6
NYSE Trades ....8,908,020
NYSE Volume....2,989,836,240
NYSE Dollar Volume ....115,188,118,914
Retail Buy Trades ....152,848
Retail Sell Trades ....204,524
Total Retail Trades ....357,372
Retail Buy Volume....53,008,213
Retail Sell Volume.... 76,575,492
Total Retail Volume....129,583,705
Program Trading
Index Arbitrage Program Trades ....576,924
Non-Index Arbitrage Program Trades ....6,231,010
Total Program Trades....6,807,934
Index Arbitrage Program Volume ....111,238,364
Non-Index Arbitrage Program Volume ....1,534,370,009
Total Program Volume....1,645,608,373
Index Arbitrage Program Trades ....576,924
Non-Index Arbitrage Program Trades ....6,231,010
Total Program Trades....6,807,934
Index Arbitrage Program Volume ....111,238,364
Non-Index Arbitrage Program Volume ....1,534,370,009
Total Program Volume....1,645,608,373
NYSE Broker Volume Top 5
Nasdaq Execution Services.... 794,915,984...... 19.70%
Goldman Sachs Group....339,484,455....... 8.40%
Merrill Lynch....269,748,370....... 6.70%
UBS....213,478,481....... 5.30%
Morgan Stanley & Co....205,736,575....... 5.10%
Lehman Brothers Inc....195,926,832...... 4.90%
Nasdaq Execution Services.... 794,915,984...... 19.70%
Goldman Sachs Group....339,484,455....... 8.40%
Merrill Lynch....269,748,370....... 6.70%
UBS....213,478,481....... 5.30%
Morgan Stanley & Co....205,736,575....... 5.10%
Lehman Brothers Inc....195,926,832...... 4.90%
.
Program trading accounted for 55% of total NYSE volume.
Retail trading accounted for 4% of total NYSE volume.
Program trading accounted for 76% of NYSE trades.
Retail trading accounted for 4% of NYSE trades.
These are typical readings, although retail trading is normally 5-6%. If you want to track the NYSE data on a regular basis, go to the NYSE site. Lots of free data and some pricey real time databases for the pros to help them develop program trading algorithms to challenge your skills. (Also see August 10th post).
2 comments:
What amazes me is the huge industry built up around the retail trader when the total amount of retail trades is so small. Some guy like Dinosaur Trader is contributing a few thousandths of the retail volume. There can't be very many such traders. Or are they counted as institutional traders because they work through firms? How is a retail trade identified?
Traderpedia defines 'retail trader" as one who uses retail brokerages (as opposed to a clearing house house) and pays retail commission rates. Tradestation and Interactive Brokers, for example, are retail brokerages.
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