Number of trade executions a day

hyungsok.ahn
hyungsok.ahn
in Eikon COM

Is there a way to see the number of trade executions (not volume) a day for a given stock from Eikon screen or Excel? Thanks

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Best Answer

  • David.Cammish
    David.Cammish
    Answer ✓

    This is more a data and content type of query, however to answer it here, there are several trade count fields but the main one is the real time field number 77, NUM_MOVES.

    !ACRONYM........DDE ACRONYM............FID.......RIPPLES TO.....FIELD TYPE.....LENGTH
    NUM_MOVES...."NUMBER TRADES".....77.........NULL.................INTEGER.........15
    !Number of trades today. For indices the number of times the index has been calculated.

    There are other real time fields (please note that this isn't exhaustive) such as BLKCOUNT (42 - number of block counts today), BLKCNT_2 (2333 - block trade count second session), TRADE_CNT1 (2331) and TRADE_CNT2 (2332) - Non-block trade counts for first and second sessions. These might vary for market location and instrument type (e.g. futures).

    Display a quote app in Eikon (for e.g. VOD.L), click on the Menu button (top right), Templates, Display All Fields and the field will be shown. In Eikon - Microsoft Office, ensure you are logged in and use the TR() function, example formula here;

    =TR("VOD.L","NUM_MOVES")

Answers

  • hyungsok.ahn
    hyungsok.ahn

    Thanks a lot. NUM_MOVES looks good. Does it have history (end-of-day) as well?

  • David.Cammish
    David.Cammish

    Supplementary questions are not notified to AHS (Active Help Services) so I would recommend posting supplementary questions as new questions.

    However I'm happy to answer your question in the positive! The field required for equities is TRDPRC_1.COUNT using the INTERVAL:1D.

    In Eikon - Microsoft Office, ensure you are logged in and use the TR() function, example formula here - as there is no destination cell specified and no cell referencing for the input parameters this formula can be placed anywhere in the Excel sheet;

    =RHistory("VOD.L","TRDPRC_1.TIMESTAMP;TRDPRC_1.COUNT","INTERVAL:1D",,"CH:Fd")

    If the field names are left out completely, ALL the DEFAULT fields are retrieved for the instrument and instrument TYPE (equity, future, currency etc.).

    =RHistory("VOD.L",,"INTERVAL:1D",,"CH:Fd")

    Thus, in the case of VOD.L the fields retrieved are TRDPRC_1.TIMESTAMP, TRDPRC_1.HIGH, TRDPRC_1.LOW, TRDPRC_1.OPEN, TRDPRC_1.CLOSE, TRDPRC_1.COUNT and TRDPRC_1.VOLUME. The headers displayed are Timestamp, Trade High, Trade Low, Trade Open, Trade Close, Trade Count and Trade Volume.

    The Eikon - Microsoft Office formula builder can also help in determining fields and data.

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