Is There a Resource Showing Source of Daily Trades?

[MarkBrown]

"Shows" from the remaining few floor brokers can sometimes give you tone. This has really become a major portion of their "added" value. Doing enough business to justify one is an issue. won't be of much help on stock dark pools or option hidden liquidity.
Private feeds are a plus because they carry the info, often, well before it hits the tape, but again, you need to do a lot of business to justify the costs.
A robust T&S source can also add a piece to the puzzle. None of it comes cheap and frequently the trade is only one piece of the overall trade.

you can also find tone with the price action only. in fact you can assign music notes to the market and it will talk to you. just like open pit mic.

 

[ondafringe]

...in fact you can assign music notes to the market and it will talk to you.

And as soon as the market plays a song you like... jump in!!

 

[MrMuppet]

How does one "test liquidity"?

trade a good portion of average daily volume at market and you'll know

 

[JonLivingston]

trade a good portion of average daily volume at market and you'll know

As in to say: when no one's left to trade with you, that's the liquidity test?

 

[MrMuppet]

As in to say: when no one's left to trade with you, that's the liquidity test?

That would probably be the ultimate sign of you holding the bag