I found this dataset of open/close crosses for Nasdaq here:
http://nasdaqtrader.com/Trader.aspx?id=OpenClose
1. Are the numbers in shares or lots (100 shares)?
2. Is there a similar dataset for NYSE somewhere?
http://nasdaqtrader.com/Trader.aspx?id=OpenClose
1. Are the numbers in shares or lots (100 shares)?
2. Is there a similar dataset for NYSE somewhere?