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Finding AAPL Trading Volume by Exchange

Article Quant Q&A · Author: Sanjeev
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Summary

The document explains ways to estimate how AAPL’s trading volume is split across exchanges. It describes using a financial data vendor’s volume-weighted average price view, where exchange names and their reported volumes can be displayed as a breakdown. It also suggests checking exchange-level daily volume disclosures from the venues themselves and using an identifier service to look up which exchanges list the security.

These sources offer different levels of detail: vendor tools can consolidate exchange data, while venue pages provide exchange-specific figures and may require checking each venue separately. The document gives no sample volume figures, time period, or comparison of data quality. Availability and presentation depend on the vendor or exchange, so it does not establish a typical share for NASDAQ versus other venues or explain how to reconcile differences across sources.

Key ideas

  • A vendor’s volume breakdown can show reported AAPL volume by exchange.
  • Exchange websites may publish security-level trading volume.
  • An identifier lookup can help identify exchange codes, but may require a separate code reference.
  • The document provides a way to find data, not an estimate of AAPL’s typical venue split.

Tags

EquitiesMarket microstructureExecution
Full text
# For AAPL, How do You find how much volume typically trades on NASDAQ vs other exchanges?


# For AAPL, How do You find how much volume typically trades on NASDAQ vs other exchanges?












Thank you for the knowledge shared on this site

wanted to ask this question below, in case someone kindly knows the answer

AAPL is listed on NASDAQ, but it is also traded on other exchanges like BATS.

How do you find around how much volume of AAPL typically trades on NASDAQ vs other exchanges?

## Answer by AK88 (score 1)

https://quant.stackexchange.com/a/35304

Usually you can extract information/data like this from financial data vendors (Bloomberg, Reuters, etc.). I am going to explain how you can get volumes of a stock traded on different exchanges using Bloomberg:

- Type in the search box AAPL

- Hit

- Type in VWAP

Then you can play around with different parameters like `period`, `price`, `volume`, etc. Under the column `Breakdown` you have the names of the exchanges where the security is traded and respective volume under the column `Volume`.

You can also check the exchanges on OpenFIGI. Just refine the filter by selecting `Common Stock` in `Security Type`. Unfortunately, this page only gives the Exchange codes. Here is a link to an excel file where you can find the full details of Exchanges by their code.

Let me know if you have any further questions.

## Answer by yety (score 0)

https://quant.stackexchange.com/a/35263

Most exchanges are disclosing security-wise traded volume on daily basis.

NASDAQ http://www.nasdaq.com/symbol/aapl/historical NYSE https://www.nyse.com/quote/XNGS:AAPL

Also checkout https://www.bats.com/us/equities/market_statistics/execution_quality/symbol/?symbol=AAPL

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.