Searching for a live financial data source with fields:
- Transaction date - date of the purchase, as exact as possible
- Unique Account ID - ID that represents the unique entity making the transaction
- Unique Stock ID - ID representing the stock purchased
- Transaction Amount - amount spent in transaction
Non-negotiables include the above fields, and a live data source.
Doesn't need to be an entire market. Might be account transaction data from a broker like eTrade or Robinhood. Might be transaction data on one market segment like materials, or real estate. Might be a sample of one of the above.
Pursuing a theory that as the burden of entry for stock trading shrinks, stock values are determined moreso by public awareness than actual financial results. I'd like to run some type of RFM model using the data described to better measure and predict "public awareness" to predict stock fluctuations.
Open to and appreciate your thoughts/suggestions/comments.