The November / December 2005 issue of The Technical Analyst featured an article focused on the uses of the CBOT's Liquidity Data Bank (LDB^®) data.  LDB is enhanced volume data which segments volume into 4 groups, called CTI Codes (CTI 1-4).  Within each CTI Code, buy volume, sell volume and net volume is provided.  This data is available intra-day and end-of-day.  For an optimal display and analysis tool, see  www.liquidityanalyzer.com and sign-up for a 2-week FREE TRIAL.