https://data.marketimpact.org/
Humanitarian Data Platform | MarketImpact
Track global humanitarian funding flows and needs with real-time data visualization
data platformhumanitarian
https://nl.mathworks.com/help/datafeed/krg.marketimpact.html
marketImpact - Estimate price movement due to order or trade - MATLAB
This MATLAB function returns the market impact cost for stocks using the Kissell Research Group (KRG) transaction cost analysis object k and trade data trade.
estimate pricedue tomovementordertrade