Oops!   The data visualization tool requires javascript, and your brower does not have javascript enabled. You can access the same content on other pages:

MARKET STRUCTURE ›› DATA VISUALIZATIONS ››

Chart Controls


Chart Colors
DARK
LIGHT

Select a light or dark color scheme for the chart and the controls.


Conditional Frequency: Large ETPs Q1 2015

Trade Frequency

Cancel Frequency

2.18% of total trades 4.15% of total cancels

Trade Frequency

Cancel Frequency

10.47% of total trades 12.35% of total cancels

Trade Frequency

Cancel Frequency

19.89% of total trades 22.69% of total cancels

Trade Frequency

Cancel Frequency

31.24% of total trades 38.77% of total cancels

Trade Frequency

Cancel Frequency

51.60% of total trades 62.14% of total cancels

Trade Frequency

Cancel Frequency

79.15% of total trades 85.56% of total cancels

Trade Frequency

Cancel Frequency

95.18% of total trades 97.19% of total cancels

Trade Frequency

Cancel Frequency

99.27% of total trades 99.73% of total cancels

Trade Frequency

Cancel Frequency

100% of total trades 100% of total cancels

Select Duration Range:

  • 100 microseconds
  • 1000 microseconds
  • 10 milliseconds
  • 100 milliseconds
  • 1000 milliseconds
  • 10 seconds
  • 100 seconds
  • 1000 seconds
  • 24000 seconds

For more information, view the quote life methodology or visit the data downloads page.

SHARE THIS PAGE: