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 2016

Trade Frequency

Cancel Frequency

3.17% of total trades 3.19% of total cancels

Trade Frequency

Cancel Frequency

12.12% of total trades 11.86% of total cancels

Trade Frequency

Cancel Frequency

21.73% of total trades 23.33% of total cancels

Trade Frequency

Cancel Frequency

32.76% of total trades 39.42% of total cancels

Trade Frequency

Cancel Frequency

54.34% of total trades 63.85% of total cancels

Trade Frequency

Cancel Frequency

81.25% of total trades 87.03% of total cancels

Trade Frequency

Cancel Frequency

95.69% of total trades 97.56% of total cancels

Trade Frequency

Cancel Frequency

99.41% of total trades 99.71% 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: