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: Small ETPs Q1 2015

Trade Frequency

Cancel Frequency

0.21% of total trades 0.52% of total cancels

Trade Frequency

Cancel Frequency

1.88% of total trades 2.76% of total cancels

Trade Frequency

Cancel Frequency

7.48% of total trades 8.83% of total cancels

Trade Frequency

Cancel Frequency

9.83% of total trades 12.57% of total cancels

Trade Frequency

Cancel Frequency

14.46% of total trades 22.18% of total cancels

Trade Frequency

Cancel Frequency

29.50% of total trades 46.74% of total cancels

Trade Frequency

Cancel Frequency

62.83% of total trades 77.13% of total cancels

Trade Frequency

Cancel Frequency

89.47% of total trades 95.75% 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: