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Summary Metrics by Decile and Quartile

Data
 
 

Summary Metrics by Decile and Quartile


These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP metrics by quartile. The zip file contains 12 datasets, which provide time series data by security type (stock or ETP) and metric (Trade to Order Volume, Cancel to Trade Ratio, Odd Lot Rate, Odd Lot Volume, Hidden Rate, Hidden Volume).

Last modified: Aug. 25, 2014