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Spreads and Depth by Individual Security

January 2013 - December 2013

These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013. Each zip file contains one csv file for each trading day in 2013.

Data Downloads

File
Format
Size
File: Depth in Dollars by Individual Security, 2013 Format:ZIP Size:870.52 MB
File: Spreads by Individual Security, 2013 Format:ZIP Size:33.17 MB
File: Depth in Shares by Individual Security, 2013 Format:ZIP Size:595.2 MB
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