MAR User Data

These are the csv files containing the raw data by ticker and exchange.
They are intended for user download.

Exchanges denote trades against hidden orders: Arca, Bats-Y, Bats-Z, Boston, Edga-A, Edge-X, Nasdaq, PHLX
Exchanges do not denote trades against hidden orders: Amex, CHX, NSX, NYSE.

Note: In December 2013, the SIP began reporting odd lot trades. Beginning with January 2014, trades against hiddden
orders and their associated volumes can be computed as the difference between the total trades/volume reported to the SIP and
the total trades/volume reported on the direct feeds for NYSE and Amex.

Cancels: Count of all cancel messages, either full or partial, for all exchanges.
Trades: Count of all trade messages, either full or partial, for all exchanges.
LitTrades: Count of all trade messages for trades that are not against hidden orders
OddLots: Count of odd lot trade messages for all exchanges
Hidden: Count of trades against hidden orders from exchanges that report trades against hidden orders
TradesForHidden: Count of trades from exchanges that report trades against hidden orders
OrderVol('000): Sum of order volume for all add order messages
TradeVol('000): Sum of trade volume for all trade messages
LitVol('000): Sum of trade volume for trades that are not against hidden orders
OddLotVol('000): Sum of odd lot trade volume for all exchanges
HiddenVol('000): Sum of trade volume for trades against hidden orders from exchanges that report trades against hidden orders
TradeVolForHidden('000): Sum of trade volume from exchanges that report trades against hidden orders
