Market Activity Time Series by quantile

12 files:

Decile_Cancel_to_Trade_Stock
Decile_Trade_Volume_Stock
Decile_Hidden_Rate_Stock
Decile_Hidden_Volume_Stock
Decile_Oddlot_Rate_Stock
Decile_Oddlot_Volume_Stock

Quartile_Cancel_to_Trade_ETP
Quartile_Trade_Volume_ETP
Quartile_Hidden_Rate_ETP
Quartile_Hidden_Volume_ETP
Quartile_Oddlot_Rate_ETP
Quartile_Oddlot_Volume_ETP

Each metric is partitioned by:

Market Cap
Price
Turnover
Volatility