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

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
