Market Activity Time Series

13 files:

ETP_Stock_Timeseries.csv contains the Stock and ETP time series for each of the 6 Market Activity metrics:
Cancel-Trade Ratio
Trade-Order Volume
Hidden Rate
Hidden Volume
Oddlot Rate
Oddlot Volume

The remaining 12 files:

ETP_Cancel_to_Trade.csv
ETP_Trade_Volume.csv
ETP_Hidden_Rate.csv
ETP_Hidden_Volume.csv
ETP_Oddlot_Rate.csv
ETP_Oddlot_Volume.csv

Stock_Cancel_to_Trade.csv
Stock_Trade_Volume.csv
Stock_Hidden_Rate.csv
Stock_Hidden_Volume.csv
Stock_Oddlot_Rate.csv
Stock_Oddlot_Volume.csv

contain the Market Activity time series for one security type and metric by exchange