MARKET STRUCTURE DATA VISUALIZATIONS
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Select Data Series
Quote Life
- Conditional Frequency
- Hazard and Survivor
Conditional Frequency: Large ETPs Q4 2023
Trade Frequency
Cancel Frequency
3.68% of total trades
4.95% of total cancels
Trade Frequency
Cancel Frequency
13.05% of total trades
15.39% of total cancels
Trade Frequency
Cancel Frequency
22.58% of total trades
29.63% of total cancels
Trade Frequency
Cancel Frequency
35.36% of total trades
51.86% of total cancels
Trade Frequency
Cancel Frequency
60.46% of total trades
80.21% of total cancels
Trade Frequency
Cancel Frequency
85.47% of total trades
95.32% of total cancels
Trade Frequency
Cancel Frequency
96.44% of total trades
99.14% of total cancels
Trade Frequency
Cancel Frequency
99.26% of total trades
99.89% of total cancels
Trade Frequency
Cancel Frequency
100% of total trades
100% of total cancels
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100 microseconds
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1000 microseconds
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10 milliseconds
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100 milliseconds
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1000 milliseconds
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10 seconds
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100 seconds
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1000 seconds
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24000 seconds
For more information, view the quote life methodology or visit the data downloads page.
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