Oops!   The data visualization tool requires javascript, and your brower does not have javascript enabled. You can access the same content on other pages:

MARKET STRUCTURE ›› DATA VISUALIZATIONS ››

Chart Controls


Chart Colors
DARK
LIGHT

Select a light or dark color scheme for the chart and the controls.


Conditional Frequency: Mid Cap ETPs Q3 2016

Trade Frequency

Cancel Frequency

2.44% of total trades 2.88% of total cancels

Trade Frequency

Cancel Frequency

10.35% of total trades 9.37% of total cancels

Trade Frequency

Cancel Frequency

17.36% of total trades 17.62% of total cancels

Trade Frequency

Cancel Frequency

24.34% of total trades 28.34% of total cancels

Trade Frequency

Cancel Frequency

37.28% of total trades 48.34% of total cancels

Trade Frequency

Cancel Frequency

65.28% of total trades 76.19% of total cancels

Trade Frequency

Cancel Frequency

86.99% of total trades 93.60% of total cancels

Trade Frequency

Cancel Frequency

96.51% of total trades 99.21% of total cancels

Trade Frequency

Cancel Frequency

100% of total trades 100% of total cancels

Select Duration Range:

  • 100 microseconds
  • 1000 microseconds
  • 10 milliseconds
  • 100 milliseconds
  • 1000 milliseconds
  • 10 seconds
  • 100 seconds
  • 1000 seconds
  • 24000 seconds

For more information, view the quote life methodology or visit the data downloads page.

SHARE THIS PAGE: