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 2017

Trade Frequency

Cancel Frequency

2.76% of total trades 4.17% of total cancels

Trade Frequency

Cancel Frequency

11.09% of total trades 13.98% of total cancels

Trade Frequency

Cancel Frequency

15.47% of total trades 20.89% of total cancels

Trade Frequency

Cancel Frequency

19.53% of total trades 30.65% of total cancels

Trade Frequency

Cancel Frequency

27.67% of total trades 47.89% of total cancels

Trade Frequency

Cancel Frequency

51.49% of total trades 74.20% of total cancels

Trade Frequency

Cancel Frequency

79.63% of total trades 91.71% of total cancels

Trade Frequency

Cancel Frequency

94.19% of total trades 98.96% 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: