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 Q4 2018

Trade Frequency

Cancel Frequency

3.80% of total trades 3.09% of total cancels

Trade Frequency

Cancel Frequency

14.05% of total trades 10.52% of total cancels

Trade Frequency

Cancel Frequency

21.06% of total trades 19.65% of total cancels

Trade Frequency

Cancel Frequency

28.68% of total trades 35.81% of total cancels

Trade Frequency

Cancel Frequency

46.07% of total trades 59.85% of total cancels

Trade Frequency

Cancel Frequency

73.84% of total trades 83.59% of total cancels

Trade Frequency

Cancel Frequency

90.36% of total trades 96.48% of total cancels

Trade Frequency

Cancel Frequency

97.19% of total trades 99.59% 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: