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 2019

Trade Frequency

Cancel Frequency

3.54% of total trades 3.36% of total cancels

Trade Frequency

Cancel Frequency

12.39% of total trades 12.13% of total cancels

Trade Frequency

Cancel Frequency

18.83% of total trades 19.99% of total cancels

Trade Frequency

Cancel Frequency

25.61% of total trades 44.62% of total cancels

Trade Frequency

Cancel Frequency

41.57% of total trades 64.40% of total cancels

Trade Frequency

Cancel Frequency

68.50% of total trades 83.61% of total cancels

Trade Frequency

Cancel Frequency

87.20% of total trades 96.69% of total cancels

Trade Frequency

Cancel Frequency

96.23% of total trades 99.54% 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: