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: Small ETPs Q3 2016

Trade Frequency

Cancel Frequency

1.11% of total trades 7.52% of total cancels

Trade Frequency

Cancel Frequency

3.09% of total trades 19.85% of total cancels

Trade Frequency

Cancel Frequency

8.69% of total trades 27.51% of total cancels

Trade Frequency

Cancel Frequency

10.91% of total trades 29.90% of total cancels

Trade Frequency

Cancel Frequency

14.99% of total trades 35.83% of total cancels

Trade Frequency

Cancel Frequency

27.29% of total trades 62.39% of total cancels

Trade Frequency

Cancel Frequency

46.01% of total trades 88.56% of total cancels

Trade Frequency

Cancel Frequency

72.75% of total trades 97.93% 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: