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 Stocks Q3 2016

Trade Frequency

Cancel Frequency

0.54% of total trades 1.34% of total cancels

Trade Frequency

Cancel Frequency

3.83% of total trades 5.50% of total cancels

Trade Frequency

Cancel Frequency

8.27% of total trades 10.27% of total cancels

Trade Frequency

Cancel Frequency

13.53% of total trades 14.08% of total cancels

Trade Frequency

Cancel Frequency

20.02% of total trades 21.67% of total cancels

Trade Frequency

Cancel Frequency

38.07% of total trades 41.75% of total cancels

Trade Frequency

Cancel Frequency

64.13% of total trades 65.69% of total cancels

Trade Frequency

Cancel Frequency

87.29% of total trades 85.79% 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: