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Metrics by Individual Security and Exchange

January 2012 - March 2024

These datasets provide metrics for each individual security partitioned by exchange. Columns include: Ticker, Date, Security, McapRank, TurnRank, VolatilityRank, PriceRank, Cancels, Trades, LitTrades, OddLots, Hidden, TradesForHidden, OrderVol, TradeVol, LitVol, OddLotVol, HiddenVol, TradeVolForHidden.

Data Downloads

Associated Data Distribution Table

File: 2024 Q1 Format:ZIP Size:172.31 MB
File: 2023 Q4 Format:ZIP Size:175.69 MB
File: 2023 Q3 Format:ZIP Size:173.81 MB
File: 2023 Q2 Format:ZIP Size:169.92 MB
File: 2023 Q1 Format:ZIP Size:173.53 MB
File: 2022 Q4 Format:ZIP Size:179.67 MB
File: 2022 Q3 Format:ZIP Size:182.18 MB
File: 2022 Q2 Format:ZIP Size:181.1 MB
File: 2022 Q1 Format:ZIP Size:179.27 MB
File: 2021 Q4 Format:ZIP Size:176.28 MB
File: 2021 Q3 Format:ZIP Size:167.29 MB
File: 2021 Q2 Format:ZIP Size:159.06 MB
File: 2021 Q1 Format:ZIP Size:149.24 MB
File: 2020 Q4 Format:ZIP Size:138.27 MB
File: 2020 Q3 Format:ZIP Size:128.37 MB
File: 2020 Q2 Format:ZIP Size:126.84 MB
File: 2020 Q1 Format:ZIP Size:123.9 MB
File: 2019 Q4 Format:ZIP Size:120.37 MB
File: 2019 Q3 Format:ZIP Size:120.43 MB
File: 2019 Q2 Format:ZIP Size:116.68 MB
File: 2019 Q1 Format:ZIP Size:112.55 MB
File: 2018 Q4 Format:ZIP Size:116.79 MB
File: 2018 Q3 Format:ZIP Size:111.08 MB
File: 2018 Q2 Format:ZIP Size:104.71 MB
File: 2018 Q1 Format:ZIP Size:96.54 MB
File: 2017 Q4 Format:ZIP Size:96.44 MB
File: 2017 Q3 Format:ZIP Size:95.38 MB
File: 2017 Q2 Format:ZIP Size:87.17 MB
File: 2017 Q1 Format:ZIP Size:85.76 MB
File: 2016 Q4 Format:ZIP Size:87.26 MB
File: 2016 Q3 Format:ZIP Size:88.04 MB
File: 2016 Q2 Format:ZIP Size:89.26 MB
File: 2016 Q1 Format:ZIP Size:87.4 MB
File: 2015 Q4 Format:ZIP Size:80.9 MB
File: 2015 Q3 Format:ZIP Size:80.75 MB
File: 2015 Q2 Format:ZIP Size:76.99 MB
File: 2015 Q1 Format:ZIP Size:74.32 MB
File: 2014 Q4 Format:ZIP Size:78.11 MB
File: 2014 Q3 Format:ZIP Size:76.64 MB
File: 2014 Q2 Format:ZIP Size:77.69 MB
File: 2014 Q1 Format:ZIP Size:75.99 MB
File: 2013 Q4 Format:ZIP Size:74.33 MB
File: 2013 Q3 Format:ZIP Size:73.84 MB
File: 2013 Q2 Format:ZIP Size:73.66 MB
File: 2013 Q1 Format:ZIP Size:67.51 MB
File: 2012 Q4 Format:ZIP Size:68.84 MB
File: 2012 Q3 Format:ZIP Size:69.58 MB
File: 2012 Q2 Format:ZIP Size:72.39 MB
File: 2012 Q1 Format:ZIP Size:68.44 MB
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