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Metrics by Individual Security and Exchange

January 2012 - September 2017


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

File
Format
Size
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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