Summary Metrics by Exchange
January 2012 - September 2023
These datasets provide metrics for each security type and exchange. The zip file contains 13 datasets, which provide time series data by security type (stock or ETP) and metric (Trade to Order Volume, Cancel to Trade Ratio, Odd Lot Rate, Odd Lot Volume, Hidden Rate, Hidden Volume).
Data Downloads
Associated Data Distribution Table
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File
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Format
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Size
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| File: 2012 Q1 - 2023 Q3 | Format:ZIP | Size:3.7 MB |
Modified: Sept. 30, 2023