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Summary Metrics by Exchange

January 2012 - June 2021

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

File: 2012 Q1 - 2021 Q2 Format:ZIP Size:2.85 MB
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