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Summary Metrics by Exchange

January 2012 - April 2017

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
Format
Size
File: 2012 Q1 - 2017 Q1 Format:ZIP Size:1.48 MB
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