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Conditional Cancel and Trade Distributions

October 2012 - June 2023

Each zip file contains 54 datasets: nine each for large stocks, mid cap stocks, small stocks, large ETPs, mid cap ETPs, and small ETPs. Each file contains the conditional cancel and trade duration distributions for one of nine fixed time scales.

Data Downloads

Associated Data Distribution Table

File: 2023 Q2 Format:ZIP Size:15.54 MB
File: 2023 Q1 Format:ZIP Size:15.38 MB
File: 2022 Q4 Format:ZIP Size:15.28 MB
File: 2022 Q3 Format:ZIP Size:15.26 MB
File: 2022 Q2 Format:ZIP Size:15.44 MB
File: 2022 Q1 Format:ZIP Size:15.34 MB
File: 2021 Q4 Format:ZIP Size:15.12 MB
File: 2021 Q3 Format:ZIP Size:15.05 MB
File: 2021 Q2 Format:ZIP Size:15.1 MB
File: 2021 Q1 Format:ZIP Size:15.37 MB
File: 2020 Q4 Format:ZIP Size:15.4 MB
File: 2020 Q3 Format:ZIP Size:15.36 MB
File: 2020 Q2 Format:ZIP Size:15.4 MB
File: 2020 Q1 Format:ZIP Size:15.64 MB
File: 2019 Q4 Format:ZIP Size:15.26 MB
File: 2019 Q3 Format:ZIP Size:15.07 MB
File: 2019 Q2 Format:ZIP Size:14.94 MB
File: 2019 Q1 Format:ZIP Size:14.87 MB
File: 2018 Q4 Format:ZIP Size:15.12 MB
File: 2018 Q3 Format:ZIP Size:14.9 MB
File: 2018 Q2 Format:ZIP Size:15.05 MB
File: 2018 Q1 Format:ZIP Size:15.02 MB
File: 2017 Q4 Format:ZIP Size:14.98 MB
File: 2017 Q3 Format:ZIP Size:14.9 MB
File: 2017 Q2 Format:ZIP Size:14.92 MB
File: 2017 Q1 Format:ZIP Size:14.96 MB
File: 2016 Q4 Format:ZIP Size:16.86 MB
File: 2016 Q3 Format:ZIP Size:17.07 MB
File: 2016 Q2 Format:ZIP Size:16.95 MB
File: 2016 Q1 Format:ZIP Size:17.24 MB
File: 2015 Q4 Format:ZIP Size:14.67 MB
File: 2015 Q3 Format:ZIP Size:14.59 MB
File: 2015 Q2 Format:ZIP Size:14.53 MB
File: 2015 Q1 Format:ZIP Size:14.45 MB
File: 2014 Q4 Format:ZIP Size:14.31 MB
File: 2014 Q3 Format:ZIP Size:14.62 MB
File: 2014 Q2 Format:ZIP Size:14.46 MB
File: 2014 Q1 Format:ZIP Size:14.38 MB
File: 2013 Q4 Format:ZIP Size:1.51 MB
File: 2013 Q3 Format:ZIP Size:3.33 MB
File: 2013 Q2 Format:ZIP Size:3.35 MB
File: 2013 Q1 Format:ZIP Size:14.5 MB
File: 2012 Q4 Format:ZIP Size:14.57 MB
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