Skip to main content

Metrics by Individual Security

January 2012 - September 2023

These datasets provide metrics for more than 4,800 securities. Columns include: Ticker, Date, Security, McapRank, TurnRank, VolatilityRank, PriceRank, Cancels, Trades, LitTrades, OddLots, Hidden, TradesForHidden, OrderVol, TradeVol, LitVol, OddLotVol, HiddenVol, TradeVolForHidden.

Data Downloads

Associated Data Distribution Table

File: 2023 Q3 Format:ZIP Size:20.44 MB
File: 2023 Q2 Format:ZIP Size:20.13 MB
File: 2023 Q1 Format:ZIP Size:20.36 MB
File: 2022 Q4 Format:ZIP Size:20.89 MB
File: 2022 Q3 Format:ZIP Size:21.14 MB
File: 2022 Q2 Format:ZIP Size:20.78 MB
File: 2022 Q1 Format:ZIP Size:20.64 MB
File: 2021 Q4 Format:ZIP Size:20.52 MB
File: 2021 Q3 Format:ZIP Size:19.74 MB
File: 2021 Q2 Format:ZIP Size:18.83 MB
File: 2021 Q1 Format:ZIP Size:17.74 MB
File: 2020 Q4 Format:ZIP Size:17.52 MB
File: 2020 Q3 Format:ZIP Size:17.21 MB
File: 2020 Q2 Format:ZIP Size:16.95 MB
File: 2020 Q1 Format:ZIP Size:16.52 MB
File: 2019 Q4 Format:ZIP Size:16.44 MB
File: 2019 Q3 Format:ZIP Size:16.49 MB
File: 2019 Q2 Format:ZIP Size:16.01 MB
File: 2019 Q1 Format:ZIP Size:15.47 MB
File: 2018 Q4 Format:ZIP Size:16.05 MB
File: 2018 Q3 Format:ZIP Size:15.55 MB
File: 2018 Q2 Format:ZIP Size:15.39 MB
File: 2018 Q1 Format:ZIP Size:14.61 MB
File: 2017 Q4 Format:ZIP Size:14.73 MB
File: 2017 Q3 Format:ZIP Size:14.55 MB
File: 2017 Q2 Format:ZIP Size:14.53 MB
File: 2017 Q1 Format:ZIP Size:14.44 MB
File: 2016 Q4 Format:ZIP Size:14.66 MB
File: 2016 Q3 Format:ZIP Size:14.85 MB
File: 2016 Q2 Format:ZIP Size:14.92 MB
File: 2016 Q1 Format:ZIP Size:14.47 MB
File: 2015 Q4 Format:ZIP Size:13.04 MB
File: 2015 Q3 Format:ZIP Size:13.07 MB
File: 2015 Q2 Format:ZIP Size:12.57 MB
File: 2015 Q1 Format:ZIP Size:12.21 MB
File: 2014 Q4 Format:ZIP Size:12.81 MB
File: 2014 Q3 Format:ZIP Size:12.63 MB
File: 2014 Q2 Format:ZIP Size:12.44 MB
File: 2014 Q1 Format:ZIP Size:12.04 MB
File: 2013 Q4 Format:ZIP Size:11.91 MB
File: 2013 Q3 Format:ZIP Size:11.76 MB
File: 2013 Q2 Format:ZIP Size:11.73 MB
File: 2013 Q1 Format:ZIP Size:10.9 MB
File: 2012 Q4 Format:ZIP Size:11.21 MB
File: 2012 Q3 Format:ZIP Size:11.27 MB
File: 2012 Q2 Format:ZIP Size:11.69 MB
File: 2012 Q1 Format:ZIP Size:11.45 MB
Return to Top