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
|
Format
|
Size
|
|---|---|---|
| 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 |
Modified: Sept. 30, 2023