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Metrics by Individual Security

January 2012 - April 2017

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

File
Format
Size
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
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