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Metrics by Individual Security

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.