Explore market metrics designed to shed light on the nature of the billions of quotes and trades that regularly occur across our equity exchanges. Create your own charts, compare and contrast data sets according to a variety of equity security characteristics, zoom to specific date periods, and view data distributions down to the level of one-millionth of a second.
The charts are interactive. To zoom, click on the chart and drag to select a time period. Once zoomed in, click and drag while holding "shift" to pan. Double-click to zoom out.
Explore the Data
ZOOM IN (click-drag)
PAN (shift-click-drag)
ZOOM OUT (double-click)
Market Activity Data Series
OVERVIEW
View summary data for stocks and ETPs including Trade to Order Volume, Cancel to Trade Ratio, Odd Lot Rate, Odd Lot Volume, Hidden Rate, and Hidden Volume.
