Market Structure
Spreads and Depth by Individual Security
January 2013 - December 2013
These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013. Each zip file contains one csv file for each trading day in 2013.
Data Downloads
| File | Format | Size |
|---|---|---|
| Depth in Shares by Individual Security, 2013 | ZIP | 595.2 MB |
| Depth in Dollars by Individual Security, 2013 | ZIP | 870.52 MB |
| Spreads by Individual Security, 2013 | ZIP | 33.17 MB |
Last Reviewed or Updated: Dec. 31, 2013