Market Activity Data Visualizations

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.

Market Activity Data Series

Data Visualizations	Description
	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.
	Metrics by Exchange Cancel-Trade Ratio Trade-Order Volume (%) Hidden Rate (%) Hidden Volume (%) Odd Lot Rate (%) Odd Lot Volume (%)
	Corporate Stocks Cancel-Trade Ratio Trade-Order Volume (%) Hidden Rate (%) Hidden Volume (%) Odd Lot Rate (%) Odd Lot Volume (%)
	Exchange Traded Products  Cancel-Trade Ratio Trade-Order Volume (%) Hidden Rate (%) Hidden Volume (%) Odd Lot Rate (%) Odd Lot Volume (%)

Quote Life Data Series

Data Visualizations	Description
	Conditional Frequency Large Stocks Large ETPs Mid Stocks Mid ETPs Small Stocks Small ETPs
	Hazard and Survivor Large Stocks Large ETPs Mid Stocks Mid ETPs Small Stocks Small ETPs