MARKET STRUCTURE DATA VISUALIZATIONS
Chart Controls
Chart Colors
Select a light or dark color scheme for the chart and the controls.
Select Data Series
Quote Life
- Conditional Frequency
- Hazard and Survivor
Hazard, Survivor and Cumulative Distribution: Small Stocks Q3 2024
Trade Hazard Rate (trades/second), 0-1000 milliseconds
Trade Hazard Rate (trades/second), 1000-10000 milliseconds
Cancel Hazard Rate (cancellations/second), 0-1000 milliseconds
Cancel Hazard Rate (cancellations/second), 1000-10000 milliseconds
Trade Survivor, 0-30 minutes
Trade CDF, 0-30 minutes
Cancel Survivor, 0-6 minutes
Cancel CDF, 0-6 minutes
Select Chart:
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Trade Hazard Rate
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Cancel Hazard Rate
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Trade Survivor and CDF
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Cancel Survivor and CDF
For more information, view the quote life methodology or visit the data downloads page.
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