MARKET STRUCTURE DATA VISUALIZATIONS
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Select Data Series
Quote Life
- Conditional Frequency
- Hazard and Survivor
Conditional Frequency: Mid Cap ETPs Q1 2024
Trade Frequency
Cancel Frequency
1.99% of total trades
5.24% of total cancels
Trade Frequency
Cancel Frequency
6.92% of total trades
14.39% of total cancels
Trade Frequency
Cancel Frequency
10.99% of total trades
22.06% of total cancels
Trade Frequency
Cancel Frequency
16.28% of total trades
34.32% of total cancels
Trade Frequency
Cancel Frequency
30.00% of total trades
57.82% of total cancels
Trade Frequency
Cancel Frequency
56.60% of total trades
80.74% of total cancels
Trade Frequency
Cancel Frequency
82.26% of total trades
94.60% of total cancels
Trade Frequency
Cancel Frequency
94.92% of total trades
99.23% of total cancels
Trade Frequency
Cancel Frequency
100% of total trades
100% of total cancels
Select Duration Range:
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100 microseconds
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1000 microseconds
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10 milliseconds
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100 milliseconds
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1000 milliseconds
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10 seconds
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100 seconds
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1000 seconds
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24000 seconds
For more information, view the quote life methodology or visit the data downloads page.
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