MARKET STRUCTURE DATA VISUALIZATIONS
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Select Data Series
Quote Life
- Conditional Frequency
- Hazard and Survivor
Conditional Frequency: Small ETPs Q1 2024
Trade Frequency
Cancel Frequency
1.77% of total trades
3.31% of total cancels
Trade Frequency
Cancel Frequency
7.72% of total trades
5.62% of total cancels
Trade Frequency
Cancel Frequency
10.82% of total trades
9.10% of total cancels
Trade Frequency
Cancel Frequency
13.75% of total trades
17.46% of total cancels
Trade Frequency
Cancel Frequency
18.90% of total trades
38.90% of total cancels
Trade Frequency
Cancel Frequency
36.26% of total trades
71.53% of total cancels
Trade Frequency
Cancel Frequency
68.32% of total trades
92.90% of total cancels
Trade Frequency
Cancel Frequency
88.63% of total trades
99.08% of total cancels
Trade Frequency
Cancel Frequency
100% of total trades
100% of total cancels
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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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