Market Structure
Metrics by Individual Security and Exchange
January 2012 - June 2024
These datasets provide metrics for each individual security partitioned by exchange. Columns include: Ticker, Date, Security, McapRank, TurnRank, VolatilityRank, PriceRank, Cancels, Trades, LitTrades, OddLots, Hidden, TradesForHidden, OrderVol, TradeVol, LitVol, OddLotVol, HiddenVol, TradeVolForHidden.
Data Downloads
| File | Format | Size |
|---|---|---|
| 2024 Q2 | ZIP | 177.89 MB |
| 2024 Q1 | ZIP | 172.31 MB |
| 2023 Q4 | ZIP | 175.69 MB |
| 2023 Q3 | ZIP | 173.81 MB |
| 2023 Q2 | ZIP | 169.92 MB |
| 2023 Q1 | ZIP | 173.53 MB |
| 2022 Q4 | ZIP | 179.67 MB |
| 2022 Q3 | ZIP | 182.18 MB |
| 2022 Q2 | ZIP | 181.1 MB |
| 2022 Q1 | ZIP | 179.27 MB |
| 2021 Q4 | ZIP | 176.28 MB |
| 2021 Q3 | ZIP | 167.29 MB |
| 2021 Q2 | ZIP | 159.06 MB |
| 2021 Q1 | ZIP | 149.24 MB |
| 2020 Q4 | ZIP | 138.27 MB |
| 2020 Q3 | ZIP | 128.37 MB |
| 2020 Q2 | ZIP | 126.84 MB |
| 2020 Q1 | ZIP | 123.9 MB |
| 2019 Q4 | ZIP | 120.37 MB |
| 2019 Q3 | ZIP | 120.43 MB |
| 2019 Q2 | ZIP | 116.68 MB |
| 2019 Q1 | ZIP | 112.55 MB |
| 2018 Q4 | ZIP | 116.79 MB |
| 2018 Q3 | ZIP | 111.08 MB |
| 2018 Q2 | ZIP | 104.71 MB |
| 2018 Q1 | ZIP | 96.54 MB |
| 2017 Q4 | ZIP | 96.44 MB |
| 2017 Q3 | ZIP | 95.38 MB |
| 2017 Q2 | ZIP | 87.17 MB |
| 2017 Q1 | ZIP | 85.76 MB |
| 2016 Q4 | ZIP | 87.26 MB |
| 2016 Q3 | ZIP | 88.04 MB |
| 2016 Q2 | ZIP | 89.26 MB |
| 2016 Q1 | ZIP | 87.4 MB |
| 2015 Q4 | ZIP | 80.9 MB |
| 2015 Q3 | ZIP | 80.75 MB |
| 2015 Q2 | ZIP | 76.99 MB |
| 2015 Q1 | ZIP | 74.32 MB |
| 2014 Q4 | ZIP | 78.11 MB |
| 2014 Q3 | ZIP | 76.64 MB |
| 2014 Q2 | ZIP | 77.69 MB |
| 2014 Q1 | ZIP | 75.99 MB |
| 2013 Q4 | ZIP | 74.33 MB |
| 2013 Q3 | ZIP | 73.84 MB |
| 2013 Q2 | ZIP | 73.66 MB |
| 2013 Q1 | ZIP | 67.51 MB |
| 2012 Q4 | ZIP | 68.84 MB |
| 2012 Q3 | ZIP | 69.58 MB |
| 2012 Q2 | ZIP | 72.39 MB |
| 2012 Q1 | ZIP | 68.44 MB |
Last Reviewed or Updated: June 30, 2024