Market Structure
Metrics by Individual Security
January 2012 - March 2024
These datasets provide metrics for more than 4,800 securities. 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 Q1 | ZIP | 20.26 MB |
| 2023 Q4 | ZIP | 20.68 MB |
| 2023 Q3 | ZIP | 20.44 MB |
| 2023 Q2 | ZIP | 20.13 MB |
| 2023 Q1 | ZIP | 20.36 MB |
| 2022 Q4 | ZIP | 20.89 MB |
| 2022 Q3 | ZIP | 21.14 MB |
| 2022 Q2 | ZIP | 20.78 MB |
| 2022 Q1 | ZIP | 20.64 MB |
| 2021 Q4 | ZIP | 20.52 MB |
| 2021 Q3 | ZIP | 19.74 MB |
| 2021 Q2 | ZIP | 18.83 MB |
| 2021 Q1 | ZIP | 17.74 MB |
| 2020 Q4 | ZIP | 17.52 MB |
| 2020 Q3 | ZIP | 17.21 MB |
| 2020 Q2 | ZIP | 16.95 MB |
| 2020 Q1 | ZIP | 16.52 MB |
| 2019 Q4 | ZIP | 16.44 MB |
| 2019 Q3 | ZIP | 16.49 MB |
| 2019 Q2 | ZIP | 16.01 MB |
| 2019 Q1 | ZIP | 15.47 MB |
| 2018 Q4 | ZIP | 16.05 MB |
| 2018 Q3 | ZIP | 15.55 MB |
| 2018 Q2 | ZIP | 15.39 MB |
| 2018 Q1 | ZIP | 14.61 MB |
| 2017 Q4 | ZIP | 14.73 MB |
| 2017 Q3 | ZIP | 14.55 MB |
| 2017 Q2 | ZIP | 14.53 MB |
| 2017 Q1 | ZIP | 14.44 MB |
| 2016 Q4 | ZIP | 14.66 MB |
| 2016 Q3 | ZIP | 14.85 MB |
| 2016 Q2 | ZIP | 14.92 MB |
| 2016 Q1 | ZIP | 14.47 MB |
| 2015 Q4 | ZIP | 13.04 MB |
| 2015 Q3 | ZIP | 13.07 MB |
| 2015 Q2 | ZIP | 12.57 MB |
| 2015 Q1 | ZIP | 12.21 MB |
| 2014 Q4 | ZIP | 12.81 MB |
| 2014 Q3 | ZIP | 12.63 MB |
| 2014 Q2 | ZIP | 12.44 MB |
| 2014 Q1 | ZIP | 12.04 MB |
| 2013 Q4 | ZIP | 11.91 MB |
| 2013 Q3 | ZIP | 11.76 MB |
| 2013 Q2 | ZIP | 11.73 MB |
| 2013 Q1 | ZIP | 10.9 MB |
| 2012 Q4 | ZIP | 11.21 MB |
| 2012 Q3 | ZIP | 11.27 MB |
| 2012 Q2 | ZIP | 11.69 MB |
| 2012 Q1 | ZIP | 11.45 MB |
Last Reviewed or Updated: March 31, 2024