Metrics by Individual Security and Exchange
January 2012 - December 2023
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
Associated Data Distribution Table
|
File
|
Format
|
Size
|
|---|---|---|
| File: 2023 Q4 | Format:ZIP | Size:175.69 MB |
| File: 2023 Q3 | Format:ZIP | Size:173.81 MB |
| File: 2023 Q2 | Format:ZIP | Size:169.92 MB |
| File: 2023 Q1 | Format:ZIP | Size:173.53 MB |
| File: 2022 Q4 | Format:ZIP | Size:179.67 MB |
| File: 2022 Q3 | Format:ZIP | Size:182.18 MB |
| File: 2022 Q2 | Format:ZIP | Size:181.1 MB |
| File: 2022 Q1 | Format:ZIP | Size:179.27 MB |
| File: 2021 Q4 | Format:ZIP | Size:176.28 MB |
| File: 2021 Q3 | Format:ZIP | Size:167.29 MB |
| File: 2021 Q2 | Format:ZIP | Size:159.06 MB |
| File: 2021 Q1 | Format:ZIP | Size:149.24 MB |
| File: 2020 Q4 | Format:ZIP | Size:138.27 MB |
| File: 2020 Q3 | Format:ZIP | Size:128.37 MB |
| File: 2020 Q2 | Format:ZIP | Size:126.84 MB |
| File: 2020 Q1 | Format:ZIP | Size:123.9 MB |
| File: 2019 Q4 | Format:ZIP | Size:120.37 MB |
| File: 2019 Q3 | Format:ZIP | Size:120.43 MB |
| File: 2019 Q2 | Format:ZIP | Size:116.68 MB |
| File: 2019 Q1 | Format:ZIP | Size:112.55 MB |
| File: 2018 Q4 | Format:ZIP | Size:116.79 MB |
| File: 2018 Q3 | Format:ZIP | Size:111.08 MB |
| File: 2018 Q2 | Format:ZIP | Size:104.71 MB |
| File: 2018 Q1 | Format:ZIP | Size:96.54 MB |
| File: 2017 Q4 | Format:ZIP | Size:96.44 MB |
| File: 2017 Q3 | Format:ZIP | Size:95.38 MB |
| File: 2017 Q2 | Format:ZIP | Size:87.17 MB |
| File: 2017 Q1 | Format:ZIP | Size:85.76 MB |
| File: 2016 Q4 | Format:ZIP | Size:87.26 MB |
| File: 2016 Q3 | Format:ZIP | Size:88.04 MB |
| File: 2016 Q2 | Format:ZIP | Size:89.26 MB |
| File: 2016 Q1 | Format:ZIP | Size:87.4 MB |
| File: 2015 Q4 | Format:ZIP | Size:80.9 MB |
| File: 2015 Q3 | Format:ZIP | Size:80.75 MB |
| File: 2015 Q2 | Format:ZIP | Size:76.99 MB |
| File: 2015 Q1 | Format:ZIP | Size:74.32 MB |
| File: 2014 Q4 | Format:ZIP | Size:78.11 MB |
| File: 2014 Q3 | Format:ZIP | Size:76.64 MB |
| File: 2014 Q2 | Format:ZIP | Size:77.69 MB |
| File: 2014 Q1 | Format:ZIP | Size:75.99 MB |
| File: 2013 Q4 | Format:ZIP | Size:74.33 MB |
| File: 2013 Q3 | Format:ZIP | Size:73.84 MB |
| File: 2013 Q2 | Format:ZIP | Size:73.66 MB |
| File: 2013 Q1 | Format:ZIP | Size:67.51 MB |
| File: 2012 Q4 | Format:ZIP | Size:68.84 MB |
| File: 2012 Q3 | Format:ZIP | Size:69.58 MB |
| File: 2012 Q2 | Format:ZIP | Size:72.39 MB |
| File: 2012 Q1 | Format:ZIP | Size:68.44 MB |
Modified: Dec. 31, 2023