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Spreads and Depth by Individual Security
These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013.
Resources
3 resources available
-
Depth in Dollars by Individual Security, 2013
APPLICATION/ZIP -
Depth in Shares by Individual Security, 2013
APPLICATION/ZIP -
Spreads by Individual Security, 2013
APPLICATION/ZIP
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Complete Metadata
| @type | dcat:Dataset |
|---|---|
| accessLevel | public |
| bureauCode |
[ "449:00" ] |
| contactPoint |
{ "fn": "Open Data", "hasEmail": "mailto:opendata@sec.gov" } |
| description | These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013. |
| distribution |
[ { "@type": "dcat:Distribution", "title": "Depth in Dollars by Individual Security, 2013", "mediaType": "application/zip", "downloadURL": "https://www.sec.gov/files/tm/data/market-structure/spreads-and-depth-individual-security/depth_in_dollars_by_individual_security_2013.zip" }, { "@type": "dcat:Distribution", "title": "Depth in Shares by Individual Security, 2013", "mediaType": "application/zip", "downloadURL": "https://www.sec.gov/files/tm/data/market-structure/spreads-and-depth-individual-security/depth_in_shares_by_individual_security_2013_0.zip" }, { "@type": "dcat:Distribution", "title": "Spreads by Individual Security, 2013", "mediaType": "application/zip", "downloadURL": "https://www.sec.gov/files/tm/data/market-structure/spreads-and-depth-individual-security/spreads_by_individual_security_2013.zip" } ] |
| identifier | https://www.sec.gov/node/92646 |
| keyword |
[ "Data Sets", "SEC Markets and Data" ] |
| landingPage | https://www.sec.gov/data-research/sec-markets-data/spreads-depth-individual-security |
| license | http://www.usa.gov/publicdomain/label/1.0/ |
| modified | 2017-05-05T09:15:27Z |
| programCode |
[ "000:000" ] |
| publisher |
{ "name": "Trading and Markets", "subOrganizationOf": { "name": "U.S. Securities and Exchange Commission", "subOrganizationOf": { "name": "U.S. Government" } } } |
| temporal | 2013-01-01T18:46:53Z/2013-12-31T17:00:00Z |
| theme |
[ "Data-MarketStructure" ] |
| title | Spreads and Depth by Individual Security |
