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Summary Metrics by Decile and Quartile
These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP metrics by quartile. The zip file contains 12 datasets, which provide time series data by security type (stock or ETP) and metric (Trade to Order Volume, Cancel to Trade Ratio, Odd Lot Rate, Odd Lot Volume, Hidden Rate, Hidden Volume).
Complete Metadata
| @type | Dataset |
|---|---|
| accessRestriction |
null
|
| accessRights | Public |
| contactPoint |
{ "fn": "Open Data @ SEC", "@type": "Kind", "hasEmail": "mailto:opendata@sec.gov" } |
| cuiRestriction |
null
|
| describedBy |
null
|
| description | These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP metrics by quartile. The zip file contains 12 datasets, which provide time series data by security type (stock or ETP) and metric (Trade to Order Volume, Cancel to Trade Ratio, Odd Lot Rate, Odd Lot Volume, Hidden Rate, Hidden Volume). |
| distribution |
[ { "@type": "dcat:Distribution", "title": "2012 Q1 - 2026 Q2", "mediaType": "application/zip", "downloadURL": "https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2026_q2.zip" } ] |
| identifier |
"24076"
|
| inventoried | 2021-12-16 |
| landingPage |
{ "@id": "https://www.sec.gov/data-research/sec-markets-data/marketstructuredata-decile-quartile", "@type": "Document", "title": "Summary Metrics by Decile and Quartile" } |
| license | https://www.usa.gov/government-copyright |
| modified | 2026-08-06T13:51:10Z |
| publisher |
{ "name": "U.S. Securities and Exchange Commission", "@type": "org:Organization", "subOrganizationOf": [ { "name": "U.S. Government" } ] } |
| rights |
[ "This data asset is an open government data asset. It is not exempt from disclosure under FOIA. It is eligible for disclosure in the Federal Data Catalog. It is subject to an open format. " ] |
| temporal |
[ { "@type": "PeriodOfTime", "endDate": "2026-06-30", "startDate": "2012-01-01" } ] |
| theme |
[ "Data-MarketStructure" ] |
| title | Summary Metrics by Decile and Quartile |
