Data

Equity Related Analytics

Equity trading related statistics based on daily and historic market data.

  • Historical Intra-day Vol, Vola and Spread Dist for Regular Days (30 min) Historical Intra-day Vol, Vola and Spread Dist for Regular Days (30 min) Historical Intra-day Vol, Vola and Spread Dist for Regular Days (30 min) Historical Intra-day Vol, Vola and Spread Dist for Regular Days (30 min)
  • The historical intraday volume, volatility and spread distributions for regular days provide guidance of the average intraday patterns for these statistics.

  • Intraday Statistics - 5 min Intraday Statistics - 5 min Intraday Statistics - 5 min Intraday Statistics - 5 min
  • The 5min intraday statistics provide a summary of important price, volatility, liquidity and other measures for each 5min interval of a particular day.

  • Stock-Specific Historical Intraday Volume Distributions (MOO, MOC) for Regular Days Stock-Specific Historical Intraday Volume Distributions (MOO, MOC) for Regular Days Stock-Specific Historical Intraday Volume Distributions (MOO, MOC) for Regular Days Stock-Specific Historical Intraday Volume Distributions (MOO, MOC) for Regular Days
  • The stock-specific historical intraday volume distributions for regular days indicate how many shares (as a percentage of total daily volume) are typically traded in each 15-minute interval of a trading day.