Description
These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013.
Resources
| Name | Format | Description | Link |
|---|---|---|---|
| Depth in Dollars by Individual Security, 2013 | ZIP | depth_in_dollars_by_individual_security_2013.zip | Open resource |
| Depth in Shares by Individual Security, 2013 | ZIP | depth_in_shares_by_individual_security_2013_0.zip | Open resource |
| Spreads by Individual Security, 2013 | ZIP | spreads_by_individual_security_2013.zip | Open resource |