Spreads and Depth by Individual Security

Description

These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013.

Resources

Name Format Description Link
57 depth_in_dollars_by_individual_security_2013.zip https://www.sec.gov/files/tm/data/market-structure/spreads-and-depth-individual-security/depth_in_dollars_by_individual_security_2013.zip
57 spreads_by_individual_security_2013.zip https://www.sec.gov/files/tm/data/market-structure/spreads-and-depth-individual-security/spreads_by_individual_security_2013.zip
57 depth_in_shares_by_individual_security_2013_0.zip https://www.sec.gov/files/tm/data/market-structure/spreads-and-depth-individual-security/depth_in_shares_by_individual_security_2013_0.zip

Tags

  • data-sets
  • sec-markets-and-data

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