Hidden & Cancelled Trade Metrics
Pricing is based on a single data set containing daily order exchange metrics by security for the latest quarter.
The SEC Individual Security Metrics dataset provides metrics for more than 4,800 securities across all exchanges. The data set can be merged with SEC Reporting Analytics main fundamental financials data set for enhanced stock price correlation research & analysis. The information can be also be used in and of itself to calculate various metrics to provide further insights into specific security market activity. For instance, investors wishing to hide large-size orders can do use by applying the "Hidden" attribute to a large volume order to completely hide the submitted quantity from the market. The Hidden order type is a simple solution to maintaining anonymity in the market when trying to buy or sell large amounts of stocks, options, bonds, warrants, futures or futures options. Odd lot trades are trade orders made by investors that include less than 100 shares in the transaction or are not a multiple of 100. These trade orders generally encompass individual investors that the theory believes are less educated and influential in the market overall. Round lots are the opposite of odd lots. See data dictionary and 'Read Me' tab for detailed file structure definitions and SEC data tabulation disclosures.
Table Field Names:
Example Uses Cases:
- Cancel-to-Trade = Cancels/LitTrades
- Trade-to-Order-Volume = 100*LitVol/OrderVol
- Hidden Rate = 100*Hidden/TradesForHidden
- Oddlot Rate=100*OddLots/TradesForOddLots
- Oddlot Volume=100*OddLotVol/TradeVolForOddLots
- & more!
General disclaimer and copyright
SEC Reporting Analytics LLC has no affiliation with the US Securities Exchange Commission or any of the companies included in the data set. The information prepared and issued by SEC Reporting Analytics LLC and parent companies is a matter of opinion. SEC Reporting Analytics LLC and parent companies standard fees are based on USD $ currency and are per user, per reporting quarter requested, for the gathering, storing, processing, and broad dissemination of publicly available SEC published financial statement data sets. Standard fee pricing, terms, and fee structure available online maybe changed by SEC Reporting Analytics LLC in the future and maybe negotiated differently based on a specific clients' needs. Fees are paid upfront in cash without recourse. SEC Reporting Analytics LLC and parent companies may seek additional fees for the provision ad-hoc services for the client but does not get remunerated for any investment banking services. We never take payment in stock, options or warrants for any of our services.
Accuracy of content: All information used in the publication of SEC Reporting Analytics LLC database has been compiled from publicly available sources that are believed to be reliable, however we do not guarantee the accuracy or completeness of this report and have not sought for this information to be independently verified. Clients must independently verify accuracy of financial calculations and information provided against actual SEC Edgar filings downloaded directly from https://www.sec.gov/edgar.shtml prior to making any investment decisions . Opinions contained in this report represent those of the research department of SEC Reporting Analytics LLC and parent companies at the time of publication. Forward-looking information or statements in this report contain information that is based on assumptions, forecasts of future results, estimates of amounts not yet determinable, and therefore involve known and unknown risks, uncertainties and other factors which may cause the actual results, performance or achievements of their subject matter to be materially different from current expectations.
Issue Identification & Resolution : SEC Reporting Analytics LLC proprietary data transformations and ETL processes are subject to issues that may require process and script enhancements and/or corrections required due to underlying source data or calculation issues. Should there be any issues with the data, information, or underlying calculations provided by SEC Reporting Analytics LLC, users and affected parties must notify support by emailing firstname.lastname@example.org. A member of the support team will work with you to understand the issue and provide a timeline and plan for resolution.
Exclusion of Liability: To the fullest extent allowed by law, SEC Reporting Analytics LLC and parent companies shall not be liable for any direct, indirect or consequential losses, loss of profits, damages, costs or expenses incurred or suffered by you arising out or in connection with the access to, use of or reliance on any information contained on this note.
No personalized advice: The information that we provide should not be construed in any manner whatsoever as, personalized advice. Also, the information provided by us should not be construed by any subscriber or prospective subscriber as SEC Reporting Analytics LLC and parent companies ’s solicitation to effect, or attempt to effect, any transaction in a security. The securities described in the report may not be eligible for sale in all jurisdictions or to certain categories of investors. Investment in securities mentioned: SEC Reporting Analytics LLC and parent companies has a restrictive policy relating to personal dealing and conflicts of interest. SEC Reporting Analytics LLC and parent companies does not conduct any investment business and, accordingly, does not itself hold any positions in the securities mentioned in this report. However, the respective directors, officers, employees and contractors of SEC Reporting Analytics LLC and parent companies may have a position in any or related securities mentioned in this report, subject to SEC Reporting Analytics LLC and parent companies ’s policies on personal dealing and conflicts of interest.
Copyright: Copyright 2016-2021 SEC Reporting Analytics LLC and parent companies (SEC Reporting Analytics LLC and parent companies). All rights reserved.
Intellectual Property Rights: Intellectual property rights are owned by SEC Reporting Analytics LLC. The structure, organization and code of the SEC Reporting Analytics LLC software platform are the valuable trade secrets and confidential information of SEC Reporting Analytics LLC. You may not copy the software. Any copies that you are permitted to make pursuant to this Agreement must contain the same copyright and other proprietary notices as noted here. You also agree not to reverse engineer, decompile, disassemble or otherwise attempt to discover the source code in attempts to compete with or circumvent SEC Reporting Analytics LLC.
United States & Worldwide Users
The Investment Research is information database distributed in the United States and worldwide by SEC Reporting Analytics LLC and parent companies. SEC Reporting Analytics LLC and parent companies is not an investment adviser. As such, SEC Reporting Analytics LLC and parent companies does not offer or provide investment advice and the information provided is for informational purposes only. No mention of a particular security in the database or resulting reports constitute a recommendation to buy, sell or hold that or any security, or that any particular security, portfolio of securities, transaction or investment strategy is suitable for any specific person.