Overview
Price, volume & spread
Drawdown
Return distribution
Microstructure
Order-flow imbalance
Book depth & imbalance
Return autocorrelation
Large trades & market impact
Liquidity & activity
Volume at price
Bid-ask spread (bps)
Tick inter-arrival
Activity by hour (UTC)
Rolling volatility
Data
Latest ticks
Instrument coverage
Calendar
Data calendar
Every day in the current window, sized by tick count. Click a day to see its detail.