WRDS SEC MIDAS (Market Information Data and Analytics System) contains Individual Security Metrics published by SEC MIDAS. It provides market trading metrics for over 8,000 securities (stocks and exchange-traded portfolios).
WRDS SEC MIDAS also contains proxies for daily Algorithm Trading (AT) and High Frequency Trading (HFT) activities. For example:
- Cancel-to-Trade ratio,
- Trade-to-Order ratio,
- Odd Lot Ratio.
Other daily trading summaries include:
- Total Trade Volume,
- Hidden Order Volume,
- Trades and Trading Volume against Hidden Orders,
- Hidden Rate, etc.
WRDS SEC MIDAS is free to access.
WRDS News
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29NovUniversity of Hamburg awarded the 2023 WRDS-SSRN Innovation Prize … November 29th, 2023
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17OctCBOE welcomes WRDS to the Trading Floor October 17th, 2023
Events
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06FebEFMD Conference for Deans and Directors General , Amsterdam
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15AprAACSB ICAM 2024 Atlanta, Georgia
New Data
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13NovInsiders Data by WRDS November 13th, 2023
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27SepNEW Revelio Labs Data September 27th, 2023