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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18MayDowntime Scheduled for May 25, 2022 May 18th, 2022
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25AprS&P ESG data enables access to a deep range … April 25th, 2022
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New Data
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17MayNEW Estimize Institutional-Grade Earnings Estimates Data May 17th, 2022
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27AprNEW S&P ESG Data―Global ESG Scores and Trucost April 27th, 2022
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22OctNEW PitchBook data October 22nd, 2021