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
-
12MayDowntime Scheduled for May 19, 2025 May 12th, 2025
-
12MayPlatform News: March/April 2025 May 12th, 2025
New Data
-
06MayNEW Candid Non-Profit data May 6th, 2025
-
10MarImportant Update: Refinitiv / Mergent / FTSE Russell Rebranded … March 10th, 2025