How Stocks Actually Trade
Most tools show you price. This one shows you behavior— how orders are cancelled, how much trading happens on hidden (non-displayed) orders, how fragmented trading is into odd lots, and how algorithmic each security is. Built from the SEC's public MIDAS market-structure data set. Informational only — this is not a price forecast.
12,455
Securities Covered
5,944
Stocks
6,511
ETFs
2021 Q1–2026 Q2
Coverage
Algorithmic Intensity
How heavily a security is quoted by algorithms — measured from order cancellations and quoting volume, ranked against similar-size peers.
Institutional Footprint
How much trading happens against hidden (non-displayed) orders — a signal of quiet, worked institutional activity.
Retail Fragmentation
How much trading is split into odd lots (under 100 shares) — often elevated for high-priced, retail-heavy names.
Leaderboards · 2026 Q2 · stocks
Most Algorithmic
Highest algorithmic intensity
Most Institutional
Highest institutional footprint
Market Turbulence Calendar
Days in the latest quarter when an unusually large number of securities showed anomalous order-cancellation activity at once — a marker of market-wide quoting stress. Single-name spikes appear on each security's page.
Data is derived from the U.S. Securities and Exchange Commission's MIDAS market-structure research data ("Metrics by Individual Security"), which is public information. This is a data-visualization and educational tool describing historical trading behavior. It is not investment advice and is not a forecast of price or return. Metrics describe order-flow characteristics only.