{"id":34660,"date":"2025-07-11T14:27:24","date_gmt":"2025-07-11T12:27:24","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/hft-proxy-order-to-cancellation-ratio\/"},"modified":"2025-07-11T14:27:24","modified_gmt":"2025-07-11T12:27:24","slug":"hft-proxy-order-to-cancellation-ratio","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/hft-proxy-order-to-cancellation-ratio\/","title":{"rendered":"HFT Proxy &#8211; Order To Cancellation Ratio"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p>Hey guys I\u2019m working on my dissertation and i need a proxy for the presence of HFT Activity.<\/p>\n<p>My limited research has lead me to believe Order to trade Cancellation ratios and they are my best bet.<\/p>\n<p>I have access to Refinitive and S&amp;P CapIQ Pro. Any idea how i could find it on there. Or what i could search for?<\/p>\n<p>I am open to any new proxy suggestions as well.<\/p>\n<p>Also if i had access to Bloomberg would it help in any way?<\/p>\n<p>Any other dataset i could request for that a university might realistically have that might have the data?<\/p>\n<p>Thanks in advance for your help and guidance.<\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/Goldmine-Ghost\"> \/u\/Goldmine-Ghost <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1lx4zbv\/hft_proxy_order_to_cancellation_ratio\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1lx4zbv\/hft_proxy_order_to_cancellation_ratio\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-34660 jlk' href='javascript:void(0)' data-task='like' data-post_id='34660' data-nonce='614a020375' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-34660 lc'>0<\/span><\/a><\/div><\/div> <div class='status-34660 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>Hey guys I\u2019m working on my dissertation and i need a proxy for the presence of HFT&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[85],"tags":[],"class_list":["post-34660","post","type-post","status-publish","format-standard","hentry","category-datatards","wpcat-85-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/34660","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=34660"}],"version-history":[{"count":0,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/34660\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=34660"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=34660"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=34660"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}