month,variable,mean,sd,p1,p5,p50,p95,p99,n
1992-06,Minute log return (bps),-0.16869157793367534,255.03623372524396,-145.9879942115272,-66.00684031351722,0.0,63.89798098771049,145.28100562909873,1374563
1992-06,High--low log range (bps),12.56660541949951,230.2546299647023,0.0,0.0,0.0,63.09169193265074,155.84731016698328,1385486
1992-06,Dollar volume per bar (\$000),140.01426477108106,824.0847463203936,1.8625,3.0625,31.325,579.15,1561.875,1385486
1992-06,Valid RTH bars per stock-day,126.84116085324544,79.58440704167552,19.0,35.0,107.0,303.0,369.0,10923
2009-06,Minute log return (bps),-0.15732246069357717,1172.8379054296804,-38.29954892298648,-19.512201312621436,0.0,19.17546129271752,37.46726001608636,4190657
2009-06,High--low log range (bps),28.67273882377612,945.1261600180793,0.0,0.0,9.492169673319673,36.036075032988,65.47037721460481,4201656
2009-06,Dollar volume per bar (\$000),886.2164056876632,19849.90883537571,9.212,28.840140000000005,285.17731000000003,2807.63847,8382.52479,4201656
2009-06,Valid RTH bars per stock-day,382.00345485953267,31.55549133421662,270.0,357.0,389.0,390.0,390.0,10999
2025-12,Minute log return (bps),-0.021102793829836746,10.72459558774486,-32.150392476437695,-14.118098309925387,0.0,14.018441935546022,31.783347421825425,3904759
2025-12,High--low log range (bps),8.334723548365133,12.25380297141212,0.0,0.0,4.664179189033391,28.94183509507542,57.63704716749807,3915747
2025-12,Dollar volume per bar (\$000),2833.5673557518085,13640.571081267099,58.49699999999999,142.60946,846.1294200000001,8849.932895,37017.917,3915747
2025-12,Valid RTH bars per stock-day,356.3657626501638,53.42180825082516,166.0,223.0,383.0,390.0,390.0,10988