this.myTicker cond Obs symbol permno date seqno time BBid BOfr price size ex cond corr Flag g127 1 ESSX 93230 20100901 2 9:25:28 4.23 6.09 . . . . . 2 ESSX 93230 20100901 3 9:30:00 4.23 5.20 . . . . . 3 ESSX 93230 20100901 4 9:59:19 4.76 5.20 . . . . . 4 ESSX 93230 20100901 5 10:01:30 4.76 5.20 5.20 100 Z 0 0 0 5 ESSX 93230 20100901 6 10:01:32 4.40 5.20 . . . . . 6 ESSX 93230 20100901 7 10:02:08 4.23 5.20 . . . . . 7 ESSX 93230 20100901 8 12:08:20 4.23 5.01 4.31 100 Q @F 0 0 0 8 ESSX 93230 20100901 10 12:08:20 4.23 5.01 4.31 100 Q @F 0 0 0 9 ESSX 93230 20100901 12 12:08:20 4.23 5.01 4.26 100 P @F 0 0 0 10 ESSX 93230 20100901 13 12:08:46 4.26 5.01 . . . . . trades cond trade Obs symbol permno date seqno time BBid BOfr price size ex cond corr Flag g127 Seqno 1 ESSX 93230 20100901 5 10:01:30 4.76 5.20 5.2000 100 Z 0 0 0 1 2 ESSX 93230 20100901 8 12:08:20 4.23 5.01 4.3100 100 Q @F 0 0 0 2 3 ESSX 93230 20100901 10 12:08:20 4.23 5.01 4.3100 100 Q @F 0 0 0 3 4 ESSX 93230 20100901 12 12:08:20 4.23 5.01 4.2600 100 P @F 0 0 0 4 5 ESSX 93230 20100901 14 12:11:20 4.26 5.01 4.8900 100 Q @F 0 0 0 5 6 ESSX 93230 20100901 15 12:11:24 4.28 5.01 4.9500 100 Q @F 0 0 0 6 7 ESSX 93230 20100901 17 12:11:28 4.26 5.01 4.9800 100 Q @F 0 0 0 7 8 ESSX 93230 20100901 23 12:13:32 5.01 5.20 5.0800 100 P 0 0 0 8 9 ESSX 93230 20100901 26 12:13:51 5.01 5.20 5.2000 100 P 0 0 0 9 10 ESSX 93230 20100901 27 12:13:51 5.01 5.20 5.2000 184 Z 0 0 0 10 11 ESSX 93230 20100901 37 12:23:42 4.49 5.20 5.0500 5000 K @F 0 0 0 11 12 ESSX 93230 20100901 38 12:23:42 4.49 5.20 5.0500 1600 K @F 0 0 0 12 13 ESSX 93230 20100901 61 13:00:32 4.30 5.20 5.2000 100 Q @F 0 0 0 13 14 ESSX 93230 20100901 77 14:27:26 4.44 5.20 4.8200 100 Q 0 0 0 14 15 ESSX 93230 20100901 78 14:27:26 4.44 5.20 4.8200 800 D 0 0 0 15 16 ESSX 93230 20100901 79 14:27:42 4.44 5.20 4.4500 200 D 0 0 0 16 17 ESSX 93230 20100901 80 14:27:42 4.44 5.20 5.2000 100 D 0 0 0 17 18 ESSX 93230 20100901 89 15:59:20 4.44 4.49 4.4900 100 Q 0 0 0 18 19 ESSX 93230 20100901 91 16:00:00 4.13 4.78 4.4900 100 Q M 0 0 0 19 20 ESSX 93230 20100901 92 16:00:00 4.13 4.78 4.4900 100 P M 0 0 0 20 21 ESSX 93230 20100902 6 9:30:00 4.25 6.00 4.8900 100 Q @O 0 0 0 21 22 ESSX 93230 20100902 13 9:37:53 4.25 4.89 4.8800 200 P 0 0 0 22 23 ESSX 93230 20100902 14 9:37:53 4.25 4.89 4.8900 100 P 0 0 0 23 24 ESSX 93230 20100902 15 9:37:53 4.25 4.89 4.8900 2130 P 0 0 0 24 25 ESSX 93230 20100902 16 9:38:01 4.25 4.89 4.8900 100 P 0 0 0 25 26 ESSX 93230 20100902 17 9:38:01 4.25 4.89 4.8900 2400 P 0 0 0 26 27 ESSX 93230 20100902 19 9:38:38 4.33 4.99 4.3300 100 K 0 0 0 27 28 ESSX 93230 20100902 21 9:39:18 4.25 4.99 4.9900 100 P 0 0 0 28 29 ESSX 93230 20100902 22 9:39:18 4.25 4.99 4.9900 891 P 0 0 0 29 30 ESSX 93230 20100902 31 10:20:30 4.22 4.97 4.9699 200 D 0 0 0 30 31 ESSX 93230 20100902 57 11:34:03 4.51 4.94 4.9300 100 Q 0 0 0 31 32 ESSX 93230 20100902 58 11:34:03 4.51 4.94 4.9400 100 K 0 0 0 32 33 ESSX 93230 20100902 59 11:34:03 4.51 4.94 4.9400 100 P 0 0 0 33 34 ESSX 93230 20100902 60 11:34:03 4.51 4.94 4.9400 300 P 0 0 0 34 35 ESSX 93230 20100902 61 11:34:03 4.51 4.94 4.9400 100 P 0 0 0 35 36 ESSX 93230 20100902 62 11:34:03 4.51 4.94 4.9400 198 P 0 0 0 36 37 ESSX 93230 20100902 63 11:34:03 4.51 4.94 4.9400 100 P @F 0 0 0 37 38 ESSX 93230 20100902 64 11:34:03 4.51 4.94 4.9400 100 P 0 0 0 38 39 ESSX 93230 20100902 65 11:34:03 4.51 4.94 4.9400 500 P 0 0 0 39 40 ESSX 93230 20100902 66 11:34:03 4.51 4.94 4.9400 100 P @F 0 0 0 40 41 ESSX 93230 20100902 67 11:34:03 4.51 4.94 4.9400 100 P 0 0 0 41 42 ESSX 93230 20100902 68 11:34:03 4.51 4.94 4.9400 100 P 0 0 0 42 43 ESSX 93230 20100902 69 11:34:03 4.51 4.94 4.9400 100 P 0 0 0 43 44 ESSX 93230 20100902 76 13:10:57 4.74 5.15 5.1400 100 Z @F 0 0 0 44 45 ESSX 93230 20100902 82 14:19:43 4.80 5.09 5.0000 1000 D 0 0 0 45 46 ESSX 93230 20100902 83 15:18:52 4.80 5.09 5.0000 5000 D 0 0 0 46 47 ESSX 93230 20100902 87 15:55:25 4.95 4.99 4.9501 100 D 0 0 0 47 48 ESSX 93230 20100902 88 15:55:30 4.90 4.99 4.9500 100 Q 0 0 0 48 49 ESSX 93230 20100902 89 15:55:30 4.90 4.99 4.9500 100 K 0 0 0 49 50 ESSX 93230 20100903 10 11:23:41 4.95 5.24 5.2400 100 Z @F 0 0 0 50 trades Stock Symbol=ESSX The FREQ Procedure Exchange on which the Trade occurred Cumulative Cumulative ex Frequency Percent Frequency Percent ------------------------------------------------------- B 7 0.41 7 0.41 C 16 0.93 23 1.34 D 270 15.74 293 17.08 J 5 0.29 298 17.38 K 220 12.83 518 30.20 P 536 31.25 1054 61.46 Q 556 32.42 1610 93.88 W 6 0.35 1616 94.23 Z 99 5.77 1715 100.00 Sale Condition Cumulative Cumulative cond Frequency Percent Frequency Percent --------------------------------------------------------- @F 548 77.18 548 77.18 @O 13 1.83 561 79.01 M 149 20.99 710 100.00 Frequency Missing = 1005 trades Stock Symbol=ESSX The UNIVARIATE Procedure Variable: size (Number of Shares Traded) Moments N 1715 Sum Weights 1715 Mean 423.630321 Sum Observations 726526 Std Deviation 1215.65278 Variance 1477811.67 Skewness 8.23133839 Kurtosis 95.2477945 Uncorrected SS 2840747652 Corrected SS 2532969210 Coeff Variation 286.960757 Std Error Mean 29.3546891 Basic Statistical Measures Location Variability Mean 423.6303 Std Deviation 1216 Median 100.0000 Variance 1477812 Mode 100.0000 Range 21735 Interquartile Range 100.00000 Tests for Location: Mu0=0 Test -Statistic- -----p Value------ Student's t t 14.43144 Pr > |t| <.0001 Sign M 857.5 Pr >= |M| <.0001 Signed Rank S 735735 Pr >= |S| <.0001 Quantiles (Definition 5) Quantile Estimate 100% Max 21737 99% 5307 95% 1900 90% 700 75% Q3 200 50% Median 100 25% Q1 100 10% 100 5% 100 1% 100 0% Min 2 Extreme Observations ---------------------Lowest--------------------- ---------------------Highest--------------------- Value date time ex cond Obs Value date time ex cond Obs 2 20101208 16:00:00 Q M 1441 12497 20101104 12:48:02 D 1040 4 20101029 16:00:00 Q M 846 12693 20101007 15:54:39 Q @F 586 4 20100930 16:00:00 Q M 449 12732 20100917 16:00:00 Q M 243 100 20101229 16:00:00 P M 1712 14546 20101130 15:26:08 P 1406 100 20101229 16:00:00 Q M 1711 21737 20101001 14:59:18 D 460