Esignal gives a free trial. Delayed historical data isn't that expensive. While I like the idea to look at distributions, a major component of strategy development is understanding what you can practically do. If all you have is daily data, I assume you have hi/low data too? Look at longer...
I literally look for none of that in a professional platform. How many professional traders do you believe use it?
The last thing a professional would use is a free commission platform that is selling their order flow.
All the revenue is from selling tests. Backed traders are more of an annoyance than anything else. Probably doing better with thin markets blowing people out.
30 is pretty generous. Many inside book levels are single digits to teens.
ATR was the metric you mentioned. Low in in Jan was ~24 for the 10 day. Up to 147 now.
If we take what you say as true and ADR is up 10 fold, we should still get 600 by that metric. Still a 80% reduction in size right? Still seems significant to me.
This really drives home how crazy it has gotten. 6000 within a handle of best bid/ask 4 years ago. ~132 last week. 98% reduction!
https://www.wsj.com/articles/thin-liquidity-in-stock-futures-raises-risk-of-more-wild-market-moves-11583365788
What does 5 million in trades really mean? From a decade ago. I did 1200 equity index futures sides today. What would that mean with that metric? I really don't understand what you are bragging about.