Tick Size Pilot Program Data Collection Reports

Each month, the Exchanges publish data reports pursuant to Appendix B of the Tick Size Pilot Program. Please refer to the Tick Size Pilot Program Appendix B and C Reporting Requirements for details regarding the report format.

Please see the following notice regarding how each Participant calculated the B.II.q statistic.

The Exchanges utilize proprietary market data feeds as well as the Securities Information Processors (SIP) to determine the national best bid and offer (NBBO) for the applicable data fields. Additionally, the Exchanges utilize the alternate approach for determining NBBO validity as set forth in FAQ 12.4 of the Tick Size Pilot Program Appendix B and C Statistics Frequently Asked Questions.

Assessment of the Plan to Implement a Tick Size Pilot Program

July

EDGA_MarketMakerRegistrationsStatistics_201807.dat
EDGA_MMParticipationStatistics_201807.dat
EDGA_MKTQUALITYSTATS_201807.dat.gzip
EDGA_MKTANDLMTORDERDATA_201807.dat.gzip

June

EDGA_MarketMakerRegistrationsStatistics_201806.dat
EDGA_MMParticipationStatistics_201806.dat
EDGA_MKTQUALITYSTATS_201806.dat.gzip
EDGA_MKTANDLMTORDERDATA_201806.dat.gzip

May

EDGA_MarketMakerRegistrationsStatistics_201805.dat
EDGA_MMParticipationStatistics_201805.dat
EDGA_MKTQUALITYSTATS_201805.dat.gzip
EDGA_MKTANDLMTORDERDATA_201805.dat.gzip

April

EDGA_MarketMakerRegistrationsStatistics_201804.dat
EDGA_MMParticipationStatistics_201804.dat
EDGA_MKTQUALITYSTATS_201804.dat.gzip
EDGA_MKTANDLMTORDERDATA_201804.dat.gzip

March

EDGA_MarketMakerRegistrationsStatistics_201803.dat
EDGA_MMParticipationStatistics_201803.dat
EDGA_MKTQUALITYSTATS_201803.dat.gzip
EDGA_MKTANDLMTORDERDATA_201803.dat.gzip

February

EDGA_MarketMakerRegistrationsStatistics_201802.dat
EDGA_MMParticipationStatistics_201802.dat
EDGA_MKTQUALITYSTATS_201802.dat.gzip
EDGA_MKTANDLMTORDERDATA_201802.dat.gzip

January

EDGA_MarketMakerRegistrationsStatistics_201801.dat
EDGA_MMParticipationStatistics_201801.dat
EDGA_MKTQUALITYSTATS_201801.dat.gzip
EDGA_MKTANDLMTORDERDATA_201801.dat.gzip