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

The following files were updated and republished:

  • EDGA_MKTANDLMTORDERDATA_201606 on 2/7/2019
  • EDGA_MarketMakerRegistrationsStatistics_201609 on 2/7/2019

December

EDGA_MarketMakerRegistrationsStatistics_201612.dat
EDGA_MMParticipationStatistics_201612.dat
EDGA_MKTQUALITYSTATS_201612.dat.gzip
EDGA_MKTANDLMTORDERDATA_201612.dat.gzip

November

EDGA_MarketMakerRegistrationsStatistics_201611.dat
EDGA_MMParticipationStatistics_201611.dat
EDGA_MKTQUALITYSTATS_201611.dat.gzip
EDGA_MKTANDLMTORDERDATA_201611.dat.gzip

October

EDGA_MarketMakerRegistrationsStatistics_201610.dat
EDGA_MMParticipationStatistics_201610.dat
EDGA_MKTQUALITYSTATS_201610.dat.gzip
EDGA_MKTANDLMTORDERDATA_201610.dat.gzip

September

EDGA_MarketMakerRegistrationsStatistics_201609.dat
EDGA_MMParticipationStatistics_201609.dat
EDGA_MKTQUALITYSTATS_201609.dat.gzip
EDGA_MKTANDLMTORDERDATA_201609.dat.gzip

August

EDGA_MarketMakerRegistrationsStatistics_201608.dat
EDGA_MMParticipationStatistics_201608.dat
EDGA_MKTQUALITYSTATS_201608.dat.gzip
EDGA_MKTANDLMTORDERDATA_201608.dat.gzip

July

EDGA_MarketMakerRegistrationsStatistics_201607.dat
EDGA_MMParticipationStatistics_201607.dat
EDGA_MKTQUALITYSTATS_201607.dat.gzip
EDGA_MKTANDLMTORDERDATA_201607.dat.gzip

June

EDGA_MarketMakerRegistrationsStatistics_201606.dat
EDGA_MMParticipationStatistics_201606.dat
EDGA_MKTQUALITYSTATS_201606.dat.gzip
EDGA_MKTANDLMTORDERDATA_201606.dat.gzip

May

EDGA_MarketMakerRegistrationsStatistics_201605.dat
EDGA_MMParticipationStatistics_201605.dat
EDGA_MKTQUALITYSTATS_201605.dat.gzip
EDGA_MKTANDLMTORDERDATA_201605.dat.gzip

April

EDGA_MarketMakerRegistrationsStatistics_201604.dat
EDGA_MMParticipationStatistics_201604.dat
EDGA_MKTQUALITYSTATS_201604.dat.gzip
EDGA_MKTANDLMTORDERDATA_201604.dat.gzip