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.

September

EDGA_MarketMakerRegistrationsStatistics_201709.dat
EDGA_MMParticipationStatistics_201709.dat
EDGA_MKTQUALITYSTATS_201709.dat.gzip
EDGA_MKTANDLMTORDERDATA_201709.dat.gzip

August

EDGA_MarketMakerRegistrationsStatistics_201708.dat
EDGA_MMParticipationStatistics_201708.dat
EDGA_MKTQUALITYSTATS_201708.dat.gzip
EDGA_MKTANDLMTORDERDATA_201708.dat.gzip

July

EDGA_MarketMakerRegistrationsStatistics_201707.dat
EDGA_MMParticipationStatistics_201707.dat
EDGA_MKTQUALITYSTATS_201707.dat.gzip
EDGA_MKTANDLMTORDERDATA_201707.dat.gzip

June

EDGA_MarketMakerRegistrationsStatistics_201706.dat
EDGA_MMParticipationStatistics_201706.dat
EDGA_MKTQUALITYSTATS_201706.dat.gzip
EDGA_MKTANDLMTORDERDATA_201706.dat.gzip

May

EDGA_MarketMakerRegistrationsStatistics_201705.dat
EDGA_MMParticipationStatistics_201705.dat
EDGA_MKTQUALITYSTATS_201705.dat.gzip
EDGA_MKTANDLMTORDERDATA_201705.dat.gzip

April

EDGA_MarketMakerRegistrationsStatistics_201704.dat
EDGA_MMParticipationStatistics_201704.dat
EDGA_MKTQUALITYSTATS_201704.dat.gzip
EDGA_MKTANDLMTORDERDATA_201704.dat.gzip

March

EDGA_MarketMakerRegistrationsStatistics_201703.dat
EDGA_MMParticipationStatistics_201703.dat
EDGA_MKTQUALITYSTATS_201703.dat.gzip
EDGA_MKTANDLMTORDERDATA_201703.dat.gzip

February

EDGA_MarketMakerRegistrationsStatistics_201702.dat
EDGA_MMParticipationStatistics_201702.dat
EDGA_MKTQUALITYSTATS_201702.dat.gzip
EDGA_MKTANDLMTORDERDATA_201702.dat.gzip

January

EDGA_MarketMakerRegistrationsStatistics_201701.dat
EDGA_MMParticipationStatistics_201701.dat
EDGA_MKTQUALITYSTATS_201701.dat.gzip
EDGA_MKTANDLMTORDERDATA_201701.dat.gzip