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
December
EDGA_MarketMakerRegistrationsStatistics_201812.datEDGA_MMParticipationStatistics_201812.dat
EDGA_MKTQUALITYSTATS_201812.dat.gzip
EDGA_MKTANDLMTORDERDATA_201812.dat.gzip
November
EDGA_MarketMakerRegistrationsStatistics_201811.datEDGA_MMParticipationStatistics_201811.dat
EDGA_MKTQUALITYSTATS_201811.dat.gzip
EDGA_MKTANDLMTORDERDATA_201811.dat.gzip
October
EDGA_MarketMakerRegistrationsStatistics_201810.datEDGA_MMParticipationStatistics_201810.dat
EDGA_MKTQUALITYSTATS_201810.dat.gzip
EDGA_MKTANDLMTORDERDATA_201810.dat.gzip
September
EDGA_MarketMakerRegistrationsStatistics_201809.datEDGA_MMParticipationStatistics_201809.dat
EDGA_MKTQUALITYSTATS_201809.dat.gzip
EDGA_MKTANDLMTORDERDATA_201809.dat.gzip
August
EDGA_MarketMakerRegistrationsStatistics_201808.datEDGA_MMParticipationStatistics_201808.dat
EDGA_MKTQUALITYSTATS_201808.dat.gzip
EDGA_MKTANDLMTORDERDATA_201808.dat.gzip
July
EDGA_MarketMakerRegistrationsStatistics_201807.datEDGA_MMParticipationStatistics_201807.dat
EDGA_MKTQUALITYSTATS_201807.dat.gzip
EDGA_MKTANDLMTORDERDATA_201807.dat.gzip
June
EDGA_MarketMakerRegistrationsStatistics_201806.datEDGA_MMParticipationStatistics_201806.dat
EDGA_MKTQUALITYSTATS_201806.dat.gzip
EDGA_MKTANDLMTORDERDATA_201806.dat.gzip
May
EDGA_MarketMakerRegistrationsStatistics_201805.datEDGA_MMParticipationStatistics_201805.dat
EDGA_MKTQUALITYSTATS_201805.dat.gzip
EDGA_MKTANDLMTORDERDATA_201805.dat.gzip
April
EDGA_MarketMakerRegistrationsStatistics_201804.datEDGA_MMParticipationStatistics_201804.dat
EDGA_MKTQUALITYSTATS_201804.dat.gzip
EDGA_MKTANDLMTORDERDATA_201804.dat.gzip
March
EDGA_MarketMakerRegistrationsStatistics_201803.datEDGA_MMParticipationStatistics_201803.dat
EDGA_MKTQUALITYSTATS_201803.dat.gzip
EDGA_MKTANDLMTORDERDATA_201803.dat.gzip
February
EDGA_MarketMakerRegistrationsStatistics_201802.datEDGA_MMParticipationStatistics_201802.dat
EDGA_MKTQUALITYSTATS_201802.dat.gzip
EDGA_MKTANDLMTORDERDATA_201802.dat.gzip
January
EDGA_MarketMakerRegistrationsStatistics_201801.datEDGA_MMParticipationStatistics_201801.dat
EDGA_MKTQUALITYSTATS_201801.dat.gzip
EDGA_MKTANDLMTORDERDATA_201801.dat.gzip