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.

June

EDGX_MarketMakerRegistrationsStatistics_201706.dat
EDGX_MMParticipationStatistics_201706.dat
EDGX_MKTQUALITYSTATS_201706.dat.gzip
EDGX_MKTANDLMTORDERDATA_201706.dat.gzip

May

EDGX_MarketMakerRegistrationsStatistics_201705.dat
EDGX_MMParticipationStatistics_201705.dat
EDGX_MKTQUALITYSTATS_201705.dat.gzip
EDGX_MKTANDLMTORDERDATA_201705.dat.gzip

April

EDGX_MarketMakerRegistrationsStatistics_201704.dat
EDGX_MMParticipationStatistics_201704.dat
EDGX_MKTQUALITYSTATS_201704.dat.gzip
EDGX_MKTANDLMTORDERDATA_201704.dat.gzip

March

EDGX_MarketMakerRegistrationsStatistics_201703.dat
EDGX_MMParticipationStatistics_201703.dat
EDGX_MKTQUALITYSTATS_201703.dat.gzip
EDGX_MKTANDLMTORDERDATA_201703.dat.gzip

February

EDGX_MarketMakerRegistrationsStatistics_201702.dat
EDGX_MMParticipationStatistics_201702.dat
EDGX_MKTQUALITYSTATS_201702.dat.gzip
EDGX_MKTANDLMTORDERDATA_201702.dat.gzip

January

EDGX_MarketMakerRegistrationsStatistics_201701.dat
EDGX_MMParticipationStatistics_201701.dat
EDGX_MKTQUALITYSTATS_201701.dat.gzip
EDGX_MKTANDLMTORDERDATA_201701.dat.gzip