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.datEDGA_MMParticipationStatistics_201612.dat
EDGA_MKTQUALITYSTATS_201612.dat.gzip
EDGA_MKTANDLMTORDERDATA_201612.dat.gzip
November
EDGA_MarketMakerRegistrationsStatistics_201611.datEDGA_MMParticipationStatistics_201611.dat
EDGA_MKTQUALITYSTATS_201611.dat.gzip
EDGA_MKTANDLMTORDERDATA_201611.dat.gzip
October
EDGA_MarketMakerRegistrationsStatistics_201610.datEDGA_MMParticipationStatistics_201610.dat
EDGA_MKTQUALITYSTATS_201610.dat.gzip
EDGA_MKTANDLMTORDERDATA_201610.dat.gzip
September
EDGA_MarketMakerRegistrationsStatistics_201609.datEDGA_MMParticipationStatistics_201609.dat
EDGA_MKTQUALITYSTATS_201609.dat.gzip
EDGA_MKTANDLMTORDERDATA_201609.dat.gzip
August
EDGA_MarketMakerRegistrationsStatistics_201608.datEDGA_MMParticipationStatistics_201608.dat
EDGA_MKTQUALITYSTATS_201608.dat.gzip
EDGA_MKTANDLMTORDERDATA_201608.dat.gzip
July
EDGA_MarketMakerRegistrationsStatistics_201607.datEDGA_MMParticipationStatistics_201607.dat
EDGA_MKTQUALITYSTATS_201607.dat.gzip
EDGA_MKTANDLMTORDERDATA_201607.dat.gzip
June
EDGA_MarketMakerRegistrationsStatistics_201606.datEDGA_MMParticipationStatistics_201606.dat
EDGA_MKTQUALITYSTATS_201606.dat.gzip
EDGA_MKTANDLMTORDERDATA_201606.dat.gzip
May
EDGA_MarketMakerRegistrationsStatistics_201605.datEDGA_MMParticipationStatistics_201605.dat
EDGA_MKTQUALITYSTATS_201605.dat.gzip
EDGA_MKTANDLMTORDERDATA_201605.dat.gzip
April
EDGA_MarketMakerRegistrationsStatistics_201604.datEDGA_MMParticipationStatistics_201604.dat
EDGA_MKTQUALITYSTATS_201604.dat.gzip
EDGA_MKTANDLMTORDERDATA_201604.dat.gzip