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

February

EDGX_MarketMakerRegistrationsStatistics_201902.dat
EDGX_MMParticipationStatistics_201902.dat
EDGX_MKTQUALITYSTATS_201902.dat.gzip
EDGX_MKTANDLMTORDERDATA_201902.dat.gzip

January

EDGX_MarketMakerRegistrationsStatistics_201901.dat
EDGX_MMParticipationStatistics_201901.dat
EDGX_MKTQUALITYSTATS_201901.dat.gzip
EDGX_MKTANDLMTORDERDATA_201901.dat.gzip