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

BZX_MKTQUALITYSTATS_201712.dat.gzip
BZX_MKTANDLMTORDERDATA_201712.dat.gzip

November

BZX_MKTQUALITYSTATS_201711.dat.gzip
BZX_MKTANDLMTORDERDATA_201711.dat.gzip

October

BZX_MKTQUALITYSTATS_201710.dat.gzip
BZX_MKTANDLMTORDERDATA_201710.dat.gzip

September

BZX_MKTQUALITYSTATS_201709.dat.gzip
BZX_MKTANDLMTORDERDATA_201709.dat.gzip

August

BZX_MKTQUALITYSTATS_201708.dat.gzip
BZX_MKTANDLMTORDERDATA_201708.dat.gzip

July

BZX_MKTQUALITYSTATS_201707.dat.gzip
BZX_MKTANDLMTORDERDATA_201707.dat.gzip

June

BZX_MKTQUALITYSTATS_201706.dat.gzip
BZX_MKTANDLMTORDERDATA_201706.dat.gzip

May

BZX_MKTQUALITYSTATS_201705.dat.gzip
BZX_MKTANDLMTORDERDATA_201705.dat.gzip

April

BZX_MKTQUALITYSTATS_201704.dat.gzip
BZX_MKTANDLMTORDERDATA_201704.dat.gzip

March

BZX_MKTQUALITYSTATS_201703.dat.gzip
BZX_MKTANDLMTORDERDATA_201703.dat.gzip

February

BZX_MKTQUALITYSTATS_201702.dat.gzip
BZX_MKTANDLMTORDERDATA_201702.dat.gzip

January

BZX_MKTQUALITYSTATS_201701.dat.gzip
BZX_MKTANDLMTORDERDATA_201701.dat.gzip