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:

  • EDGX_MKTANDLMTORDERDATA_201605 on 2/7/2019
  • EDGX_MarketMakerRegistrationsStatistics_201609 on 2/7/2019

December

EDGX_MKTQUALITYSTATS_201612.dat.gzip
EDGX_MKTANDLMTORDERDATA_201612.dat.gzip

November

EDGX_MKTQUALITYSTATS_201611.dat.gzip
EDGX_MKTANDLMTORDERDATA_201611.dat.gzip

October

EDGX_MKTQUALITYSTATS_201610.dat.gzip
EDGX_MKTANDLMTORDERDATA_201610.dat.gzip

September

EDGX_MKTQUALITYSTATS_201609.dat.gzip
EDGX_MKTANDLMTORDERDATA_201609.dat.gzip

August

EDGX_MKTQUALITYSTATS_201608.dat.gzip
EDGX_MKTANDLMTORDERDATA_201608.dat.gzip

July

EDGX_MMParticipationStatistics_201607.dat
EDGX_MKTQUALITYSTATS_201607.dat.gzip
EDGX_MKTANDLMTORDERDATA_201607.dat.gzip

June

EDGX_MMParticipationStatistics_201606.dat
EDGX_MKTQUALITYSTATS_201606.dat.gzip
EDGX_MKTANDLMTORDERDATA_201606.dat.gzip

May

EDGX_MMParticipationStatistics_201605.dat
EDGX_MKTQUALITYSTATS_201605.dat.gzip
EDGX_MKTANDLMTORDERDATA_201605.dat.gzip