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_MarketMakerRegistrationsStatistics_201712.datBZX_MMParticipationStatistics_201712.dat
BZX_MKTQUALITYSTATS_201712.dat.gzip
BZX_MKTANDLMTORDERDATA_201712.dat.gzip
November
BZX_MarketMakerRegistrationsStatistics_201711.datBZX_MMParticipationStatistics_201711.dat
BZX_MKTQUALITYSTATS_201711.dat.gzip
BZX_MKTANDLMTORDERDATA_201711.dat.gzip
October
BZX_MarketMakerRegistrationsStatistics_201710.datBZX_MMParticipationStatistics_201710.dat
BZX_MKTQUALITYSTATS_201710.dat.gzip
BZX_MKTANDLMTORDERDATA_201710.dat.gzip
September
BZX_MarketMakerRegistrationsStatistics_201709.datBZX_MMParticipationStatistics_201709.dat
BZX_MKTQUALITYSTATS_201709.dat.gzip
BZX_MKTANDLMTORDERDATA_201709.dat.gzip
August
BZX_MarketMakerRegistrationsStatistics_201708.datBZX_MMParticipationStatistics_201708.dat
BZX_MKTQUALITYSTATS_201708.dat.gzip
BZX_MKTANDLMTORDERDATA_201708.dat.gzip
July
BZX_MarketMakerRegistrationsStatistics_201707.datBZX_MMParticipationStatistics_201707.dat
BZX_MKTQUALITYSTATS_201707.dat.gzip
BZX_MKTANDLMTORDERDATA_201707.dat.gzip
June
BZX_MarketMakerRegistrationsStatistics_201706.datBZX_MMParticipationStatistics_201706.dat
BZX_MKTQUALITYSTATS_201706.dat.gzip
BZX_MKTANDLMTORDERDATA_201706.dat.gzip
May
BZX_MarketMakerRegistrationsStatistics_201705.datBZX_MMParticipationStatistics_201705.dat
BZX_MKTQUALITYSTATS_201705.dat.gzip
BZX_MKTANDLMTORDERDATA_201705.dat.gzip
April
BZX_MarketMakerRegistrationsStatistics_201704.datBZX_MMParticipationStatistics_201704.dat
BZX_MKTQUALITYSTATS_201704.dat.gzip
BZX_MKTANDLMTORDERDATA_201704.dat.gzip
March
BZX_MarketMakerRegistrationsStatistics_201703.datBZX_MMParticipationStatistics_201703.dat
BZX_MKTQUALITYSTATS_201703.dat.gzip
BZX_MKTANDLMTORDERDATA_201703.dat.gzip
February
BZX_MarketMakerRegistrationsStatistics_201702.datBZX_MMParticipationStatistics_201702.dat
BZX_MKTQUALITYSTATS_201702.dat.gzip
BZX_MKTANDLMTORDERDATA_201702.dat.gzip
January
BZX_MarketMakerRegistrationsStatistics_201701.datBZX_MMParticipationStatistics_201701.dat
BZX_MKTQUALITYSTATS_201701.dat.gzip
BZX_MKTANDLMTORDERDATA_201701.dat.gzip