The Securities and Exchange Commission created this website to promote better understanding of our equity markets and equity market structure through the use of data and analytics.
Review current staff market structure research, use interactive data visualization tools to explore a variety of advanced market metrics produced from the Commission’s Market Information Data and Analytics System (MIDAS), download dozens of datasets to perform your own analyses, and further the dialogue through public feedback.
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Create your own charts, compare and contrast data sets according to a variety of equity security characteristics, zoom to specific date periods, and view data distributions down to the level of one-millionth of a second.
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Read or download staff market structure research and analysis, including SEC staff Data Highlights and White Papers. Recent updates include:
Order Book Reporting Methods and Their Impact on Some Market Activity Measures
Data Highlight 2014-03
March 20, 2014
Equity Market Speed Relative to Order Placement
Data Highlight 2014-02
March 20, 2014
High Frequency Trading
Literature Review (pdf, 275 kb)
March 18, 2014
Over-the-Counter Trading: Description of Non-Alternative Trading System OTC Trading in National Market System Stocks
White Paper (pdf, 588 kb)
- Market structure research that can inform policy decisions
- Forensic analysis of market events
- Monitoring of market activities
News, Speeches and Testimony
- SEC Launches Market Structure Data and Analysis Website
Press Release, Oct. 9, 2013
- Focusing on Fundamentals: The Path to Address Equity Market Structure
Chair Mary Jo White, Oct. 2, 2013
- Harnessing Tomorrow’s Technology for Today’s Investors and Markets
Chairman Elisse Walter, Feb. 19, 2013