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Market Structure Data Downloads

Market Structure Data Downloads

 
The Securities and Exchange Commission provides data downloads that promote better understanding of our equity markets and equity market structure.  For more information, review current staff market structure research, explore interactive data visualization tools, or further the dialogue through public feedback.

Learn how the SEC uses MIDAS data to construct trade-to-order ratios, quote lifetime distributions, and other metrics:
  - Market Activity Methodology
  - Quote Life Methodology
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Title Category Last Updated
Metrics by Individual Security

Market Activity Data Series

Sept. 2014
Summary Metrics by Decile and Quartile

Market Activity Data Series

Aug. 2014
Metrics by Individual Security and Exchange

Market Activity Data Series

Aug. 2014
Summary Metrics by Exchange

Market Activity Data Series

Aug. 2014
Conditional Cancel and Trade Distributions

Quote Life Data Series

Aug. 2014
Hazards and Survivors by Time Period

Quote Life Data Series

Aug. 2014
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Last Updated

Last Updated: Sept. 2014

Title: Metrics by Individual Security

Category:

Market Activity Data Series

Last Updated: Aug. 2014

Title: Summary Metrics by Decile and Quartile

Category:

Market Activity Data Series

Last Updated: Aug. 2014

Title: Metrics by Individual Security and Exchange

Category:

Market Activity Data Series

Last Updated: Aug. 2014

Title: Summary Metrics by Exchange

Category:

Market Activity Data Series

Last Updated: Aug. 2014

Title: Conditional Cancel and Trade Distributions

Category:

Quote Life Data Series

Last Updated: Aug. 2014

Title: Hazards and Survivors by Time Period

Category:

Quote Life Data Series