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:
An application of agent-based modeling to market structure policy: the case of the U.S. Tick Size Pilot Program and market maker profitability
White Paper (pdf, 1.9 mb)
December 26, 2017
"Limit Up-Limit Down" Pilot Plan and Extraordinary Transitory Volatility
White Paper (pdf, 1.1 mb)
December 21, 2017
The Effect of Amendment 10 of the "Limit Up-Limit Down" Pilot Plan
White Paper (pdf, 131 kb)
December 21, 2017
Bats Market Close: Off-Exchange Closing Volume and Price Discovery
Economic Analysis (pdf, 262 kb)
December 7, 2017
"Limit Up-Limit Down" Pilot Plan and Associated Events
White Paper (pdf, 1 mb)
March 16, 2017
- 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