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:

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Title
Category
Last Updated
Title: Conditional Cancel and Trade Distributions
Category:

Quote Life Data Series

Last Updated:Feb. 2017
Title: Metrics by Individual Security
Category:

Market Activity Data Series

Last Updated:Feb. 2017
Title: Hazards and Survivors by Time Period
Category:

Quote Life Data Series

Last Updated:Feb. 2017
Title: Spreads and Depth by Individual Security
Category:

Market Activity Data Series

Last Updated:
Title: Summary Metrics by Decile and Quartile
Category:

Market Activity Data Series

Last Updated:
Title: Metrics by Individual Security and Exchange
Category:

Market Activity Data Series

Last Updated:
Title: Summary Metrics by Exchange
Category:

Market Activity Data Series

Last Updated:
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