Skip to main content

Company Filings

SEC Emblem
U.S. Securities and
Exchange Commission
  • About
    • Careers
    • Commissioners
    • Contact
    • Reports and Publications
    • Securities Laws
    • What We Do
  • Divisions & Offices
    • Corporation Finance
    • Enforcement
    • Investment Management
    • Economic and Risk Analysis
    • Trading and Markets
    • Office of Administrative Law Judges
    • Examinations
    • Regional Offices
  • Enforcement
    • Litigation Releases
    • Administrative Proceedings
    • Opinions and Adjudicatory Orders
    • Accounting and Auditing
    • Trading Suspensions
    • How Investigations Work
    • Receiverships
    • Information for Harmed Investors
  • Regulation
    • Rulemaking Index
    • Proposed Rules
    • Final Rules
    • Interim Final Temporary Rules
    • Other Orders and Notices
    • Self-Regulatory Organizations
    • Staff Interpretations
  • Education
    • Investor Education
    • Glossaries
    • Small Business Capital Raising
  • Filings
    • EDGAR – Search & Access
    • EDGAR – Information for Filers
    • Company Filing Search
    • How to Search EDGAR
    • Forms List
    • About EDGAR
  • News
    • Press Releases
    • Speeches and Statements
    • Spotlight Topics
    • Upcoming Events
    • Webcasts
    • SEC in the News
    • SEC Videos
    • Media Gallery
  • U.S. Securities and Exchange Commission
    • Divisions & Offices
    • Enforcement
    • Regulation
    • Education
    • Filings
    • Newsroom
  • Newsroom
    • Press Releases
    • Testimony
  • RSS Feeds
    • Press Releases
    • Public Statements
    • Speeches
    • Testimony
  • Market Structure
  • Visualizations
  • Research
  • Downloads
  • MIDAS
  • Feedback
  • Market Structure
  • Visualizations
  • Research
  • Downloads
  • MIDAS
  • Feedback

Market Structure Analytics

Overview

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.

Data Visualizations

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.

Launch Visualization Tool

Example of a data visualization plot

Email Updates

Signup for news about this topic.


Research and Analysis

Read or download staff market structure research and analysis, including SEC staff Data Highlights and White Papers. Recent updates include:

  • Staff Report on Algorithmic Trading in U.S. Capital Markets
    White Paper (pdf, 860 kb), August 5, 2020
  • Study of Correlation Impact on Credit Default Swap Margin using a GARCH-DCC-copula Framework
    Research Note (pdf, 1 mb), November 13, 2019
  • Does the Tick Size Affect Stock Prices? Evidence from the Tick Size Pilot Announcement of the Test Groups and the Control Group
    White Paper (pdf, 239 kb), November 9, 2018
View more

Background

About MIDAS

  • Market structure research that can inform policy decisions
  • Forensic analysis of market events
  • Monitoring of market activities

Learn More About MIDAS

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

Modified: March 25, 2021

STAY CONNECTED
1 Twitter 2 Facebook 3RSS 4YouTube
6LinkedIn 8 Email Updates

About The SEC

  • Budget & Performance
  • Careers
  • Commission Votes
  • Contact
  • Contracts
  • Data Resources

Transparency

  • Accessibility & Disability
  • Diversity & Inclusion
  • FOIA
  • Inspector General
  • No FEAR Act & EEO Data
  • Ombudsman
  • Whistleblower Protection

Websites

  • Investor.gov
  • Related Sites
  • USA.gov

Site Information

  • Plain Writing
  • Privacy & Security
  • Site Map
Return to Top