The Plan to implement a Tick Size Pilot Program calls for the public release of data elements. Appendix B of the Plan requires the release of data containing daily market quality statistics, marketable orders, the number of market makers registered, and market maker profitability. In addition, Appendix C of the Plan requires the release of data on market maker profitability. These data combined with existing public sources, including the data on the Commission’s Market Quality Website, should facilitate the public study of the effect of increasing tick size on liquidity, execution quality for investors, volatility, market maker profitability, competition, and transparency. This web page contains links to sites hosted by the exchanges and FINRA where the public can download pilot data and also links to the lists of pilot stock and background information on the Tick Size Pilot Program and the pilot data.
FINRA, NYSE, and Nasdaq each publish a daily list of tick size pilot securities. FINRA’s daily publication is a comprehensive list of NYSE and Nasdaq securities on that particular day. Historical data is available for NYSE and Nasdaq only.
Modified: Sept. 28, 2017