On May 2nd, the SEC’s Market Structure staff released updated metrics on its webpage. The SEC created the Market Structure webpage on sec.gov to promote better understanding of equity markets and equity market structure through the use of data and analytics.
SEC staff provided the following updated metrics:
Data series containing daily cancel-to-trade ratios, trade-order volumes, hidden rates, and odd-lot rate metrics for Q1 2023 are now available. This data extends the data series to 135 total months. The data series may now be viewed in the data visualization tool or downloaded in CSV format. The visualization for quote-life data now defaults to Q1 2023.
Interested parties may review current staff market structure research, download dozens of datasets to perform analyses, use interactive data visualization tools to explore various advanced market metrics generated by the SEC’s Market Information Data and Analytics System (MIDAS), and further the discussion through public feedback.
For more information concerning this update or the Market Structure webpage, send email inquiries to the SEC staff at firstname.lastname@example.org.