SEC Staff is pleased to provide the following updates:
- Updated Metrics. Data series containing daily cancel-to-trade ratios, trade-order volumes, hidden rates, and odd-lot rate metrics for Q3 2020 are now available. This data extends to 105 total months the data series you can view in the data visualization tool as well as download in CSV format. The visualization for quote-life data now defaults to Q3 2020.
- New Exchanges. Members Exchange (MEMX) began trading on September 21 and Miami Pearl Equities Exchange (MIAX) began trading on September 29. Data from these exchanges are included in all of the website metrics and the User Download files.