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Market Structure Resources

Here are some Market Structure Resources that we find helpful and interesting:

Market Structure

  • SEC Market Structure Website
  • FINRA OTC/ATS Data
  • Consolidated Tape Association | Options Price Reporting Authority 
  • SEC Filings on Federal Register
  • IEX Trading Data and Statistics
  • Aequitas Activity Reports and Statistics
  • BATS Market Volume Summary
  • Canadian Market Volume from IIROC
  • CAT NMS Plan
  • Zak's Market Fails & Computational Gibberish Blog

Best Execution

  • SEC Guidance on Best Execution and Compliance
  • FINRA Guidance on Best Execution (Nov 2015)
  • FINRA Rule 5310
  • SEC Information on Best Execution for Investment Advisors
  • SIFMA, ICI and MFA Recommendation on Rule 606
  • Comment Letter on Reforming Rules 605 and 606
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