Datasets
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Spreads and Depth by Individual Security
These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013. -
Metrics by Individual Security and Exchange
These datasets provide metrics for each individual security partitioned by exchange. -
Summary Metrics by Decile and Quartile
These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP... -
Hazards and Survivors by Time Period
Each zip file contains 36 datasets, which provide the hazard, survivor, and cumulative distribution functions for select time scales for large stocks, mid cap stocks, small... -
Conditional Cancel and Trade Distributions
Each zip file contains 54 datasets: nine each for large stocks, mid cap stocks, small stocks, large ETPs, mid cap ETPs, and small ETPs. -
Metrics by Individual Security
These datasets provide metrics for more than 4,800 securities. -
Company Information About Active Broker-Dealers
This text file contains the Central Index Key (CIK) numbers, company names, SEC reporting file numbers, and addresses (business addresses are provided when mailing addresses are... -
Alternative Trading System (ATS) List
The SEC receives submissions from alternative trading systems on an ongoing basis pursuant to Regulation ATS. We note that the list of alternative trading systems changes over... -
Form N-MFP Data Sets
Form N-MFP is used for monthly reports of money market funds to report information about the fund and its portfolio holdings for the preceding month. Form N-MFP is filed with... -
Business Development Company (BDC) Data Sets
The Business Development Company (BDC) Data Sets provide the data extracted from disclosures filed by BDCs with the Commission in eXtensible Business Reporting Language (XBRL).... -
Variable Insurance Product Data Sets
The VIP Data Sets provide the text and numeric information extracted from Forms N-3, N-4 and N-6 – the registration forms for variable annuity contracts and contracts offering... -
Financial Statement and Notes Data Sets
The data sets provide the text and detailed numeric information in all financial statements and their notes extracted from exhibits to corporate financial reports filed with the... -
Form 13F Data Sets
Form 13F was adopted pursuant to statutory directive designed to provide the Commission with data from larger managers about their investment activities and holdings. -
EDGAR Log File Data Sets
The data sets provide information on internet search traffic for EDGAR filings through SEC.gov. -
Fails-to-Deliver Data
This text file contains the date, CUSIP numbers, ticker symbols, issuer name, price, and total number of fails-to-deliver (i.e., the balance level outstanding) recorded in the... -
Information About Registered Municipal Advisors
This Excel spreadsheet file contains the names of SEC registered municipal advisor firms (including sole proprietorships), as well as their SEC reporting file numbers and...