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The SEC Rule 605 (formerly 11Ac1-5) mandates that stock exchanges, dealers and other market centers provide selected data on selected order executions. The data does not take into account the many criteria that encompass a cost-effective order routing strategy.
While the NYSE has provided the statistics here in accordance with Rule 605, due to differences in market structures and computation methods, this information may not be directly comparable to data displayed by other market centers.
In addition, the SEC-required data does not account for quoted depth in spread calculations, the economic impact of order flow payment on brokerage customers or the costs of institutional trading.
Download Rule 605 NYSE Data >>
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