Market Structure
Overview
The Securities and Exchange Commission created this website to promote better understanding of our equity markets and equity market structure through the use of data and analytics.
Review current staff market structure research, use interactive data visualization tools to explore a variety of advanced market metrics produced from the Commission’s Market Information Data and Analytics System (MIDAS), download dozens of datasets to perform your own analyses, and further the dialogue through public feedback.
Email Updates
Sign up to be notified when new data or analysis is added to this website.
Data Visualizations
Create your own charts, compare and contrast data sets according to a variety of equity security characteristics, zoom to specific date periods, and view data distributions down to the level of one-millionth of a second.
Launch Visualization Tool
Research and Analysis
Read or download staff market structure research and analysis, including SEC staff Data Highlights and White Papers. Recent updates include:
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The Determinants of ETF Trading Pauses on August 24th, 2015
White Paper (pdf, 672 kb)
March 1, 2016
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Corporate Stock Trading Volume, Spreads and Depth Before, During and After the NYSE Trading Suspension on July 8, 2015
Data Highlight 2016-01
January 28, 2016
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Equity Market Volatility on August 24, 2015
Research Note (pdf, 9.1 mb)
December 2015
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A characterization of market quality for small capitalization US equities
White Paper (pdf, 656 kb)
September 24, 2014
Background
About MIDAS
- Market structure research that can inform policy decisions
- Forensic analysis of market events
- Monitoring of market activities
News, Speeches and Testimony
- SEC Launches Market Structure Data and Analysis Website
Press Release, Oct. 9, 2013 - Focusing on Fundamentals: The Path to Address Equity Market Structure
Chair Mary Jo White, Oct. 2, 2013 - Harnessing Tomorrow’s Technology for Today’s Investors and Markets
Chairman Elisse Walter, Feb. 19, 2013