OTCE Historical Data Download Files
FINRA has amended some of the data header labels in the Historical Data Monthly and Annual Market Statistics download pages on OTCE.finra.org.
These changes are being made to more accurately describe the data content in the files, and will take effect with the monthly July 2016 statistics and the 2016 annual statistics, once available.
The Domestic, Foreign, and ADR issues counts statistics should all be considered “averages” and the new label will illustrate this.
The Domestic, Foreign, and ADR issues traded, share volume, and dollar volume statistics should be considered “total” and not “averages” as previously depicted.
The new labels have eliminated the “Ad” reference from the labels to illustrate this change.
Monthly/Annual Statistics Labeling changes:
| Previous Label | New Label | New Label Definition |
|---|---|---|
|
domestic_issues |
avg_domestic_issues |
The average number of eligible domestic issues listed in the Market Category. |
|
foreign_issues |
avg_foreign_issues |
The average number of eligible foreign issues listed in the Market Category. |
|
ADR_issues |
avg_ADR_issues |
The average number of eligible ADR's (American Depositary Receipts) listed in the Market Category. |
|
ad_ domestic_issues_traded |
domestic_issues_traded |
The number of domestic issues in the Market Category that traded for the month or year. |
|
ad_domestic_share_volume |
domestic_share_volume |
Share volume for all domestic issues in the Market Category for the month or year. |
|
ad_domestic_dollar_volume |
domestic_dollar_volume |
Dollar volume (shares times price) for all domestic issues in the Market Category for the month or year. |
|
ad_foreign_issues_traded |
foreign_issues_traded |
The number of foreign issues in the Market Category that traded for the month or year. |
|
ad_foreign_share_volume |
foreign_share_volume |
Share volume for all foreign issues in the Market Category for the month or year. |
|
ad_foreign_dollar_volume |
foreign_dollar_volume |
Dollar volume (shares times price) for all foreign issues in the Market Category for the month or year. |
|
ad_ ADRs_issues_traded |
ADRs_issues_traded |
The number of ADR issues in the Market Category that traded for the month or year. |
|
ad_ADRs_share_volume |
ADRs_share_volume |
Share volume for all ADR issues in the Market Category for the month or year. |
|
ad_ ADRs_dollar_volume |
ADRs_dollar_volume |
Dollar volume (shares times price) for all ADR issues in the Market Category for the month or year. |
Questions regarding this enhancement should be directed to FINRA Product Management or by calling (866) 899-2107.