Automation of Download of Tick Size Pilot Securities File and Changes File
The tick size pilot securities file and change file are available via HTTP download. The download process may be automated by firms using the following instructions.
- Click on the Pilot Securities file link or the Pilot Changes file link.
- TSPilotSecurities: http://tsp.finra.org/finra_org/ticksizepilot/TSPilotSecurities.txt
- TSPilotChanges: http://tsp.finra.org/finra_org/ticksizepilot/TSPilotChanges.txt
- Response body will be a text stream with pipe delimited list. e.g.
Securities File: YYY|YYY Corporation|N|20160701|G1
Changes File: YYY|YYY Corporation|N|20160719||G1|G1|YYZ|C
The first row of each file will contain the header, with the field names for each pipe delimited column. The last row of each file will contain the footer, with a record count and the date the file was generated.
Note: Parsing through the Tick Size pilot securities file may be a different process depending on the application or methodology used. The code developed to parse the file will be determined by each individual firm and will not be dictated or directed by FINRA.