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Technical Notice

FINRA ATS Data Changes Effective Monday, October 3, 2016

September 29, 2016

Beginning on Monday, October 3, 2016, FINRA will expand the ATS transparency initiative by publishing ATS Block Data. The ATS Block Data is aggregated ATS trade data in NMS stocks that meets certain share based and dollar based thresholds and is reported by member firms to the FINRA equity trade reporting facilities (i.e., the Alternative Display Facility and the FINRA Trade Reporting Facilities). The data will be aggregated across all NMS stocks on a monthly basis and will be able to be filtered by ATS. The first data set available will be for August 2016.

As a reminder, FINRA publishes ATS trading Information on a delayed basis as follows:

  • Weekly Trading Information for NMS stocks in Tier 1 of the NMS Plan to Address Extraordinary Market Volatility (i.e., those NMS stocks in the S&P 500 Index or the Russell 1000 Index and certain ETPs) is on a two-week delay;
  • Weekly Trading Information for all other NMS stocks and OTC Equity Securities is on a four-week delay; and
  • Monthly aggregate volume totals across all NMS stocks and all OTC Equity Securities is on a one-month delay, including block size trades in NMS stocks (ATS only).

An updated and are available to assist clients access the new data.

If you have questions regarding this notice, please contact FINRA Product Management or call (866) 899-2107.