Long awaited changes to RegNMS

Discussion in 'Data Sets and Feeds' started by qlai, Dec 11, 2020.

  1. qlai

    qlai

  2. The short story:

    The rules adopted today update and expand the content of NMS market data to include:
    (1) information about orders in share amounts smaller than the current round lot size (e.g., 100 shares);
    (2) information about certain orders that are outside of an exchange’s best bid and best offer (i.e., certain depth of book data); and
    (3) information about orders that are participating in opening, closing, and other auctions.

    Also:
    Competing consolidators, rather than the existing exclusive SIPs, will collect, consolidate, and disseminate certain NMS information.

    Effective in 60 days, but a phased transition plan begins in 2021 to avoid chaos.
     
    stochastix, Baron and qlai like this.