New SEC proposals: Major changes to wholesale execution and odd lot reporting

Discussion in 'Order Execution' started by Databento, Dec 16, 2022.

  1. Databento

    Databento Sponsor

    Hey all, I'd like to draw your attention to three SEC proposals this week that will have significant impact on your order execution quality if passed. These will be the biggest changes of this decade to US stock market structure.

    - SEC Proposes Amendments to Enhance Disclosure of Order Execution Information

    The proposed amendments [...] would require the reporting of execution quality information for fractional share orders, odd-lot orders, and larger-sized orders. Further, the proposal would require that the time of order receipt and time of order execution be measured in increments of a millisecond or finer.

    - SEC Proposes Rule to Enhance Competition for Individual Investor Order Execution

    [...] the proposed rule generally would prohibit a “restricted competition trading center” such as a wholesaler from internally executing “segmented orders” – [...] unless the orders are first exposed to competition in a “qualified auction” operated by an “open competition trading center.”
    - SEC Proposes Rules to Amend Minimum Pricing Increments and Access Fee Caps and to Enhance the Transparency of Better Priced Orders

    the Commission proposed to amend Rule 612 of Regulation NMS to establish variable minimum pricing increments for quotations and orders in NMS stocks that are priced at, or greater than, $1.00 per share
    These changes will generally favor retail traders, allow centralized exchanges to display sub-penny pricing, and drive more orders to lit markets. The public comment period is open till Mar 2023, so do write in and voice your opinion.
     
    Last edited: Dec 16, 2022
  2. VEGASDESERT

    VEGASDESERT

    does not look like this is designed for day / active traders as to
    protect pfof?

    upload_2022-12-16_8-27-7.png
     
    Last edited: Dec 16, 2022
  3. Databento

    Databento Sponsor

    Pretty much. Pages 70-72 have an example: https://www.sec.gov/rules/proposed/2022/34-96495.pdf

    The order goes through an auction process that lasts less than a second, during which counterparties can submit an auction response. The wholesaler would need to get an cancel ack for the order or unexected portion of the order before they may internalize. In some ways this resembles RFQs that are widely present in fixed income and options on futures.
     
    murray t turtle likes this.
  4. zdreg

    zdreg

    Will it destroy the zero commission model?
     
    murray t turtle likes this.
  5. VEGASDESERT

    VEGASDESERT

    looks like no, as the vast majority of trades would not fall under this new rule
    if im reading this right.

    thats my non insider opinion
     
  6. zdreg

    zdreg

    That is the camel's nose under the tent trick. reminder the federal income started at under 5% before going to 90%and then back down.
    I hope you and others will send a comment to the SEC.

    PS you should enable private messaging. No female hodes are going to be chasing you.
     
    Last edited: Dec 16, 2022
  7. VEGASDESERT

    VEGASDESERT

    actually i did read that wrong, average DAILY number of trades less than 40 is
    most traders so maybe it does wreck pfof model.

    i dont know..
     
    murray t turtle likes this.
  8. You think the big ass donations from Ken G and the Brokers have not greased the politicians? We went through this fluff in 2013-14, remember Etrade, TD and Schwab lost 40% until they paid political bribes?
     
    VEGASDESERT likes this.
  9. zdreg

    zdreg

    Big and traditional firms would like to destroy the zero commission model. When they cannot achieve their goals in the free markets they go running to the SEC for relief via regulation.
     
  10. zdreg

    zdreg

    That was "eons" ago. The landscape has changed.
     
    #10     Dec 16, 2022
    murray t turtle likes this.