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TSP Monthly CHX Data: Appendix B-II

The files below contain monthly Appendix B-II data for all activity on CHX.

Please see the following notice regarding how each Participant calculated the B.II.q statistic:

Participant B.II.q Calculation Disclosure Participant B.II.q Calculation Disclosure - updated 06-Nov-2017

CHX_B.II_Calculation_Republication_20170131.pdf CHX_B.II_Calculation_Republication_20170131.pdf - updated 30-Jan-2018

Latest Version

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Historical Version(s)

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The Historical Version repository includes the latest version of all monthly files as well as prior distributions of those files. Other than the addition of a version suffix on the compressed archive, the file naming convention remains the same. For example, version 2 of the B.II historical file for January 2017 is named CHX_MktAndLmtOrderData_201701_2.gz.