Execution Quality

The CHX presents this order execution quality information pursuant to Reg. NMS Rule 605.  Under this SEC rule, all market centers are required to provide order execution quality information on a stock-by-stock basis.

The structure of data files are explained in this Appendix file from the SEC.

Download the CHX files to your computer by clicking on the file to the right that interests you. There are two files for each month, a data file and a key to the market centers used in the data file. All files are zipped using standard compression. The data file, when uncompressed, is a pipe-delimited ASCII file. The data files are named in the SEC-mandated method: "m" followed by the year and then the month.

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