CHX presents order execution quality information pursuant to Rule 605 of Regulation NMS. Under this SEC rule, all market centers are required to provide order execution quality information on a stock-by-stock basis.
The structure of the relevant data files is explained in the following: Appendix A – Text of Joint-SRO Plan from the SEC.
To download execution quality reports for a particular month, click 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.
For execution quality reports from prior months, please refer to the following directory: