SEC Order Execution

SEC Order Execution is the SEC-mandated disclosure of order execution statistics from market centers that trade national market system securities. Further information can be found on the WRDS website (see links below).

Availability

Securities Exchange Commission-mandated Disclosure of Order Execution Statistics (through 2005 only) are available to NYU via WRDS. The WRDS website has a query page and documentation for each field of the data. The WRDS linux server (wrds.wharton.upenn.edu) has SAS datasets in /wrds/doe/sasdata.

SEC Rule 11Ac1-5
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (on public terminals in Bobst Library)