The Securities and Exchange Commission provides data downloads that promote better understanding of our equity markets and equity market structure. For more information, review current staff market structure research, explore interactive data visualization tools, or further the dialogue through public feedback. The following downloads - which are periodically updated - are made available by the SEC:

• Conditional Cancel and Trade Distributions
  Each zip file contains 54 datasets: nine each for large stocks, mid cap stocks, small stocks, large ETPs, mid cap ETPs, and small ETPs.

• Metrics by Individual Security
  These datasets provide metrics for more than 4,800 securities.

• Hazards and Survivors by Time Period
  Each zip file contains 36 datasets, which provide the hazard, survivor, and cumulative distribution functions for select time scales for large stocks, mid cap stocks, small stocks, large ETPs, mid cap ETPs, and small ETPs.

• Metrics by Individual Security and Exchange
  These datasets provide metrics for each individual security partitioned by exchange.

• Summary Metrics by Decile and Quartile
  These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP metrics by quartile.

• Summary Metrics by Exchange
  These datasets provide metrics for each security type and exchange.

• Spreads and Depth by Individual Security
  These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013.

• Data Visualizations

  Explore market metrics designed to shed light on the nature of the billions of quotes and trades that regularly occur across equity exchanges.