SEC Disclosure of Order Execution Data
As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.
User's guides and Literature (To access users' guide and other literature on the database, you will be re-directed to the WRDS or publishers' website. For WRDS website, you will be prompted to login using your WRDS account. Request a WRDS account.)
File location: /data/data1/doe/sasdata
SAS libname: doe