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On August 23, 1999, alternative trading systems (ATS) must be in compliance
with Rule 301(b)(3) of the Securities Exchange Act of 1934. Rule 301(b)(3)
requires an alternative trading system to provide to a national securities
exchange or national securities association, for inclusion in the public
quotation system, the prices and sizes of its best priced buy and sell orders,
that are displayed to more than one person, in each covered security in which
the alternative trading system represents 5% or more of the total trading
volume1.
To assist ATS in determining whether they represent 5% or more of the total
trading volume in NASDAQ® securities, this Web site will
provide total monthly share volume data for NASDAQ securities in a
pipe-delimited ( | ) ASCII text file format on a monthly basis. The volume
information in this file are the "denominators" to be used in determining the
percentage that the ATS represents in each security. For additional information
on how ATS should calculate the "numerators" (ATS individual volumes), please
refer to NASD® Notice
to Members 99-34.
Below are the names and descriptions of the fields included in the download
file:
| Field Name |
Definition |
| Symbol
|
Security Symbol |
| Issue_Name
|
The name of the security. |
| MktCategory |
The market where the security trades.
Allowed values:
NNM - NASDAQ National Market®
SCM - The NASDAQ SmallCap MarketSM
|
| Total_Vol |
Total monthly share volume for the
security2. |
1
CFR 242.301 (b)(3)
2
The ATS totals contain UTP Participation in the Issue Totals whereas the
Monthly Share Volume totals that are viewable and downloable do not contain UTP
participation.
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