简介：

该库提供证券交易委员会所持有的证券市场个股报单信息。其信息来源为各证券交易中心每月通过电子形式向其披露的国家证券市场报单情况。
具体信息包括：
1. 个股执行情况，即不同规模的市场报单相对于公开报价的执行情况
2. 有效价差信息，即投资者在报单执行时所实际支付的价差
3. 报单执行范围，即其执行价格优于投资者在公开竞价中利用限价委托所报出价格的程度
注：WRDS平台上仅可查看该库2005年前数据，此后未再更新。

信息类型：金融市场数据
涵盖国家和地区：全球
时间跨度：2000-2005
语言：英文
访问方式：WRDS平台

Summary:

On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. 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, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads - the spreads actually paid by investors whose orders are routed to a particular market center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.
Data is available on WRDS through 2005, and is no longer updated.

Type of information: Financial Market Data
Geographical Coverage: Global
Data range: 2000-2005
Language: English
Access: WRDS Platform

访问方式：

沃顿平台->左侧导航栏“SEC Order Execution”