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).
Securities Exchange Commission-mandated Disclosure of Order Execution Statistics are available to NYU through WRDS. The WRDS website has a query page and documentation for each field of the data. The WRDS unix server (wrds.wharton.upenn.edu) has SAS datasets in /wrds/doe.
SEC Rule 11Ac1-5
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)