US Equities Daily SSR Circuit Breakers
US Equities Daily SSR Circuit Breakers
Production
·
The U.S. Equities Daily SSR Circuit Breakers dataset provides daily reference information on U.S. equity securities subject to the SEC Short Sale Rule (SSR), also known as Regulation SHO Rule 201. The SSR is triggered when a security experiences a significant intraday price decline (-10%), after which short sale executions are subject to price test restrictions. Once triggered, the rule restricts short sales to prices above the current National Best Bid (NBB) for the remainder of the trading day and the following trading day. This dataset identifies securities for which the SSR circuit breaker was in effect, enabling users to account for regulatory trading constraints in execution logic, compliance monitoring, and historical analysis. Data is published on a daily basis and is designed to support institutional trading systems, risk controls, and post-trade analysis involving short sale activity.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1031
Data Class
Equity
Dataset Name ID
eq_ssr_circ_break
Data Format
Reference
Version
1.0
Time Granularity
Daily
Region
US
Data Type
End of Day
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2011-02-28
End Date
Ongoing
Update Frequency
1 Day
Total Size
37.2 MB
Annual Size
6.4 MB / year
Update Size
20.5 KB
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Description
One year of data (2023) for the full universe of symbols
Included in Data Research Packages: