Equity Reference Market Structure & Compliance

Regulatory and market structure reference data for U.S. equities since 2007.

Datasets include Short Sale Rule (SSR) circuit breaker records identifying securities under Regulation SHO Rule 201 restrictions, OTC market compliance data covering tier classification, Caveat Emptor status, and penny stock indicators for approximately 22,000 OTC securities, and market holidays with early close schedules dating back to 1998.

These datasets support regulatory compliance, execution constraint modelling, and stock market trading calendar integration for backtesting and time series analysis.

OTC Market Compliance Data

The U.S. Equities OTC Market Compliance dataset provides comprehensive reference and compliance information for the full universe of U.S. over-the-counter (OTC) equity securities, covering approximately 22,000 instruments. The dataset includes core security attributes such as ticker symbol and security name, along with key OTC-specific compliance classifications. These include penny stock status, OTC recommendation rule exemptions, OTC marketplace and tier designation, Caveat Emptor status, company reporting standard, shell company status, shares outstanding, and the number of market participants. For cross-vendor interoperability, each security is also supplemented with a FIGI identifier. This dataset is designed to support regulatory monitoring, compliance workflows, risk controls, and security master enrichment for OTC-traded equities, where regulatory attributes and disclosure status materially affect trading eligibility and risk assessment. Data is available starting November 2024

Market Holidays

The U.S. Equities Market Holidays dataset provides authoritative reference information on trading calendar events that affect U.S. equities and equity options markets, including full market holidays and early market closes. The dataset delivers a historical record of market schedules from 1998 to the present, enabling accurate modeling of trading availability, session boundaries, and non-trading days. It is designed to support time-series analysis, back-testing, and operational systems that require precise awareness of market open, close, and holiday conditions. While U.S. market calendars are publicly available, this dataset consolidates and structures the information into a machine-readable, historical reference format, optimized for systematic ingestion and long-term analysis.