Trading Data Download Column Headings



October 13, 2008

The data download on the Trading Data pages labeled "Monthly Download & Annual Download" contains the trading data that makes up the charts and graphs on these pages. The data is in a pipe-delimited format and can easily be exported to spreadsheets or databases, which is explained in the Frequently Asked Questions section.

The column headings within the data download files for Trading Data are listed below.

Heading	Description
Month	The month that the associated Data occurred on the Bulletin Board. This field only appears on the Monthly download, not the Annual download.
Year	The year associated with the month.
domestic_issues	The number of domestic issues listed on the Bulletin Board.
foreign_issues	The number of foreign issues listed on the Bulletin Board.
ADR_issues	The number of ADR's (American Depositary Receipts)listed on the Bulletin Board.
quote_updates	The total number of times all market makers updated a bid or ask quotation in all OTCBB securities in a given month or year.
two_sided_quotes	The number of two-sided quotes occurring in all issues.
total_share_volume	The total number of shares shares traded in OTCBB issues.
total_dollar_volume	The total amount of dollar volume (shares times price) calculated in OTCBB issues.
transactions	The total number of shares traded over a given month or year, as reported by all market participants through the Automated Confirmation Transaction Service^SM (ACT^SM).
trading_days	The number of trading days in a given timeframe, used to calculate averages.
securities	An average of the number of securities on the OTCBB each day in a given month.
MMIDs	The average number of distinct firms registered as Market Makers in OTCBB securities each day in a given month
positions	average number of Market Makers registered in all OTCBB securities over a given month or year. A Market Maker can be registered but not quoting Bulletin Board issues.
ad_domestic_share_volume	Adjusted Share volume for all domestic issues on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_domestic_dollar_volume	Adjusted dollar volume (shares times price) for all domestic issues on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_domestic_issues_traded	The number of domestic issues that traded on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_foreign_issues_traded	The number of foreign issues that traded on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_ADRs_traded	The number of ADRs that traded on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_foreign_share_volume	Adjusted Share volume for all foreign issues on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_foreign_dollar_volume	Adjusted dollar volume (shares times price) for all foreign issues on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_ADRs_share_volume	Adjusted Share volume for all ADRs on the Bulletin Board. The annual data is not labeled with the 'ad'.
ad_ADRs_dollar_volume	Adjusted dollar volume (shares times price) for all ADRs on the Bulletin Board. The annual data is not labeled with the 'ad'.
MMperSec	Market Makers per Securities - the average number of Market Makers per OTCBB securities each day in a given month or year. (Positions divided by MMIDs.)