NBBO and Level 2 Calculation Updates

In reviewing our data processing methodology, we have identified and resolved issues with our (N)BBO and Level 2 (Top of Book) calculations, which, in certain circumstances, may have potentially impacted the data sets listed below. Our analysis shows the issues may have resulted in certain quote conditions being excluded from the calculations in certain cases.

• Equity & ETF Quotes Intervals
• End-of-Day Equity Quotes
• Option Quotes Intervals
• Option Quotes Intervals with Calcs
• End-of-Day Option Quotes Data
• End-of-Day Option Quotes with Calcs
• Options Trade Data
• Options Trade Data with Calcs