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Analyze Market Participant Trading Activity
The Q Score data file provides data on OTC Link ATS market participant message response times and fill rates/behavior at the security level.
Key data & functional details include:
Average Response Time
Overfill Rate
Average Overfill Amount
Q Score (function of Overfill Rate and Amount)
Functional & Technical details
Created daily at 5:00 AM ET — on every trading day.
Available on OTC Markets SFTP server
Pipe delimited text file
CUSIP and Non CUSIP versions available
File size:~2 MB
The Q Score Data File product is licensed at the enterprise level (no reporting) for $750/month for internal use.
Complete market data pricing is available in our Market Data Fee Schedule.