Technical Specifications and Schemas

Sept. 25, 2024

Technical Specifications and Schema

  • Volcker Rule Metrics Instructions and Technical Specifications

In September 2019, the Commission, together with the Board of Governors of the Federal Reserve System ("Board"), Office of the Comptroller of the Currency ("OCC"), Federal Deposit Insurance Corporation ("FDIC"), and Commodity Futures Trading Commission ("CFTC"), adopted amendments to the regulations implementing section 13 of the Bank Holding Company Act (commonly referred to as the "Volcker Rule"). See https://www.sec.gov/rules/final/2019/bhca-7.pdf.

The amendments included modifications to the requirement that certain banking entities subject to the Volcker Rule prepare and furnish to the applicable agency certain qualitative measurements ("metrics"). In connection with the adopting release, SEC staff, together with colleagues at the Board, OCC, FDIC, and CFTC, prepared Instructions for Preparation of Quantitative Measurements and Technical Specifications Guidance.

 

  • 2024 Daily Market Data Report (DMDR) Schema and Report Renderer

The Commission adopted new Regulation SE under the Securities Exchange Act of 1934 that creates a regime for the registration and regulation of security-based swap execution facilities (SBSEFs) and addresses other issues related to security-based swap execution generally. See https://www.sec.gov/files/rules/final/2023/34-98845.pdf.

The rule requires registered SBSEFs to publish Daily Market Data Reports on their websites using a custom XML schema and PDF renderer, which the Commission has made available on its website.

  • Technical Specification (pdf) (updated 3/13/2025)
  • Schema, Renderer, and Sample Report (zip) (updated 3/13/2025)
  • Source repository (updated 3/13/2025)

 

  • 2020 Order Handling Data Schema and Report Renderer for Broker-Dealers

The Commission adopted requirements that broker-dealers use a Commission schema and associated PDF renderer to provide customers with data on order routing and handling, and provide the public with aggregate data on order routing and handling. See https://www.sec.gov/rules/final/2018/34-84528.pdf. The Order Routing and Handling Data schema and report renderer for broker-dealers and the corresponding draft technical specification are available below.

 

  • 2019 Exchange Transaction Fee Summary Schema for NMS Stocks

The Commission adopted a Transaction Fee Pilot for NMS Stocks that requires certain exchanges to use a Commission schema to post information on their fees and fee changes. See https://www.sec.gov/rules/final/2018/34-84875.pdf.

The 2019 Exchange Transaction Fee Summary Schema for NMS Stocks and the corresponding technical specification are available below.

Last Reviewed or Updated: March 18, 2025