Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Adopt Top and Last Sale Data Feeds, 1453-1455 [2015-00136]
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Federal Register / Vol. 80, No. 6 / Friday, January 9, 2015 / Notices
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml), or
• Send an email to rule-comments@
sec.gov. Please include File No. SR–
CME–2014–58 on the subject line.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Brent J. Fields,
Secretary.
[FR Doc. 2015–00127 Filed 1–8–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73990; File No. SR–EDGA–
2014–35]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Adopt Top and Last
Sale Data Feeds
January 5, 2015.
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC, 20549–1090.
rljohnson on DSK3VPTVN1PROD with NOTICES
Paper Comments
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on December
24, 2014, EDGA Exchange, Inc. (the
‘‘Exchange’’ or the ‘‘EDGA’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Exchange has designated this proposal
as a ‘‘non-controversial’’ proposed rule
change pursuant to section 19(b)(3)(A)
of the Act 3 and Rule 19b–4(f)(6)(iii)
thereunder.4 The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
All submissions should refer to File
Number SR–CME–2014–58. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of CME and on CME’s Web site at
https://www.cmegroup.com/marketregulation/rule-filings.html.
All comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly.
All submissions should refer to File
Number SR–CME–2014–58 and should
be submitted on or before January 30,
2015.
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14:56 Jan 08, 2015
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposed rule
change to amend Rule 13.8 to establish
two new market data products know as:
(i) EDGA TOP; and (ii) EDGA Last Sale.
The proposed market data products are
identical to the existing Top and Last
Sale data feeds available on the BATS
Exchange, Inc. (‘‘BZX’’) and the BATS
Y-Exchange, Inc. (‘‘BYX’’, collectively
with BZX, ‘‘BATS’’).5 The Exchange
also proposes to amend Rule 13.8(a) to
rename the EDGA Book Feed as the
EDGA Depth and align with system
functionality currently available on
BATS.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.directedge.com/, at the
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
5 See BATS Rule 11.22(d) and (g).
1453
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Earlier this year, the Exchange and its
affiliate, EDGX Exchange, Inc. (‘‘EDGX’’)
received approval to effect a merger (the
‘‘Merger’’) of the Exchange’s parent
company, Direct Edge Holdings LLC,
with BATS Global Markets, Inc., the
parent of BZX and BYX (together with
BYX, BZX, EDGA and EDGX, the ‘‘BGM
Affiliated Exchanges’’ or ‘‘BATS
Exchange’’).6 In the context of the
Merger, the BGM Affiliated Exchanges
are working to migrate EDGX and EDGA
onto the BATS technology platform, and
align certain system functionality,
retaining only intended differences
between the BGM Affiliated Exchanges.
As a result of these efforts, the Exchange
proposes to establish two new market
data products know as: (i) EDGA TOP;
and (ii) EDGA Last Sale. The proposed
market data products are identical to the
existing Top and Last Sale data feeds
available on BATS.7 The Exchange also
proposes to amend Rule 13.8(a) to
rename the EDGA Book Feed as the
EDGA Depth and to align with system
functionality currently available on
BATS.
EDGA Top and EDGA Last Sale
The Exchange is proposing to offer
two new data feeds that are identical to
data feeds currently available on BATS:
(i) EDGA Last Sale; and (ii) EDGA Top.
EDGA Last Sale will provide real-time,
intraday trade information, including
price, volume and time of executions
based on orders entered into the
1 15
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6 See Securities Exchange Act Release No. 71449
(January 30, 2014), 79 FR 6961 (February 5, 2014)
(SR–EDGX–2013–43; SR–EDGA–2013–34).
7 See supra note 5.
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rljohnson on DSK3VPTVN1PROD with NOTICES
System.8 EDGA Last Sale will not
include quotation information. EDGA
Top will include top of book quotations
and last sale execution information
based on orders entered into the System.
The quotations made available via
EDGA Top provide an aggregated size
and do not indicate the size or number
of individual orders at the best bid or
ask. With regard to cost, the Exchange
will file a separate rule filing with the
Commission to establish fees for both
EDGA Last Sale and EDGA Top.
Various data recipients may wish to
subscribe to and use EDGA Last Sale or
EDGA Top. For instance, data recipients
that provide real-time market
information on public Web sites or offer
dynamic stock tickers, portfolio
trackers, price/time graphs and other
visual systems can use EDGA Last Sale
or EDGA Top in lieu of using the
Exchange’s existing data feeds. Such
data recipients may prefer EDGA Last
Sale or EDGA Top because the
Exchange’s existing data feeds contain a
significant amount of additional
information that such data recipients
may not need, which may result in
unnecessary technology costs (e.g.,
development, telecommunications or
storage costs).
Market participants can gain access to
EDGA last sale prices and top of book
quotations that are integrated with the
prices that other markets make available
through the Securities Information
Processors (‘‘SIP’’). Therefore, no market
participant is required to subscribe to
EDGA Last Sale or EDGA Top because
the same top of book quotations and last
sale prices are available elsewhere and
in the Exchange’s other data products.9
The Exchange represents that it will not
distribute the proposed feeds on a more
timely basis than it makes available the
data that is provided to the SIPs for
consolidation and dissemination.
EDGA Book Feed, Rule 13.8(a)
Rule 13.8(a) describes the Exchanges
depth of book data feed known as the
EDGA Book Feed as a data feed that
contains all displayed orders for listed
securities trading on EDGA, order
executions, order cancellations, order
modifications, order identification
numbers, and administrative messages.
First, the Exchange proposes to rename
the EDGA Book Feed as EDGA Depth, as
it believes this name more accurately
describes the book feed and aligns with
8 The term ‘‘System’’ is defined as ‘‘the electronic
communications and trading facility designated by
the Board through which securities orders of Users
are consolidated for ranking, execution and, when
applicable, routing away.’’ See Exchange Rule
1.5(cc).
9 See Exchange Rule 13.8(a) and (b).
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the naming conventions proposed above
for EDGA Top and EDGA Last Sale.
Second, the Exchange proposes to
amend Rule 13.8(a)(i) align with system
functionality currently available on
BATS. Under Rule 13.8(a)(1),
Members 10 may obfuscate their unique
order identification numbers on EDGA
Depth per Market Participant Identifier
for all logical ports or specific logical
ports for subsequent replenishments of
an order with a Reserve Quantity,11 as
designated by the Member. In order to
do so, the Member must contact the
Exchange’s Member Services (‘‘Member
Services’’) department. In such case, a
randomly generated order identification
number would be applied the next
trading day by the Exchange for all
subsequent replenishments of orders
with a Reserve Quantity until further
instructions are received by Member
Services from the Member.
As amended, Rule 13.8(a)(i) would
state that, unless otherwise instructed
by the Member, the Exchange will
obfuscate the Member’s unique order
identification number on EDGA Depth
for each replenishment of an order with
a Reserve Quantity. In order to opt out
of the Exchange’s obfuscation
functionality, the Member must contact
the Exchange’s Trade Desk. As a result,
Members will no longer be required to
elect obfuscation of their order
identification numbers on EDGA Depth.
Rather, Members must instruct the
Exchange when they chose to not have
their order identification number
obfuscated and displayed on EDGA
Depth.
Implementation Date
The Exchange intends to implement
the proposed rule change on or about
January 12, 2015, which is the
anticipated date upon which the
migration of the Exchange to the BATS
technology platform will be complete
and the proposed data feeds may be
made available.
2. Statutory Basis
The Exchange believes that the
proposed rule changes are consistent
10 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer, that has been
admitted to membership in the Exchange. A
Member will have the status of a ‘‘member’’ of the
Exchange as that term is defined in section 3(a)(3)
of the Act.’’ See Exchange Rule 1.5(n).
11 The term ‘‘Reserve Quantity’’ is defined as
‘‘[t]he portion of an order that includes a NonDisplayed instruction in which a portion of that
order is also displayed on the EDGA Book. Both the
portion of the order with a Displayed instruction
and the Reserve Quantity are available for execution
against incoming orders.’’ See Exchange Rule
11.6(m).
PO 00000
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Fmt 4703
Sfmt 4703
with section 6(b) of the Act 12 and
further the objectives of section 6(b)(5)
of the Act 13 because they are designed
to promote just and equitable principles
of trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities,
and, in general, to protect investors and
the public interest. The Exchange also
believes this proposal is consistent with
section 6(b)(5) of the Act 14 because it
protects investors and the public
interest and promotes just and equitable
principles of trade by providing
investors with new options for receiving
market data. The proposed rule change
also is designed to support the
principles of section 11A(a)(1) 15 of the
Act in that it seeks to assure fair
competition among brokers and dealers
and among exchange markets.
The proposed rule change would
benefit investors by facilitating their
prompt access to last sale information
and best-bid-and-offer information
contained in EDGA Last Sale and EDGA
Top. The Exchange believe adding
EDGA Last Sale and EDGA Top as well
as the amendments to Rule 13.8(a)(i)
would align the Exchange data feed
offerings and functionality with that
available on BATS upon migration of
the Exchange to the BATS technology
platform. Consistent technology offering
identical market data products by each
of the BGM Affiliated Exchange will, in
turn, avoid investor confusion as well as
simplify the technology
implementation, changes and
maintenance by Users of the Exchange
that are also participants on BATS. The
proposed rule change would provide
greater harmonization between the rules
of the BGM Affiliated Exchanges,
resulting in greater uniformity and less
burdensome and more efficient
regulatory compliance. The proposed
market data products are identical to the
existing Top and Last Sale data feeds
available on BATS.16 The proposed
amendments to Rule 13.8(a)(i) are also
consistent with system functionality
currently available on BATS. As such,
the proposed rule change would foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities and would
remove impediments to and perfect the
12 15
13 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
14 Id.
15 15
U.S.C. 78k–1(a)(1).
supra note 5.
16 See
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Federal Register / Vol. 80, No. 6 / Friday, January 9, 2015 / Notices
mechanism of a free and open market
and a national market system.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange reiterates that the proposed
rule change is being proposed in the
context of the technology integration of
the BGM Affiliated Exchanges. Thus,
the Exchange believes this proposed
rule change is necessary to permit fair
competition among national securities
exchanges. In addition, the Exchange
believes the proposed rule change will
benefit Exchange participants in that it
is one of several changes necessary to
achieve a consistent technology offering
by the BGM Affiliated Exchanges.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to section
19(b)(3)(A) of the Act 17 and Rule 19b–
4(f)(6) thereunder.18
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 19 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 20
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange has asked
the Commission to waive the 30-day
operative delay in order to permit the
Exchange to implement the proposed
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
give the Commission written notice of its intent to
file the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
19 17 CFR 240.19b–4(f)(6).
20 17 CFR 240.19b–4(f)(6)(iii).
rljohnson on DSK3VPTVN1PROD with NOTICES
18 17
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rule change on January 12, 2015, which
is the anticipated date upon which the
migration of EDGA and EDGX to the
BATS technology platform will be
complete. The Exchange states that
waiver of the operative delay is
consistent with the protection of
investors and the public interest
because it will allow the Exchange to
provide identical data products across
the BGM Affiliated Exchanges upon
migration of the Exchange to the BATS
technology platform, thereby
simplifying the technology integration
for Members of the Exchange that are
also participants on EDGX, EDGA, and
BYX. In this regard, the Exchange notes
that, since completion of the Merger,
both Members and the BGM Affiliated
Exchanges have made numerous
systems changes in preparation for the
technology migration occurring on
January 12, 2015, the Exchange has
issued frequent updates to Members
informing them of the BGM Affiliated
Exchange technology migration as well
as its anticipated time line so that
Members may make the requisite system
changes. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest.
Therefore, the Commission hereby
waives the operative delay and
designates the proposed rule change
operative upon filing.21
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
EDGA–2014–35 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–EDGA–2014–35. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of EDGA. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–EDGA–
2014–35 and should be submitted on or
before January 30, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Brent J. Fields,
Secretary.
[FR Doc. 2015–00136 Filed 1–8–15; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
21 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
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22 17
E:\FR\FM\09JAN1.SGM
CFR 200.30–3(a)(12).
09JAN1
Agencies
[Federal Register Volume 80, Number 6 (Friday, January 9, 2015)]
[Notices]
[Pages 1453-1455]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-00136]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73990; File No. SR-EDGA-2014-35]
Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To Adopt
Top and Last Sale Data Feeds
January 5, 2015.
Pursuant to section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on December 24, 2014, EDGA Exchange, Inc. (the ``Exchange'' or the
``EDGA'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the Exchange. The Exchange
has designated this proposal as a ``non-controversial'' proposed rule
change pursuant to section 19(b)(3)(A) of the Act \3\ and Rule 19b-
4(f)(6)(iii) thereunder.\4\ The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposed rule change to amend Rule 13.8 to
establish two new market data products know as: (i) EDGA TOP; and (ii)
EDGA Last Sale. The proposed market data products are identical to the
existing Top and Last Sale data feeds available on the BATS Exchange,
Inc. (``BZX'') and the BATS Y-Exchange, Inc. (``BYX'', collectively
with BZX, ``BATS'').\5\ The Exchange also proposes to amend Rule
13.8(a) to rename the EDGA Book Feed as the EDGA Depth and align with
system functionality currently available on BATS.
---------------------------------------------------------------------------
\5\ See BATS Rule 11.22(d) and (g).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at https://www.directedge.com/, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B, and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Earlier this year, the Exchange and its affiliate, EDGX Exchange,
Inc. (``EDGX'') received approval to effect a merger (the ``Merger'')
of the Exchange's parent company, Direct Edge Holdings LLC, with BATS
Global Markets, Inc., the parent of BZX and BYX (together with BYX,
BZX, EDGA and EDGX, the ``BGM Affiliated Exchanges'' or ``BATS
Exchange'').\6\ In the context of the Merger, the BGM Affiliated
Exchanges are working to migrate EDGX and EDGA onto the BATS technology
platform, and align certain system functionality, retaining only
intended differences between the BGM Affiliated Exchanges. As a result
of these efforts, the Exchange proposes to establish two new market
data products know as: (i) EDGA TOP; and (ii) EDGA Last Sale. The
proposed market data products are identical to the existing Top and
Last Sale data feeds available on BATS.\7\ The Exchange also proposes
to amend Rule 13.8(a) to rename the EDGA Book Feed as the EDGA Depth
and to align with system functionality currently available on BATS.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 71449 (January 30,
2014), 79 FR 6961 (February 5, 2014) (SR-EDGX-2013-43; SR-EDGA-2013-
34).
\7\ See supra note 5.
---------------------------------------------------------------------------
EDGA Top and EDGA Last Sale
The Exchange is proposing to offer two new data feeds that are
identical to data feeds currently available on BATS: (i) EDGA Last
Sale; and (ii) EDGA Top. EDGA Last Sale will provide real-time,
intraday trade information, including price, volume and time of
executions based on orders entered into the
[[Page 1454]]
System.\8\ EDGA Last Sale will not include quotation information. EDGA
Top will include top of book quotations and last sale execution
information based on orders entered into the System. The quotations
made available via EDGA Top provide an aggregated size and do not
indicate the size or number of individual orders at the best bid or
ask. With regard to cost, the Exchange will file a separate rule filing
with the Commission to establish fees for both EDGA Last Sale and EDGA
Top.
---------------------------------------------------------------------------
\8\ The term ``System'' is defined as ``the electronic
communications and trading facility designated by the Board through
which securities orders of Users are consolidated for ranking,
execution and, when applicable, routing away.'' See Exchange Rule
1.5(cc).
---------------------------------------------------------------------------
Various data recipients may wish to subscribe to and use EDGA Last
Sale or EDGA Top. For instance, data recipients that provide real-time
market information on public Web sites or offer dynamic stock tickers,
portfolio trackers, price/time graphs and other visual systems can use
EDGA Last Sale or EDGA Top in lieu of using the Exchange's existing
data feeds. Such data recipients may prefer EDGA Last Sale or EDGA Top
because the Exchange's existing data feeds contain a significant amount
of additional information that such data recipients may not need, which
may result in unnecessary technology costs (e.g., development,
telecommunications or storage costs).
Market participants can gain access to EDGA last sale prices and
top of book quotations that are integrated with the prices that other
markets make available through the Securities Information Processors
(``SIP''). Therefore, no market participant is required to subscribe to
EDGA Last Sale or EDGA Top because the same top of book quotations and
last sale prices are available elsewhere and in the Exchange's other
data products.\9\ The Exchange represents that it will not distribute
the proposed feeds on a more timely basis than it makes available the
data that is provided to the SIPs for consolidation and dissemination.
---------------------------------------------------------------------------
\9\ See Exchange Rule 13.8(a) and (b).
---------------------------------------------------------------------------
EDGA Book Feed, Rule 13.8(a)
Rule 13.8(a) describes the Exchanges depth of book data feed known
as the EDGA Book Feed as a data feed that contains all displayed orders
for listed securities trading on EDGA, order executions, order
cancellations, order modifications, order identification numbers, and
administrative messages. First, the Exchange proposes to rename the
EDGA Book Feed as EDGA Depth, as it believes this name more accurately
describes the book feed and aligns with the naming conventions proposed
above for EDGA Top and EDGA Last Sale.
Second, the Exchange proposes to amend Rule 13.8(a)(i) align with
system functionality currently available on BATS. Under Rule
13.8(a)(1), Members \10\ may obfuscate their unique order
identification numbers on EDGA Depth per Market Participant Identifier
for all logical ports or specific logical ports for subsequent
replenishments of an order with a Reserve Quantity,\11\ as designated
by the Member. In order to do so, the Member must contact the
Exchange's Member Services (``Member Services'') department. In such
case, a randomly generated order identification number would be applied
the next trading day by the Exchange for all subsequent replenishments
of orders with a Reserve Quantity until further instructions are
received by Member Services from the Member.
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\10\ The term ``Member'' is defined as ``any registered broker
or dealer, or any person associated with a registered broker or
dealer, that has been admitted to membership in the Exchange. A
Member will have the status of a ``member'' of the Exchange as that
term is defined in section 3(a)(3) of the Act.'' See Exchange Rule
1.5(n).
\11\ The term ``Reserve Quantity'' is defined as ``[t]he portion
of an order that includes a Non-Displayed instruction in which a
portion of that order is also displayed on the EDGA Book. Both the
portion of the order with a Displayed instruction and the Reserve
Quantity are available for execution against incoming orders.'' See
Exchange Rule 11.6(m).
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As amended, Rule 13.8(a)(i) would state that, unless otherwise
instructed by the Member, the Exchange will obfuscate the Member's
unique order identification number on EDGA Depth for each replenishment
of an order with a Reserve Quantity. In order to opt out of the
Exchange's obfuscation functionality, the Member must contact the
Exchange's Trade Desk. As a result, Members will no longer be required
to elect obfuscation of their order identification numbers on EDGA
Depth. Rather, Members must instruct the Exchange when they chose to
not have their order identification number obfuscated and displayed on
EDGA Depth.
Implementation Date
The Exchange intends to implement the proposed rule change on or
about January 12, 2015, which is the anticipated date upon which the
migration of the Exchange to the BATS technology platform will be
complete and the proposed data feeds may be made available.
2. Statutory Basis
The Exchange believes that the proposed rule changes are consistent
with section 6(b) of the Act \12\ and further the objectives of section
6(b)(5) of the Act \13\ because they are designed to promote just and
equitable principles of trade, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, to
foster cooperation and coordination with persons engaged in
facilitating transactions in securities, and, in general, to protect
investors and the public interest. The Exchange also believes this
proposal is consistent with section 6(b)(5) of the Act \14\ because it
protects investors and the public interest and promotes just and
equitable principles of trade by providing investors with new options
for receiving market data. The proposed rule change also is designed to
support the principles of section 11A(a)(1) \15\ of the Act in that it
seeks to assure fair competition among brokers and dealers and among
exchange markets.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
\14\ Id.
\15\ 15 U.S.C. 78k-1(a)(1).
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The proposed rule change would benefit investors by facilitating
their prompt access to last sale information and best-bid-and-offer
information contained in EDGA Last Sale and EDGA Top. The Exchange
believe adding EDGA Last Sale and EDGA Top as well as the amendments to
Rule 13.8(a)(i) would align the Exchange data feed offerings and
functionality with that available on BATS upon migration of the
Exchange to the BATS technology platform. Consistent technology
offering identical market data products by each of the BGM Affiliated
Exchange will, in turn, avoid investor confusion as well as simplify
the technology implementation, changes and maintenance by Users of the
Exchange that are also participants on BATS. The proposed rule change
would provide greater harmonization between the rules of the BGM
Affiliated Exchanges, resulting in greater uniformity and less
burdensome and more efficient regulatory compliance. The proposed
market data products are identical to the existing Top and Last Sale
data feeds available on BATS.\16\ The proposed amendments to Rule
13.8(a)(i) are also consistent with system functionality currently
available on BATS. As such, the proposed rule change would foster
cooperation and coordination with persons engaged in facilitating
transactions in securities and would remove impediments to and perfect
the
[[Page 1455]]
mechanism of a free and open market and a national market system.
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\16\ See supra note 5.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange
reiterates that the proposed rule change is being proposed in the
context of the technology integration of the BGM Affiliated Exchanges.
Thus, the Exchange believes this proposed rule change is necessary to
permit fair competition among national securities exchanges. In
addition, the Exchange believes the proposed rule change will benefit
Exchange participants in that it is one of several changes necessary to
achieve a consistent technology offering by the BGM Affiliated
Exchanges.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to section 19(b)(3)(A) of the Act \17\ and Rule 19b-
4(f)(6) thereunder.\18\
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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change, along
with a brief description and text of the proposed rule change, at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \19\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \20\ permits the
Commission to designate a shorter time if such action is consistent
with the protection of investors and the public interest. The Exchange
has asked the Commission to waive the 30-day operative delay in order
to permit the Exchange to implement the proposed rule change on January
12, 2015, which is the anticipated date upon which the migration of
EDGA and EDGX to the BATS technology platform will be complete. The
Exchange states that waiver of the operative delay is consistent with
the protection of investors and the public interest because it will
allow the Exchange to provide identical data products across the BGM
Affiliated Exchanges upon migration of the Exchange to the BATS
technology platform, thereby simplifying the technology integration for
Members of the Exchange that are also participants on EDGX, EDGA, and
BYX. In this regard, the Exchange notes that, since completion of the
Merger, both Members and the BGM Affiliated Exchanges have made
numerous systems changes in preparation for the technology migration
occurring on January 12, 2015, the Exchange has issued frequent updates
to Members informing them of the BGM Affiliated Exchange technology
migration as well as its anticipated time line so that Members may make
the requisite system changes. The Commission believes that waiving the
30-day operative delay is consistent with the protection of investors
and the public interest. Therefore, the Commission hereby waives the
operative delay and designates the proposed rule change operative upon
filing.\21\
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\19\ 17 CFR 240.19b-4(f)(6).
\20\ 17 CFR 240.19b-4(f)(6)(iii).
\21\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-EDGA-2014-35 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-EDGA-2014-35. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of EDGA. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-EDGA-2014-35 and should be
submitted on or before January 30, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-00136 Filed 1-8-15; 8:45 am]
BILLING CODE 8011-01-P