Conferences
- NBER SI 2026 Financial Market Structure, July 18, 2026, Cambridge, MA. Submission deadline: March 26, 2026.
- 2026 NYU Stern Microstructure Conference.
Resources
Useful material for market microstructure researchers.
Calls, data sources, tools, and references relevant to the TME community.
Data
- Level 2 order book data trials from WRDS. WRDS is inviting faculty to trial the NYSE and ARCA level 2 order book data (TAQ Integrated Feed) and collecting interest in subscribing. To join the subscription wish list or seek additional information, contact WRDS. See also the data manual, Battalio et al. (2021), and Holden et al. (2023).
- Quote-to-trade ratios from Quoting activity and the cost of capital by Ioanid Rosu, Elvira Sojli, and Wing Wah Tham. WRDS data was used in preparing this output.
Suggest a resource
If you would like TME to announce a new dataset, tool, call for papers, or other community resource, email contact@microstructure.exchange.