SEC
Securities and Exchange Commission (US)
SEC publishes NYSE American immediately effective filing to introduce one-minute interval options open-close volume report
Published
Aug 11, 2026
Effective
Aug 5, 2026
Topics
Market data, Options trading, Open-close volume data, NYSE American, Self-regulatory organization rule filing
Executive Summary
The SEC has published NYSE American’s notice of filing and immediate effectiveness for a proposed rule change introducing a new One-Minute Interval Intra-Day Report, a version of the NYSE Options Open-Close Volume Summary. The new report will be available to all subscribers and will provide the same data categories as the current Intra-Day Volume Summary, but snapshots will be taken every one minute during the trading day instead of every ten minutes. NYSE American states that each one-minute update will be available within five minutes after the relevant one-minute period and will contain proprietary Exchange trade data only, not consolidated options market data. The product is voluntary and does not impose a mandatory reporting obligation on members or market participants. The Exchange will file a separate proposed rule change to establish monthly subscriber fees before launch and will announce the implementation date by Trader Update, with implementation no later than the end of the fourth quarter of 2026, subject to effectiveness.
What Changed
Previous
NYSE American offered End-of-Day and Intra-Day Volume Summary products, including an intra-day product updated every ten minutes.
New
A new one-minute interval intra-day version will be available to all subscribers as a voluntary proprietary market data product.
Previous
The existing Intra-Day Volume Summary captures snapshots every ten minutes during the trading day.
New
The new report captures snapshots every one minute during the trading day.
Previous
The ten-minute Intra-Day Volume Summary is available within five minutes after each ten-minute period.
New
The One-Minute Interval Intra-Day Report will be available within five minutes after each one-minute period.
Previous
No One-Minute Interval Intra-Day Report fee existed in the NYSE American filing.
New
NYSE American will establish monthly subscriber fees through a separate proposed rule change submitted before launch.
Previous
No implementation date for this one-minute NYSE American report had been announced in the filing history cited in the notice.
New
NYSE American will announce the implementation date by Trader Update, subject to effectiveness, no later than the end of the fourth quarter of 2026.
Business Impact
Who is affected
Directly affected
NYSE American market data subscribers, market data vendors, options trading desks, quantitative research teams, data engineering teams, and firms that consume NYSE Options Open-Close Volume Summary products.
Indirectly affected
buy-side investors, investment banks, broker-dealers, individual customers, downstream analytics users, vendor management teams, and compliance or model-risk teams overseeing use of proprietary exchange data.
Jurisdictions
United States
Business processes
Market data subscription and entitlement management, Options market data ingestion and normalization, Open-close volume analytics and trading model development, Vendor and exchange data cost management, Data quality, latency, and SLA monitoring, Model governance for strategies using proprietary exchange data
Estimated effort
Low
Compliance risk
Low
Affected Reports
| Field | Validation rule |
|---|---|
| Snapshot interval | The new report uses one-minute snapshots during the trading day rather than the existing ten-minute intra-day interval. |
| Availability after interval close | Each one-minute interval update will be available to subscribers within five minutes after the conclusion of the one-minute period. |
| Origin | The report summarizes trading activity at option level by Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker origin. |
| Side and transaction type | The report includes side of market, buy or sell, and transaction type, opening or closing. |
| Contract volume and trade size bucket | Volume is reported by contract volume and broken into trade size buckets of less than 100 contracts, 100-199 contracts, and greater than 199 contracts. |
Recommended Actions
- 1AI generatedStep 1 of 7
Confirm whether the firm currently subscribes to NYSE American open-close volume products and identify business owners who may request the one-minute product.
- 2AI generatedStep 2 of 7
Monitor NYSE Trader Updates for the implementation date and monitor SEC/NYSE rule filings for the separate monthly subscriber fee proposal before approving procurement.
- 3AI generatedStep 3 of 7
If subscribing, update data dictionaries, entitlement records, and vendor inventories to distinguish the one-minute report from the existing ten-minute intra-day summary.
- 4AI generatedStep 4 of 7
Test ingestion capacity and completeness controls for higher-frequency snapshots, including expected availability within five minutes after each one-minute period.
- 5AI generatedStep 5 of 7
Require trading, quant, and model-risk teams to document any new or changed use of the one-minute open-close data in analytics, signals, or model testing.
- 6AI generatedStep 6 of 7
Validate that downstream dashboards and client-facing analytics clearly describe the report as proprietary NYSE American trade data, not consolidated options market data.
- 7AI generatedStep 7 of 7
For non-subscribers, record a no-action decision after assessing whether vendors or trading teams will indirectly consume the data.
Timeline
effective date
Aug 5, 2026
NYSE American filed proposed rule change SR-NYSEAMER-2026-72 with the SEC; the filing became effective under Section 19(b)(3)(A) and Rule 19b-4(f)(6).
publication
Aug 11, 2026
SEC issued Release No. 34-106075 publishing notice of the NYSE American filing and soliciting comments.
other
Sep 4, 2026
Thirty days after the August 5, 2026 filing date; the notice states the rule change does not become operative before 30 days from filing unless the SEC designates a shorter time.
implementation
Dec 31, 2026
NYSE American states that the implementation date, to be announced by Trader Update and subject to effectiveness, will be no later than the end of the fourth quarter of 2026.
Sources
AI-generated analysis is based on the following primary sources. Always verify against the official publication.
- SEC SRO noticeU.S. Securities and Exchange CommissionAug 11, 2026Self-Regulatory Organizations; NYSE American LLC; Notice of Filing and Immediate Effectiveness of Proposed Change to Introduce the New One-Minute Interval Intra-Day Report, Release No. 34-106075; File No. SR-NYSEAMER-2026-72 ↗
https://www.sec.gov/files/rules/sro/nyseamer/2026/34-106075.pdf
- SEC SRO noticeU.S. Securities and Exchange CommissionDec 16, 2021Self-Regulatory Organizations; NYSE American LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Establish the NYSE Options Open-Close Volume Summary, Release No. 34-93803; File No. SR-NYSEAMER-2021-46 ↗
https://www.sec.gov/rules/sro/nyseamer/2021/34-93803.pdf
- Federal Register noticeFederal RegisterSep 11, 2025Self-Regulatory Organizations; MIAX PEARL, LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Introduce a New Version of the Open-Close Report To Be Known as the One-Minute Interval Intra-Day Open-Close Report ↗
https://www.federalregister.gov/documents/2025/09/11/2025-17449/self-regulatory-organizations-miax-pearl-llc-notice-of-filing-and-immediate-effectiveness-of-a
- RegulationElectronic Code of Federal RegulationsDate not specified17 CFR 240.19b-4 — Filings with respect to proposed rule changes by self-regulatory organizations ↗
https://www.ecfr.gov/current/title-17/chapter-II/part-240/section-240.19b-4
Related Evidence
Verified source support for this analysis
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