Data Products By Type: Real-Time Data

Low-latency datafeeds available directly from NYSE Technologies, from CTA, or from dozens of authorized market data vendors

Global OTC BBO and Integrated Feed

Global OTC BBO and Integrated feeds provide Best-Bid and Offer, Last Sale as well as Depth of Book information from the Global OTC Alternative Trading System.

NYSE Alerts

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE Arca BBO

The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.

NYSE Arca Integrated Feed

NYSE Arca Integrated Feed is a real time data feed that provides a unified view of events, in sequence as they appear on the NYSE Arca matching engine. The data feed includes depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance data, and security status messages. The product is not shaped nor throttled, so this value added data feed requires customers to establish connectivity that is sufficient to support a substantial increase in data content and bandwidth. NYSE Arca Integrated Feed helps customers overcome the challenges of determining event sequences from disparate NYSE Arca data products, increasing transparency of the specific quotes that drive trades.

NYSE Arca Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities. The NYSE Arca Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Arca Trades

NYSE Arca Trades can be received directly from NYSE Arca rather than through the Consolidated Trades System (CTS).

NYSE ArcaBook

NYSE ArcaBook shows the full limit order book for NYSE Arca traded securities on a real time basis. Also included in this product are data elements providing information to NYSE Arca opening, closing, and halt auctions, as well as indicative match price, match volume, auction imbalance, and market imbalance data.

NYSE BBO

The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.This is a top of book feed that publishes updates for every event in real time.

NYSE Best Quote and Trades (BQT)

NYSE Best Quote and Trades (BQT) is a consolidated XDP feed that provides a unified view of best bid/offer and trades/last sale NYSE Best Quote and Trades (BQT) is a consolidated feed that provides a unified view of best bid/offer and trades/last sale executions for the entire NYSE Group (NYSE, NYSE MKT and NYSE Arca). It includes all issues traded on NYSE, NYSE Arca and NYSE MKT including those that are listed on other exchanges.

NYSE Integrated Feed

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE MKT Alerts

NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE MKT BBO

The Real-Time NYSE MKT Quotes feed provides NYSE MKT Quotes (best bid/ask quotations) for all NYSE MKT-traded securities.

NYSE MKT Integrated Feed

The new NYSE MKT Integrated Feed provides a comprehensive order-by-order view of events in the NYSE MKT equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE MKT OpenBook

NYSE MKT OpenBook provides a real-time view updated every second of the Exchange's limit-order book for all NYSE MKT-traded securities. NYSE MKT OpenBook lets traders see aggregate limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE MKT market to an even greater level of transparency. NYSE MKT OpenBook is available directly from the NYSE MKT via a direct data feed.

NYSE MKT Order Imbalance

The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.

NYSE MKT Trades

NYSE MKT Trades can be received directly from NYSE rather than through the Consolidated Trades System (CTS).

NYSE OpenBook Aggregated

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders. NYSE OpenBook is available as two separate products, NYSE OpenBook Ultra which is an event driven data feed and NYSE OpenBook Aggregated which is a frequency driven data feed.

NYSE OpenBook Ultra

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders. NYSE OpenBook is available as two separate products, NYSE OpenBook Ultra which is an event driven data feed and NYSE OpenBook Aggregated which is a frequency driven data feed.

NYSE Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Trades

NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

NYSE Bonds

NYSE Bonds market data consists of three feeds: 1) NYSE Bonds Depth of Book--live and executable bid and offers displayed on the full order book, 2) NYSE Bonds BBO--realtime top of book, and 3) NYSE Bonds Trades--realtime last sale prices and sizes.

NYSE Amex Options

NYSE Amex Options is a family of XDP data feeds that disseminate real-time option order/consolidated book information from the NYSE Amex Options exchange.

NYSE Amex Options Complex Order Book

NYSE ArcaBook for Amex Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE Amex Options exchange.

NYSE Arca Options

NYSE Arca Options is a family of XDP data feeds that disseminate real-time option order/consolidated book information from the NYSE Arca Options exchange.

NYSE Arca Options Complex Order Book

NYSE Arca Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE Arca Options exchange.

U.S. Options (OPRA) Products

NYSE Global Index Feed

The NYSE Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.