NYSE Amex OpenBook

NYSE Amex OpenBook provides a real-time view updated every second of the Exchange's limit-order book for all NYSE Amex-traded securities. NYSE Amex 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 Amex market to an even greater level of transparency. NYSE Amex OpenBook is available directly from the NYSE Amex via a direct data feed.

How to get OpenBook
All customers and vendors who wish to receive NYSE OpenBook should contact their NYSE Account Manager or submit a request on nyxdata.com.

The following documentation may be required:
OpenBook Real-Time Exhibit A
OpenBook Real-Time Exhibit C
Three copies of the Vendor Agreement
Network Diagram Overview
Screen prints demonstrating the use and/or display of NYSE Amex OpenBook data
An OpenBook data feed request submitted by your vendor to NYSE on your behalf.

Product Guid: 
00000000-0000-0000-0000-000000000000

  • Access Fee

    Pending SEC

  • Device Fee

    Pending SEC
Included Data:
NYSE MKT Order Imbalances
NYSE Amex OpenBook Ultra Datafeed
NYSE Amex BBO
NYSE Amex OpenBook Aggregated
Market Covered
NYSE Amex
Instruments Covered
Equities

NYSE MKT Order Imbalances

Specifications:

NYSE Amex Order Imbalances Client Specification

NYSE Amex Order Imbalances QRC


Publication Period:

Opening Imbalances:
Opening Imbalance messages are disseminated every 5 minutes between 8:30am EST and 9:00am EST.
Opening Imbalance messages are disseminated every 1 minute between 9:00am EST and 9:20am EST.
Opening Imbalance messages are disseminated every 15 second between 9:20am EST and the opening
Continuous Book Clearing publication 2 minutes prior to the open at approximately 9:28am


Closing Imbalances:
Closing Imbalance messages are disseminated every 5 seconds between 3:45pm EST and 4:00pm EST (or until Market close on early closing days).


Information Included:

-Time
-Symbol
-Side of the imbalance (Buy/Sell)
-Paired Quantity (Shares)
-Imbalance Quantity (Shares)
-Reference Price (Last Sale)
-Continuous Book Clearing Price
-Closing Only Clearing Price

The NYSE Imbalance datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. Specifications: NYSE Order Imbalances Client Specification NYSE Order Imbalances QRC Publication Period: Opening Imbalances: Opening Imbalance messages are disseminated every 5 minutes between 8:30am EST and 9:00am EST. Opening Imbalance messages are disseminated every 1 minute between 9:00am EST and 9:20am EST. Opening Imbalance messages are disseminated every 15 second between 9:20am EST and the opening Continuous Book Clearing publication 2 minutes prior to the open at approximately 9:28am Closing Imbalances: Closing Imbalance messages are disseminated every 5 seconds between 3:45pm EST and 4:00pm EST (or until Market close on early closing days). Information Included: -Time -Symbol -Side of the imbalance (Buy/Sell) -Paired Quantity (Shares) -Imbalance Quantity (Shares) -Reference Price (Last Sale) -Continuous Book Clearing Price -Closing Only Clearing Price