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.

The NYSE Arca Integrated Feed can be obtained through a direct datafeed from within NYSE Liquidity centers or the SFTI Network. Please contact NYSE Technologies Sales for more information regarding connectivity.

IMPROVED LATENCY
NYSE Arca Integrated improves data latency by publishing directly from the Exchange Data Publisher (XDP). XDP is a high-speed delivery technology that disseminates low latency, real-time multicast data feeds.
INCREASED TRANSPARENCY OF OCCURENCES
Quotes and trades are published in sequence as they occur on the matching engine, allowing subscribers to observe which specific quote(s) drove each trade.
DELIVERS BREADTH OF MARKET DATA CONTENT
The data feed provides trading sessions change messages, which means that subscribers are allowed to remove all orders for a trading session without being bombarded with delete messages. Depth of book, last sale, order imbalance, and security status data are also included in this package.
STOCK SUMMARY MESSAGE
The stock summary message (high, low, open, close, and volume data) is sent out every minute on a channel separate from the main feed. The message will be sent regardless of a change to a particular value. If there is no volume on the stock, the trade summary message will not be disseminated.
FLEXIBILITY OF DELIVERY
This data feed accommodates customers by enabling the acquisition of data through a direct data feed either from within NYSE liquidity centers or over SFTI network.

The NYSE Arca Integrated Feed is available between the hours of 3:30 AM ET and 8:00 PM ET.

NYSE Arca Integrated Feed Exhibit A

To apply for the NYSE Arca Integrated Feed please complete the following documentation:

  • Three (3) copies of the Vendor Agreement (Please submit each copy with the original signature. There is the possibility you have one on file, however, to expedite your request you may want to submit a new, updated signed copy.)
  • Exhibit A - NYSE Arca Integrated Feed

     

    Click below to listen to Todd Watkins, Product Manager for Global Market Data, discussing the benefits of NYSE Arca Integrated Feed

  • Product Guid: 
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    • Direct Access Fee

      $3,000 / mo.

    • Redistribution Fee

      $3,000 / mo.

    • Professional User Fee

      $40 / mo.

    • Non Professional User fee

      $20 / mo.

    • Non-Display Fee Schedule U.S. PDF
    Market Covered
    NYSE Arca
    Instruments Covered
    Equities