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.
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.
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
NYSE Arca Integrated Feed is available on existing and new SFTI IP 1Gb, 5Gb, and 10Gb ports and SFTI LCN 1Gb and 10Gb ports. Restrictions apply for customers who desire to access the Feed on an IP or LCN 1Gb port. Applicable service entitlement fees apply. For more information, click here
If I am a current NYSE ArcaBook subscriber will I need to execute a new Exhibit A?
Yes. Even if you are an existing ArcaBook customer, you will need to execute a new NYSE Arca Integrated Feed Exhibit A.
How does NYSE Arca Integrated Feed differ from ArcaBook XDP feeds?
NYSE Arca Integrated Feed delivers all messages in sequence as they occur on the NYSE Arca matching engine. ArcaBook XDP feeds are a migration of the disparate legacy ArcaBook products to a new XDP delivery format.
Will ArcaBook products be decommissioned with the launch of NYSE Arca Integrated Feed?
No, NYSE Arca Integrated Feed is a complementary feed to the existing ArcaBook data products and WILL NOT replace them.
Who benefits from NYSE Arca Integrated Feed?
NYSE Arca Integrated Feed was developed for high technology market data users, who can consume an unthrottled feed. Customers will benefit from the ability to correlate an order with the resulting quote and an execution with the resulting trade.
The XDP Integrated Feed specification includes subtitles for NYSE, NYSE Amex, and NYSE Arca feeds. Does this mean all data is now available across one feed?
No. The specification was crafted to illustrate that the XDP Integrated Feed will be available in the future across all of our equity data products, leveraging the same message types, formats, and delivery mechanisms. This will allow customers to leverage a single framework to subscribe to our forthcoming market data products.
When will the other XDP Integrated Feed products be available?
The NYSE and NYSE MKT Integrated Feeds are tentatively scheduled for Q4 2013. As these dates approach, future information on the exact release dates will be published.
The NYSE Arca Integrated Feed now lists four channels each A-Z. What is significant about four channels?
The four channels will send data via matching engine ID's, which are load-balanced across all letter ranges A-Z. Four-channel delivery of this feed will benefit customers by reducing the overall delivery latency with this product. This channel configuration enables publishers to achieve the lowest latency possible.
Where is the Multicast address information published for the NYSE Arca Integrated Feed?