ArcaBook can be obtained through a direct datafeed from NYSE's SFTI network or via data vendors. Here is what is included:
- Complete limit order book for NYSE, Arca, and Alternext listed and Nasdaq securities, as well as the ArcaEdge bulletin board platform.
- Auction imbalance and pricing information for NYSE Arca opening, closing and halt auctions.
- View of orders attributed by Market Makers and ETP holders.
- ArcaBook disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data.
The ArcaBook data feed is available between the hours of 3:30 AM ET and 8:00 PM ET, and provides this data with message latencies under 5 milliseconds.
To apply for ArcaBook products, please submit the following documentation. You are required to complete all of the documentation below:
1. 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.)
2. Exhibit A - ArcaBook
3. NYSE Arca Connectivity Agreement (for customers whose data circuits or any other connectivity are managed directly by NYSE Arca)
| Tape A & B Securities and ETFs | Pros $15 Non Pros $5 |
| Tape C (excl ETFs) | Pros $15 Non Pros $5 |
| $0 | |
| Non Professional Cap | $20,000 |
| NYSE ArcaBook Non-Pro Fee Cap.pdf | |