The OpenBook Aggregated data feed (1-second updates) in XDP format is now available on Test IP addresses
OpenBook Aggregated provides 1-second delta based snapshot messages for the limit-order book. Messages contain aggregate volume information for all bid and offer prices in exchange-traded issues.
Changes to the feed include:
· The product is completely redesigned with a new format using the new Exchange Data Publisher (XDP) platform
· It is optimized for bandwidth resulting in 50% smaller message sizes than the existing product
· New content: Trading Status information (i.e. pre-open, close, halted), last OpenBook ultra sequence numbers, and Pktupdate count information.
· It is the first data product available in the new Mahwah datacenter.
Testing with canned data is currently being replayed intra-day from 9am - 5pm on the Test and UAT IP addresses. Production data is available over the Test IP addresses.
Until the end of this year, the new redesigned XDP versions of NYSE OpenBook Aggregated and NYSE Amex OpenBook Aggregated will be running in parallel with the current NYSE OpenBook Aggregated and NYSE Amex OpenBook products, allowing clients to become familiar with the new format and to test their systems, while the current products are still be available.
Current Product Specifications:
New XDP Product Specifications:
The UAT test environment is a new intra-day test environment available from 9am to 5pm using replay data. All new releases will be available in this environment. To access the environment, existing users who are enabled for test IPs simply need to request access to the environment by sending an email to firstname.lastname@example.org or contact your account manager for more details.
Help and Support:
Technical and product related questions were answered in our webinar which was held on May 4, 2010. The NYSE and NYSE Amex Aggregated OpenBook Webinar Playback is now available for download.
For further information regarding these products, clients are advised to contact their Account Manager and for technical support, please contact Service Desk.
Account Management Team
Telephone: +1 212 656 3800
Telephone: +1 212 383 3640 (International)
Telephone: 866 873 7422 (Toll free, US only)