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.
Included Data
NYSE Amex OpenBook Ultra Datafeed
NYSE Amex OpenBook Aggregated
NYSE Amex BBO
NYSE Amex Order Imbalances
Instruments Covered
Equities
Markets Covered
NYSE Amex