ArcaBook Products:    TAQ NYSE ArcaBook        

Print this Page   
   NYSE ArcaBook  

NYSE ArcaBook shows the full limit order book for NYSE Arca traded securities on a real time basis. Also included in this product are data elements providing information to NYSE Arca opening, closing, and halt auctions, as well as indicative match price, match volume, auction imbalance, and market imbalance data.

All of the data is disseminated through data vendors or through a direct data feed originating from NYSE Euronext 's SFTI network utilizing a multicast feed. This product enhances market transparency and provides consumers with a complete liquidity picture from one of the leading US marketplaces.

The ArcaBook data feed is available between the hours of 3:30 AM ET and 8:00 PM ET


NYSE ArcaBook includes the following data sets:
- The complete order book for NYSE Arca securities

- Auction imbalance and pricing information for NYSE Arca opening, closing, and halt auctions

- View of orders attributed by market makers and ETP holders

- Indicative match price, match volume, total imbalance (limit and market orders), and market imbalance data


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)

NYSE ArcaBook : Exhibit A

Instruments Covered
Equities

Markets Covered
NYSE Arca
Included Data
Authorized Vendors
Mantara
Other Products Website
ArcaBook
website
Mantara is transforming the world of securities trading by delivering advanced technology solutions that fulfill the market demand for integrated multi-asset, high-speed trading and analytics. Mantara is committed to transforming the way that equities, options and futures are traded worldwide. Fueled by demand for trading efficiency, transparency and functionality, Mantara is driving the development and delivery of an entirely new class of solutions that raise the bar and exceed market expectations for this space.
ThomsonReuters
Website
NYSE ArcaBook
Reuters
NYSE ArcaBook
Related Products in Other Markets
Product News
There is no product news at this time