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   NYSE Best Quote and Trades (BQT)  

NYSE Best Quote and Trades (BQT) is a consolidated XDP feed that provides a unified view of best bid/offer and trades/last sale NYSE Best Quote and Trades (BQT) is a consolidated feed that provides a unified view of best bid/offer and trades/last sale executions for the entire NYSE Group (NYSE, NYSE MKT and NYSE Arca). It includes all issues traded on NYSE, NYSE Arca and NYSE MKT including those that are listed on other exchanges.

Data Elements

NYSE BBO

Real-time best bid and offer quotations, for all NYSE-traded, NYSE Arca-traded, NYSE MKT-traded securities, including size, available from all of NYSE markets. It also includes all NASDAQ issues traded on NYSE Arca and NYSE MKT.

NYSE Prices

The official NYSE opening and closing prices for all listed instruments, including quote and trading status messages, as well as Retail Interest Indication.

Value-Added Details

The stock summary message (including Open, High, Low and Close) is sent every minute on a separate channel from the main feed. The message will be sent out every minute regardless of whether there is a change to a particular value or not. In the event there is no volume on the stock, the trade summary message will not be disseminated.

Solution Benefits

• A simpler and lower cost data alternative to existing Level 1 data products.
It is an indicative pricing feed which can provide a lower cost alternative to the SIP.
• High quality, comprehensive data coverage in a real-time, unified view.

Data Delivery

NYSE OpenBook is available directly from the NYSE:
->via an electronic data feed through SFTI
->via most market data vendors

Sales

Please contact pdp-sales@theice.com for more information

Instruments Covered
Equities

Markets Covered
Multiple Markets
Included Data

NYSE BQT

Specifications
NYSE BQT Client Specification Documents
Current Production NYSE BQT Client Specification v1.7a
All Versions All NYSE BQT Client Specifications
XDP Common Client Specification Documents
Current Production XDP Common Client Specification v2.0m
All versions All XDP Common Client Specifications
Frequently Asked Questions
  • What does it mean that NYSE BQT is published in XDP format?
    The Exchange Data Protocol (XDP) format will become the standard market data feed format for all NYSE, NYSE MKT, and NYSE Arca products. As the NYSE group markets roll out XDP products, clients will have easy access to one single XDP client specification, making it easier to incorporate data into their firms with little implementation time by utilizing 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.