NYSE Imbalance is offered as part of the NYSE OpenBook suite:    NYSE OpenBook Ultra        

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   NYSE Order Imbalances  

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.


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
NYSE
Related NYSE Data Products
Included Data

NYSE Order Imbalance

Overview
The NYSE Imbalance datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.
Delivery
Access to NYSE OpenBook can be obtained through a market data vendor or by connecting to SFTI (pronounced 'safety'). SFTI stands for Secure Financial Transaction Infrastructure - It is an infrastructure through which customers connect to the market data distribution system and other services provided by SIAC. For more information on SFTI please contact SFTI@SIAC.COM or call 1-866-USE-SIAC.

The NYSE Common Access Point® Network is an extranet that serves as a common point of access between the NYSE production networks and the networks of NYSE members, sponsored nonmembers (e.g., institutions, broker / dealers, and individual investors), and market data vendors. The NYSE CAP network will provide connectivity for information products (outbound) as well as, receipt of customers orders (inbound). NYSE OpenBook® data recipients may be members, non-members and market data vendors.

NYSE CAP is operated and maintained by SIAC on behalf of the NYSE. Access to CAP and other market data distribution products can be obtained via SFTI (pronounced 'safety') the Secure Financial Transaction Infrastructure. NYSE CAP is a product of the NYSE, and will only be available for NYSE services. For additional information on CAP the customer guide (spec) is provided below. For additional information on SFTI please contact SFTI@SIAC.COM or call 1-866-USE-SIAC.

Testing for OpenBook Real-Time is available on Tuesday and Thursday evenings from 7:00 p.m. to 9:00 p.m.

Test data is disseminated for all stocks directly by SIAC on behalf of the NYSE. For more information on how to access test data, please contact SFTI@SIAC.COM or call 1-866-USE-SIAC. SFTI (pronounced 'safety') is the Secure Financial Transactions Infrastructure. It is an infrastructure through which customers connect to market data distribution systems and other services provided by SIAC.
Specifications

NYSE Order Imbalances Feed Client Specification Documents
Current Production through 1Q17 NYSE Order Imbalances Feed Client Specification v1.12b
Current Production (XDP Version) NYSE Order Imbalances Feed Client Specification v2.0c
All Versions All NYSE Order Imbalances Feed Client Specifications
XDP Common Client Specification Documents
Current Production XDP Common Client Specification v2.0m
All versions All XDP Common Client Specifications
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