Data Products By Market: NYSE MKT

NYSE MKT Alerts

NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE MKT BBO

The Real-Time NYSE MKT Quotes feed provides NYSE MKT Quotes (best bid/ask quotations) for all NYSE MKT-traded securities.

NYSE MKT Integrated Feed

The new NYSE MKT Integrated Feed provides a comprehensive order-by-order view of events in the NYSE MKT equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE MKT OpenBook

NYSE MKT OpenBook provides a real-time view updated every second of the Exchange's limit-order book for all NYSE MKT-traded securities. NYSE MKT 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 MKT market to an even greater level of transparency. NYSE MKT OpenBook is available directly from the NYSE MKT via a direct data feed.

NYSE MKT Order Imbalance

The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.

NYSE MKT Trades

NYSE MKT Trades can be received directly from NYSE rather than through the Consolidated Trades System (CTS).

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE MKT Integrated Feed

TAQ NYSE MKT Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE MKT Integrated Feed

      Depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

TAQ NYSE MKT OpenBook

TAQ NYSE MKT OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

TAQ NYSE MKT Trades

The TAQ NYSE MKT Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE MKT-traded securities.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE MKT Trades XDP

      XDP format of TAQ NYSE Trades. TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalances

      TAQ NYSE Order Imbalances provides information from the NYSE Order Imbalances Data feed. The NYSE Imbalances Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Additional Details
        • TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalances product provides a capture of the NYSE Order Imbalances datafeed. The NYSE Imbalances Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.

      • Additional Details
        • Stock Summary

          n a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalances

      TAQ NYSE Order Imbalances provides information from the NYSE Order Imbalances Data feed. The NYSE Imbalances Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Additional Details
        • TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalances product provides a capture of the NYSE Order Imbalances datafeed. The NYSE Imbalances Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.

      • Additional Details
        • Stock Summary

          n a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print.

NYSE Group Index Weightings

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    • NYSE Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices.

      NYSE Fixed Income Index Weightings

      Product Price

      Access Fee: $250

      This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.

NYSE MKT Alerts

NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE MKT Order Imbalance

The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.

TAQ NYSE Amex Products

TAQ NYSE Amex products provide full visibility of transactions that occur on NYSE Amex as being disseminated from the Amex OpenBook market data offering. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE MKT Order Imbalances

      TAQ NYSE MKT Order Imbalances provides information from the NYSE MKT Order Imbalance Data feed. The NYSE MKT Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Additional Details
        • TAQ NYSE MKT Order Imbalances

          The TAQ NYSE MKT Order Imbalances product provides a capture of the NYSE MKT Order Imbalances datafeed. The NYSE MKT Imbalances data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities. The NYSE MKT Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.