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   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.

How to get OpenBook
All customers and vendors who wish to receive NYSE MKT OpenBook should contact their NYSE Account Manager or submit a request on nyxdata.com.

The following documentation may be required:
  • NYSE MKT OpenBook 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 MKT OpenBook data
  • An OpenBook data feed request submitted by your vendor to NYSE on your behalf

  • Instruments Covered
    Equities

    Markets Covered
    NYSE MKT
    OpenBook Products

    NYSE MKT OpenBook Ultra Datafeed

    Overview
    NYSE MKT OpenBook Ultra is a new, improved value-added version of the NYSE MKT OpenBook Real-Time. It further improves accessibility to the NYSE MKT market through improved performance and additional content and functionality. NYSE MKT OpenBook Ultra was developed with the help of customers to create a best-of-breed product. NYSE MKT OpenBook Ultra will be provided as an optional alternative to recipients of NYSE MKT OpenBook Real-Time.

    Better Speed With microsecond latency, NYSE MKT OpenBook Ultra updates with every limit-order book event (unlike NYSE MKT OpenBook Real-Time which updates every second). Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers.

    Faster Recovery The new, innovative, “self-healing” format provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

    More Content NYSE MKT OpenBook Ultra contains all customer limit order interest including the floor and specialist interest, as well as unique information that other markets don’t provide. Reason codes provide details about why something has changed. Transaction LinkIDs link removed interest to tape prints, number of orders are provided at each price point, and microsecond timestamps. More detailed, microsecond resolution on timestamps helps line up millisecond trading. NYSE MKT BestQuotes is also included as part of the package which provides a direct, low latency source of quotes that includes Top of Book, Specialist and Crowd Interest.
    Specifications
    NYSE MKT Openbook Ultra Feed Client Specification Documents
    Current Version 1.9 NYSE Openbook Ultra Feed Client Specification
    All Versions NYSE Openbook Ultra Feed Client Specification

    NYSE MKT OpenBook Aggregated

    Overview
    NYSE MKT OpenBook Aggregated provides a view of the limit-order book for all NYSE MKT-traded securities with one-second updates
    Specifications
    NYSE MKT Openbook Aggregated Feed Client Specification Documents
    Current Version 1.3 NYSE Openbook Aggregated Feed Client Specification
    All Versions NYSE Openbook Aggregated Feed Client Specification
    XDP Common Client Specification Documents
    Current v2.0m XDP Common Client Specification
    All versions XDP Common Client Specification
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