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   NYSE OpenBook Ultra  

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders. NYSE OpenBook is available as two separate products, NYSE OpenBook Ultra which is an event driven data feed and NYSE OpenBook Aggregated which is a frequency driven data feed.

NYSE Openbook Ultra is an event-based data feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities. Benefits: Better Speed. With microsecond latency, NYSE OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers. Faster Recovery. The “self-healing” format for NYSE Openbook Ultra provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

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

The two OpenBook products, Ultra and Aggregated have separate access fees. For more detail, refer to pricing guide on the product page.

Instruments Covered
Equities

Markets Covered
NYSE
Related NYSE Data Products
OpenBook Products

NYSE OpenBook Ultra

Overview
NYSE Openbook Ultra is an event-based data feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities.

Data Elements:
->Full depth order by order data

Benefits:
Better Speed:
With microsecond latency, NYSE OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers.

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

Specifications
NYSE Openbook Ultra Feed Client Specification Documents
Current Version 1.9 NYSE Openbook Ultra Feed Client Specification
All Versions NYSE Openbook Ultra Feed Client Specification
Capacity
Authorized Vendors
ThomsonReuters
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ThomsonReuters
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ThomsonReuters provides scalable solutions for every segment of the financial community: from sales and trading to investment management, investment banking, wealth management and corporations
Townsend Analytics
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Townsend Analytics
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Townsend Analytics specializes in providing electronic trading solutions for money managers, asset managers, hedge funds and mutual funds worldwide. It targets Institutions, broker dealers and individual active traders, including both professional and nonprofessional subscribers.
Radianz
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Radianz
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The Radianz Shared Market Infrastructure from BT is the leading provider of secure, reliable, and scalable connectivity and hosting for the global financial services community. The Radianz Shared Market Infrastructure provides ultra-low latency connectivity and proximity hosting services to the New York Stock Exchange for market data and trading.
FactSet Research Systems, Inc.
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FactSet Research Systems, Inc.
FactSet provides access to financial information and analytics to thousands of investment professionals globally. FactSet combines hundreds of databases from industry-leading suppliers and clients' own proprietary data into a single, powerful information system. Additionally, Application Developers and IT professionals build on FactSet's commercial content and technology to support their internal applications.
eSignal
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eSignal
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eSignal (www.eSignal.com) is a division of Interactive Data Corporation (NYSE: IDC) specializing in the delivery of real-time market information and the development of advanced trading workstations. Building on more then 25 years of experience providing time-sensitive financial information and award-winning products and services, eSignal offers global, real-time market data and decision support tools to active investors and professionals worldwide. eSignal's products include eSignal ; eSignal Pro; Market-Q; eSignal, Advanced GET Edition; FutureSource Workstation; QuoTrek and eSignal OnDemand. www.esignal.com/products Its portal sites are www.FutureSource.com, www.Quote.com and www.RagingBull.com
Lek Securities Corp
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Lek Securities Corp ROX(r)
ROX(r) is a premier trading platform available to customers of Lek Securities Corporation. ROX(r) combines real-time market data and advanced analytics with instant execution on a host of markets, both domestic and international. A wide array of integrated features including order management, risk management, position management, and automated trading strategies have made ROX(r) the preferred solution for traders, institutional investors, arbitrageurs, and market makers worldwide. The ROX(r) trading platform also allows automation to enable black box trading for hedge funds and investment banks. ROX(r) is your Gateway to the Markets(SM).
Transactions Network Services
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Transactions Network Services
TNS provides managed connectivity services using either its Secure Trading Extranet or ultra low latency Extreme or Supreme Connectivity services. Firms achieve cost effective access to multiple financial community applications, data & services. In addition TNS provides managed Wide Area Networks, Co-location and Trader Voice services.
Fidessa
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Fidessa and Fidessa LatentZero
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Available as a simple workstation or as an integrated application suite, the Fidessa and Fidessa LatentZero products are built on the clear vision of providing functionality, coverage and distribution to the financial markets community.
Atrium Network
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Atrium
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Atrium Network, with an exclusive focus on the financial community,provides interconnectivity to customers allowing trading counterparties,service providers, brokers, exchanges, execution venues, MTFs, marketdata providers to communicate with each other. Customers using MyAtrium, the innovative customer service portal, can control their own interconnectivity to maximise their business relationships.
Flextrade
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Flextrade
FlexTrade is the industry pioneer and global leader in broker-neutral algorithmic trading platforms and execution management systems for equities, foreign exchange and listed derivatives. Flextrade services Buy- and sell-side firms, including investment banks, hedge funds, asset managers, commodity trading advisors and institutional brokers.
Reuters
NYSE OpenBook
Quanthouse / S&P Capital IQ
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NYSE Openbook
S&P Capital IQ is a leading provider of multi-asset class, unrivaled data, delivered in real time through innovative platforms with insightful analysis. Access S&P Capital IQ’s proprietary global network for multi-asset class market data and content.
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