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   NYSE ProTrac   (Program Trading)

ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.

Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message via ProTrac as illustrated below:

Symbol Shares Executed Time (ms)
XYZ 50,000 10:23:18.340

Instruments Covered
Equities

Markets Covered
NYSE

  • Access Fee

    $1,500 / mo.

  • Display Fee

    $2 / display

  • Table depicting the pricing options available
    Vendor Credit $2 / display
Included Data
Daily @ 11:00 PM EST    History: 1 Aug 2006 - present
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. The file is available at approximately 8:00PM each day and will be available via FTP, web and email. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

Symbol Index Arb Trades Index Arb Shares Non-Index Arb Trades Non-Index Arbitrage
XYZ 1,250 250,000 2,075 475,000
"ProTrac" is a real-time datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a real-time message.

Symbol Shares Executed Time (Milliseconds)
XYZ 50,000 10:23:18.340


Program trading is defined as a wide range of portfolio trading strategies involving the purchase or sale of 15 or more stocks having a total market value of $1 million or more. One example is index arbitrage. Index arbitrage is defined as the purchase or sale of a basket of stocks in conjunction with the sale or purchase of a derivative product, such as index futures. In addition to index arbitrage, other program trading activity includes customer facilitations, liquidation of facilitations, index substitutions, liquidation of error accounts, risk modifications, and liquidation of exchange-for-physicals stock positions.
Daily @ 10:00 PM EST    History: 1 Apr 2005 - present
"ProTrac EOD Replay" is a record-by-record replay of the ProTrac datafeed. ProTrac provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message.

Symbol Shares Executed Time (Milliseconds)
XYZ 50,000 10:23:18.340


Program trading is defined as a wide range of portfolio trading strategies involving the purchase or sale of 15 or more stocks having a total market value of $1 million or more. One example is index arbitrage. Index arbitrage is defined as the purchase or sale of a basket of stocks in conjunction with the sale or purchase of a derivative product, such as index futures. In addition to index arbitrage, other program trading activity includes customer facilitations, liquidation of facilitations, index substitutions, liquidation of error accounts, risk modifications, and liquidation of exchange-for-physicals stock positions.
approx 5:00pm    History: 28 Feb 2007 - present
The NYSE Trades file 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 of NYSE InfoTools to match each execution message with the tape print. The file is pipe delimited.
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