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   NYSE ProTrac EOD  

At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

The file will be made available to recipients of the ProTrac datafeed (at no additional charge) or separately as a stand alone product. Three months of historical data will be made available to ProTrac datafeed recipients upon approval of service. Shares will be totaled for each symbol in separate Index Arbitrage and Non-Index Arbitrage quantities.

Instruments Covered
Equities

Markets Covered
NYSE

  • Direct AccessIncludes first user

    $500 /mo.

    Bulk Pricing Discounts

    months historical data
    from NYSE Euronext         		$1,000
    3 x Direct Access Fee
    See Details
    months historical data
    from an Authorized Vendor         		$1,500
    3 x Indirect Access Fee
    See Details

  • Add'l Users

    $500/ user

    Enterprise License

  • Redistribution License

    Redistribute the data to
    other Users     		$1,500 /mo.
    3 x Indirect Access Fee
    See Details
 
Related NYSE Data Products
Included Data
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.
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
Academic Customers
NYSE Euronext
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