Data Products By Type: Real-Time Data

Low-latency datafeeds available directly from NYSE Technologies, from CTA, or from dozens of authorized market data vendors

Global OTC BBO and Integrated Feed

Global OTC BBO and Integrated feeds provide Best-Bid and Offer, Last Sale as well as Depth of Book information from the Global OTC Alternative Trading System.

NYSE Alerts

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-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 American Alerts

NYSE American Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE American 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 American BBO

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

NYSE American Integrated Feed

The new NYSE American Integrated Feed provides a comprehensive order-by-order view of events in the NYSE American 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 American OpenBook

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

NYSE American Order Imbalance

The NYSE American Order Imbalance data feed enhances the transparency of the NYSE American 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 American listed securities.

NYSE American Trades

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

NYSE Arca BBO

The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.

NYSE Arca Integrated Feed

NYSE Arca Integrated Feed is a real time data feed that provides a unified view of events, in sequence as they appear on the NYSE Arca matching engine. The data feed includes depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance data, and security status messages. The product is not shaped nor throttled, so this value added data feed requires customers to establish connectivity that is sufficient to support a substantial increase in data content and bandwidth. NYSE Arca Integrated Feed helps customers overcome the challenges of determining event sequences from disparate NYSE Arca data products, increasing transparency of the specific quotes that drive trades.

NYSE Arca Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities. The NYSE Arca Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Arca Trades

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

NYSE ArcaBook

NYSE ArcaBook shows the full limit order book for NYSE Arca traded securities on a real time basis. Also included in this product are data elements providing information to NYSE Arca opening, closing, and halt auctions, as well as indicative match price, match volume, auction imbalance, and market imbalance data.

NYSE BBO

The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.This is a top of book feed that publishes updates for every event in real time.

NYSE Best Quote and Trades (BQT)

NYSE Best Quote and Trades (BQT) is a consolidated XDP feed that provides a unified view of best bid/offer and trades/last sale NYSE Best Quote and Trades (BQT) is a consolidated feed that provides a unified view of best bid/offer and trades/last sale executions for the entire NYSE Group (NYSE, NYSE American and NYSE Arca). It includes all issues traded on NYSE, NYSE Arca and NYSE American including those that are listed on other exchanges.

NYSE Integrated Feed

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE 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 OpenBook Aggregated

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

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 Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Trades

NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

NYSE Bonds

NYSE Bonds market data consists of three feeds: 1) NYSE Bonds Depth of Book--live and executable bid and offers displayed on the full order book, 2) NYSE Bonds BBO--realtime top of book, and 3) NYSE Bonds Trades--realtime last sale prices and sizes.

NYSE American Options

NYSE American Options is a family of XDP data feeds that disseminate real-time option order/consolidated book information from the NYSE American Options exchange.

NYSE American Options Complex Order Book

NYSE ArcaBook for NYSE American Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE American Options exchange.

NYSE Arca Options

NYSE Arca Options is a family of XDP data feeds that disseminate real-time option order/consolidated book information from the NYSE Arca Options exchange.

NYSE Arca Options Complex Order Book

NYSE Arca Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE Arca Options exchange.

U.S. Options (OPRA) Products

NYSE Global Index Feed

The NYSE Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.