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

NYSE Alerts

Product Price

Access Fee:$500

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.

  • Additional Details
    • NYSE Alerts

      Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

      NYSE LRP

      A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

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

Product Price

Direct Access Fee: $3000
Redistribution Fee: $3000
Device fees from NYSE ArcaBook and NYSE Arca Trades apply

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 Real-Time Reference Prices

The NYSE Arca Real-Time Reference Prices feed provides real-time last sale prices in NYSE Arca-Traded Securities across Tape A, B and C. This feed is designed for financial website portals so that there are no reporting requirements.

NYSE Arca Trades

Product Price

Access Fee:$750

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

NYSE ArcaBook

Product Price

Access Fee: $2,000

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.

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 executions for the entire NYSE Group (NYSE, NYSE MKT and NYSE Arca). It also includes all NASDAQ issues traded on NYSE Arca and NYSE MKT.

NYSE Global Index Feed

Product Price

Access Fee: $1000

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.

NYSE Integrated Feed

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities markets. 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 MKT Alerts

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

  • Additional Details
    • NYSE MKT Alerts

      Alerts is a real-time data feed service from NYSE MKT. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

      NYSE MKT LRP

      A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE Amex

NYSE MKT BBO

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

NYSE MKT Integrated Feed

The new NYSE MKT Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities markets. 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 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.

NYSE MKT Order Imbalance

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

NYSE MKT Real-Time Reference Prices

The NYSE MKT Real-Time Reference Prices feed provides real-time last sale prices in NYSE MKT Securities. This feed is designed for financial website portals so that there are no reporting requirements.

NYSE MKT Trades

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

NYSE OpenBook

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 responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

  • Additional Details
    • NYSE BBO

      The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

      NYSE OpenBook Ultra

      NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

      NYSE Order Imbalances

      The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

NYSE Order Imbalance

Product Price

Access Fee:$500

The NYSE Order Imbalance data feed enhances the transparency of the NYSE 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 listed securities. The NYSE Order Imbalance feed is currently available to any NYSE OpenBook customer for no additional fee.

NYSE Real-Time Reference Prices

Product Price

Digital Media Enterprise Fee: $25,000/mo

NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

NYSE Trades

Product Price

Access Fee: $1,500

NYSE Real-time Price List

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 Amex Options

Product Price

Access Fee: $3,000/mo
Redistribution Fee: $2,000/mo
Pro User Fee: $50/mo
Non Pro User Fee: $1/mo

NYSE ArcaBook for Amex Options is a real-time data feed that disseminates option order/consolidated book information to subscribers for NYSE Amex Options exchange.

NYSE Amex Options Complex Order Book

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

NYSE Arca Options

NYSE ArcaBook for Arca Options is a real-time data feed that disseminates option order/consolidated book information to subscribers for NYSE Arca Options exchange.

U.S. Options (OPRA) Products

NYSE Global Index Feed

Product Price

Access Fee: $1000

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.

RussellTick ®

RussellTick is the real-time index feed for the Russell Index Family. RussellTick provides a direct source for the premium Russell US and global real-time indexes including the Russell 2000.