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 Arca Products

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    • NYSE Arca BBO

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

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      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.

      • Product Type Real-Time Summary
      • Market NYSE Arca
      • Asset Class Equities ETFs Stock
      • Data Type Depth of Book Quotes / Best Bid & Offer Trades / Last Sale Trading Summaries

      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.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Trades / Last Sale

      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).

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Trades / Last Sale

      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.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Depth of Book

NYSE Best Quote and Trades (BQT)

NYSE Best Quote and Trades (BQT) will be a consolidated XDP feed of NYSE BBO and Trades, NYSE Arca BBO and Trades, and NYSE MKT BBO and Trades, delivered via SFTI and other Market Data Vendors.

  • Product Type Real-Time
  • Market NYSE NYSE Arca NYSE MKT
  • Asset Class Equities
  • Data Type Quotes / Best Bid & Offer

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.

  • Product Type Real-Time Summary
  • Market NYSE NYSE Arca
  • Asset Class Indices ETFs
  • Data Type Trading Summaries

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.

  • Product Type Real-Time Summary
  • Market NYSE
  • Asset Class Equities ETFs Stock
  • Data Type Depth of Book Quotes / Best Bid & Offer Trades / Last Sale Trading Summaries

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.

  • Product Type Real-Time Summary
  • Market NYSE MKT
  • Asset Class Equities ETFs Stock
  • Data Type Depth of Book Quotes / Best Bid & Offer Trades / Last Sale Trading Summaries

NYSE MKT Products

NYSE MKT equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.

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    • 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.

      • Product Type Real-Time Reference
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Reference
      • 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.

          • Product Type Real-Time Reference
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Reference

          NYSE MKT LRP

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

          • Product Type Real-Time Reference
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Reference

      NYSE MKT BBO

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

      • Product Type
      • Market
      • Asset Class
      • Data Type

      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.

      • Product Type Real-Time
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Depth of Book
      • Additional Details
        • NYSE MKT OpenBook Aggregated

          NYSE MKT OpenBook Aggregated provides a view of the limit-order book for all NYSE MKT-traded securities with one-second updates

          • Product Type Real-Time
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE MKT OpenBook Ultra Datafeed

          NYSE MKT OpenBook provides an order-by-order view of the limit-order book for all NYSE MKT-traded securities.

          • Product Type Real-Time
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Depth of Book

      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.

      • Product Type Real-Time Reference
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Reference

      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.

      • Product Type Real-Time
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE MKT Trades

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

      • Product Type Real-Time
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Trades / Last Sale

NYSE Products

NYSE equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.

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    • 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.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends Reference
      • 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.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Corporate Actions / Dividends

          NYSE LRP

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

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE BBO

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

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      NYSE OpenBook

      Product Price

      Access Fee:$5,000

      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.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference
      • 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.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          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.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          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.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          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.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      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.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

      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.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Trades

      Product Price

      Access Fee:$1,500

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

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

Summary and Statistics Products

NYSE provides unique market statics including ETP, Broker Volume, and a detail break down of volume across NYSE, NYSE Amex, and NYSE Arca equity markets.

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    • Monthly ETP Market Quality & Trading Statistics Report

      This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

      National Market Volume Summary

      Product Price

      Direct Access Fee:$100

      Daily file provides total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue.

      • Product Type Summary
      • Market NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE Broker Volume Database

      Product Price

      Direct Access Fee:$3000

      The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details
        • NYSE Broker Volume Web

          Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          NYSE Broker Volume XML

          XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

      NYSE Broker Volume Web

      Product Price

      Direct Access Fee:$300

      Web-based reports of aggregate volume executed by each entering (introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE Volume Summary

      Product Price

      Direct Access Fee:$100

      Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.

      • Product Type Summary
      • Market NYSE MKT NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

SuperFeed™

SuperFeed™ provides customers with broad access to data from major US, European and Asian markets in a single normalised format. This hosted, managed service provides the simplicity and cost efficiency of a consolidated feed with the high performance capabilities of a direct feed.

  • Product Type Real-Time
  • Market All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Options
  • Data Type Quotes / Best Bid & Offer Trades / Last Sale

Liffe U.S. Products

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    • Liffe U.S. Last Sale & Quotes

      Product Price

      Access Fee:$300

      Liffe U.S. Real-Time Data Feed provides tick by tick Last Sale and Order Book data for Liffe U.S. futures and options products.

      • Product Type Real-Time Reference
      • Market Liffe U.S.
      • Asset Class Options Futures
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • Liffe U.S. BBO1

          Liffe Real-Time Data Feed provides Best Bid and Offer for Liffe options and futures products.

          • Product Type Real-Time
          • Market Liffe U.S.
          • Asset Class Options Futures
          • Data Type Quotes / Best Bid & Offer

          Liffe U.S. Full Order Book (FOB)

          Liffe Real-Time Data Feed provides Full Order Book for Liffe options and futures products.

          • Product Type Real-Time
          • Market Liffe U.S.
          • Asset Class Options Futures
          • Data Type Depth of Book

          Liffe U.S. Open Interest

          Liffe U.S. Open Interest gives a measure of the liquidity of the contract, along with information about the contract terms.

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Options Futures
          • Data Type Reference

          Liffe U.S. Reference Data

          Liffe U.S. Reference Data includes the reference data for each future, option, and strategy listed on Liffe U.S.. The data includes symbol, commodity, and exchange information and all of the other pertinent information about the contract terms.

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Futures
          • Data Type Master File

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. This feed is currently available at no additional fee to clients if taken as a standalone product from other NYSE Amex Options feeds.

  • Product Type Real-Time
  • Market NYSE Amex
  • Asset Class Options
  • Data Type Trades / Last Sale

NYSE Arca & NYSE Amex Options Products

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    • 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.

      • Product Type Real-Time
      • Market NYSE Amex
      • Asset Class Options
      • Data Type Trades / Last Sale

      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.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Options
      • Data Type Trades / Last Sale

SuperFeed™

SuperFeed™ provides customers with broad access to data from major US, European and Asian markets in a single normalised format. This hosted, managed service provides the simplicity and cost efficiency of a consolidated feed with the high performance capabilities of a direct feed.

  • Product Type Real-Time
  • Market All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Options
  • Data Type Quotes / Best Bid & Offer Trades / Last Sale

U.S. Options (OPRA) Products

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    • Filtered Options Feed

      NYSE Technologies' Filtered Options Feed is a highly flexible and fully managed market data feed that filters US Options Market Data (OPRA) based on customer designated parameters. This significantly lowers bandwidth requirements and reduces processing needs while maintaining immediate access to relevant data.

      • Product Type Real-Time
      • Market OPRA
      • Asset Class Derivatives
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Options Analytics

      Product Price

      Access Fee: $5,000

      The options trading community requires analytical data and tools beyond the data used for other markets to effectively evaluate potential trading opportunities and assess portfolio risk. Options Analytics is a real-time market data feed that includes implied volatilities and Greeks data for listed options. Options Analytics monitors the entire U.S. OPRA composite NBBO feed and US Level 1 composite feeds for underlying stocks and indices.

      • Product Type Real-Time
      • Market OPRA
      • Asset Class Options
      • Data Type Trades / Last Sale

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.

  • Product Type Real-Time Summary
  • Market NYSE NYSE Arca
  • Asset Class Indices ETFs
  • Data Type Trading Summaries

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.

  • Product Type Real-Time Summary
  • Market All North American Equities Markets
  • Asset Class Indices
  • Data Type Trading Summaries