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ArcaBook Products:
ArcaBook FTP
ArcaBook Web
The SEC has approved the fee filing for ArcaBook data
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ArcaBook
ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, Alternext, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.
ArcaBook can be obtained through a direct datafeed from NYSE's SFTI network or via data vendors. Here is what is included:
- Complete limit order book for NYSE, Arca, and Alternext listed and Nasdaq securities, as well as the ArcaEdge bulletin board platform.
- Auction imbalance and pricing information for NYSE Arca opening, closing and halt auctions.
- View of orders attributed by Market Makers and ETP holders.
- ArcaBook disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data.
The ArcaBook data feed is available between the hours of 3:30 AM ET and 8:00 PM ET, and provides this data with message latencies under 5 milliseconds.
To apply for ArcaBook products, please submit the following documentation. You are required to complete all of the documentation below:
1. Three (3) copies of the Vendor Agreement (Please submit each copy with the original signature. There is the possibility you have one on file, however, to expedite your request you may want to submit a new, updated signed copy.)
2. Exhibit A - ArcaBook
3. NYSE Arca Connectivity Agreement (for customers whose data circuits or any other connectivity are managed directly by NYSE Arca)
Included Data
ArcaBook for Equities
ArcaBook for Bonds
ArcaBook for Options
Instruments Covered
Equities, Equity Derivatives, Bonds
Markets Covered
NYSE Arca
Access Fee
$750 / mo
Professional Subscriber Device
Non-Professional Subscriber Device
NYSE + Alternext / Regionally Listed Securities and ETFs
$15
$5
Nasdaq Securities (excl. ETFs)
$15
$5
OTC Bulletin Board Securities
$0
$0
Options
$0
$0
Bonds
$0
$0
Related NYSE Arca Data Products
ArcaBook FTP
ArcaBook Web
NYSE Arca Quotes Datafeed
NYSE Arca Trades datafeed
Included Data
ArcaBook for Equities
Specifications
Sample Data
ArcaBook FAST Compaction Developers Pack v2
ArcaBook for Equities Customer Interface Specification Ver 3.1
ArcaBook Product Overview
ArcaBook for Equities Customer Interface Specification Ver 2 Draft
Symbol Status Feed Ver2 draft
ArcaBook for Bonds
Overview
Specifications
Delivery
ArcaBook for Options
Overview
Specifications
Sample Data
Authorized Vendors
Mantara
Other Products
Website
ArcaBook
website
Mantara is transforming the world of securities trading by delivering advanced technology solutions that fulfill the market demand for integrated multi-asset, high-speed trading and analytics. Mantara is committed to transforming the way that equities, options and futures are traded worldwide. Fueled by demand for trading efficiency, transparency and functionality, Mantara is driving the development and delivery of an entirely new class of solutions that raise the bar and exceed market expectations for this space.
Related Products in Other Markets
Euronext Cash Full Order Book (FOB)
NYSE OpenBook
Product News
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Discussion
Market orders
2 posts (6/25/2009)
Request based Book refresh
1 post (6/25/2009)
Invalid Domain
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Frequently Asked Questions
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