Available data includes: Complete limit order book for Arca Options, options series status, auction imbalance and pricing information for Arca opening, closing and halt auctions. ArcaBook disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed via ArcaBook.
As a new feature, the last sale feed will be disseminated directly from NYSE Arca. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).