Glossary
Acronym/Term Description
802.1Q An IEEE standard for exchanging VLAN information between Ethernet switches by using tags in the TOS field of the IP header.
AAN NYSE Amex Access Network; current extranet providing access to Amex production systems.
Access (1) Communications connectivity, as in direct access Customer.
(2) The ability to work with a specific subset of the data managed by NYSE Euronext, as in access control and authorization.
Access Center A physical facility where several companies that provide MAN and WAN services may rent space to host equipment and aggregate data circuits and/or fiber optic cable.
AEX Amsterdam Exchange index
AMR Automated Market Reference for Liffe derivatives
ANNA Service bureau for centralizing and consolidating ISIN codes
API Application Program Interface
AS Autonomous System; one set of networked devices owned and operated by the same entity.More formally, a distinct network recognized as operated by a single organization and assigned a unique identifier known as an AS number.
ASCII American Standard Code for Information Interchange
Autonomous System One set of networked devices owned and operated by the same entity. More formally, a distinct network recognized as operated by a single organization and assigned a unique identifier known as an AS number.
BBO Best Bid and Offer, aka Top of Book
BBO10 10 Best Bids and Offers
BdL Luxemburg Stock Exchange
BEL20 Brussels Exchange index
BGP Border Gateway Protocol; a protocol for exchanging route information between Layer 3 network devices, defined in RFC 1771.This protocol is most often used to connect networks to the Internet.
BGP Peer Two routers who, via BGP, maintain a TCP connection for the purpose of exchanging BGP route table information.For more information, see RFC 1771.
Big-Endian Refers to which bytes are most significant in multi-byte data types. In big-endian architectures, the leftmost bytes are most significant. This byte order also corresponds to Network Byte Order.
CA Corporate actions
CAC40 Paris Exchange index
CAP NYSE’s Common Access Point Network currently providing access to NYSE production systems and services.
Carrier Hotel A physical facility, either a building or a facility within a building, in which more than one carrier or service provider or customer maintains a point of presence, designed to make it easy to make interconnections between the various participants' points of presence.
Cash The NYSE Euronext European Cash markets (Amsterdam, Brussels, Lisbon, Paris) covering Equities, Warrants, Bonds, Funds,
CCG Common Customer Gateway
Channel See Multicast Channel
ChannelID For example, Channel AZ represents data for stock symbols from letter ranges A to Z.
Co-Location Co-location allows members to locate trading servers within a NYSE Euronext datacenter to be closer to the trading system and thereby reducing latency.
CPE Client Premises Equipment
CSP Content Service Provider; a subsidiary or partner of NYSE Euronext that provides applications, data or services to the financial community.
CSV Comma Separated Values
CTA Consolidated tape association, NYSE Listed stocks
CTB Consolidated tape association, Nasdaq Listed stocks
CTSG Customer Technical Support Group (Test environment for Liffe markets)
CUSIP An alphanumeric identifier, comprising nine characters, for every class of traded financial instrument in the United States, including all US Government, municipal and corporate securities and syndicated loans.
DART Data Administration and Reporting services. Entitlement software to control and monitor the use of market data, including reporting and audit facilities.
Derivatives The Liffe derivatives markets (Amsterdam, Brussels, Lisbon, London, Paris) covering Interest Rate, Equity, Index and Commodity Derivatives
DNS Domain Name Services; a network protocol to maintain a distributed database able to link IP addresses to alphanumeric "names" and respond to client queries with this association and other related information.
DR site Disaster recovery site, backup for primary data feed
DTCC Depository Trust & Clearing Corporation, US-based clearing house, provides clearing services to Liffe US
DWDM Dense Wave Division Multiplexing; a technology that expands useful bandwidth on fiber optic cable by transmitting data via different light wavelengths simultaneously.
ECN US Multilateral trading Facility
EMDDA NYSE Euronext Market Data Distribution Agreement for European markets
EMDS Euronext Market Data System due to be replaced by XDP
Entitlement Right of access to the Information within the scope of the Agreement.
Ethernet A standard for Layer 2 network connectivity as defined by the IEEE standard 802.3
EUA External User Acceptance (test environment for NYSE Euronext European Cash UTP-MD)
Euronext.com NYSE Euronext's European corporate website
Exchange Trading Exchange such as Liffe, or a group of related products for trading, for example London financials, NYSE Arca Equities, NYSE Arca Bonds.
Extranet A non-public network intended to give system or network access to a set of outside entities who have individual intranets.
Extranet Provider Any external vendor that connects to SFTI® for the purpose of redistributing SFTI® services to remote Customers, often with additional access methods or protocols for the convenience of the end Customer(s).
FAST FIX Adapted for Streaming; protocol offering significant compression capabilities for the transport of high-volume market data feeds and ultra low latency applications.
FH Feed Handler
FIM the legacy European cash market data feed, now UTP MD
FINRA Financial Industry Regulatory Authority in the US
First Mile Provider A carrier or other firm in the business of connecting a Customer's facility to SFTI®.
FIX The Financial Information exchange (FIX) Protocol is a series of messaging specifications for the electronic communication of trade-related messages. Used by the CCG.
FIXML Financial Information Exchange Markup Language, a structured, validated XML derived grammar for financial information
FOB Full Order Book, offering full depth market information.
FSN Financial Services Network; a network supported by NYSE Euronext that provides applications, data, or services to the financial community. Examples include CAP and AAN.
FTP File Transfer Protocol
FX Forex or Foreign exchange rate
Gbps Gigabits per second
GDA Global Data Administration
GDP Global Data Products
Group ID IP Multicast address for PDP data delivery.
GUI Graphical User Interface
HA High Availability
HFT High Frequency traders
Host Symbol Format A format set internally by NYSE order processing systems. Its representation of suffix is different from NMS systems.
ICE Intercontinental Exchange
ICMP Internet Control Message Protocol
IGMP Internet Group Management Protocol
IMAC Installs, Moves, Adds & Changes
Internet The public collection of networks commonly known as the Internet, originally conceived and implemented by the Department of Defense and public universities as the ARPANet.
IPsec VPN Another standard for Virtual Private Networks that uses the network cryptographic protocols for protecting IP traffic to provide an encrypted, secure "tunnel" for IP data traffic across a non-secure public extranet or the Internet.
ISIN International Securities Identification Number. A unique international code which identifies a securities issue
Json Webservice format
KPI Key performance indicator
LAN Local Area Network; A network of machines generally limited to a local area, such as one or more floors of a building, or nearby buildings.
LDMA Local Direct Memory Access
MAMA Middleware Agnostic Messaging API
MAMDA Middleware Agnostic Market Data API
MAN Metropolitan Area Network; A collection of local area networks (LANs) that would otherwise be a wide area network (WAN), but which is local to a single metropolitan area.
MART Message Archive and Retransmission - The PDP component that archives and retransmits PDP message packets.
Mbps Megabits per second
MD Market data
ME Matching Engine
MiFID Markets in Financial Instruments Directive
Monotonical Incrementally increase in value by one.
MTF Multilateral Trading Facility
MTU Maximum Transfer Unit - The largest size of IP datagram that may be transferred on a given network. Most network implementations have a default setting of 1500 bytes.
Multicast Channel A single multicast stream, corresponding to a single multicast address.
NBBO National Best Bid and Offer
NMS National Market Systems
The service that provides consolidated equity and options market data for the US financial markets to the Financial Industry
NMS National Market System
NOC Network Operations Center
Non-Pro Non-professional trader, also retail investor, private investor
NSC Nouveau System de Cotation - the name of the old NYSE Euronext European Cash trading engine
NYPC New York Portfolio Clearing, clearing house for US-based fixed income derivatives, joint venture between NYSE Euronext and DTCC
NYSE New York Stock Exchange
NYSE Amex American Stock Exchange. Part of NYSE group, NYSE Amex listed shares are on Tape B (CTB)
NYSE Arca NYSE Arca is a fully electronic exchange for growth-oriented enterprises. Listed companies can grow on NYSE Arca and transfer seamlessly to the NYSE once they meet the requirements. The all-electronic NYSE Arca is also a leading listing and trading platform for exchange-traded funds (ETFs), offering the largest public ETF liquidity pool in the U.S.
NYSE Arca Europe (NAE) NYSE Arca Europe is NYSE Euronext’s pan-European Multilateral Trading Facility
NYSE Common Access Point Network Currently providing access to NYSE production systems and services.
Liffe London International Financial Futures and Options Exchange (LIFFE) now called Liffe. In Europe, Liffe runs futures and options markets in Amsterdam, Brussels, London, Lisbon and Paris.
Liffe US The Liffe derivatives market in the US
Nyse.com Corporate website
NYXdata.com Global Market Data website
OEA Open Entitlements API (OEA) allows firms to monitor and control access to in-house applications and users downstream of the market data platform.
OCx Optical Carrier level x; The Synchronous Optical Network (SONET) includes a set of signal rate multiples for transmitting digital signals on optical fiber. The base rate (OC-1) is 51.84 Mbps.
OpenBook US proprietary data product, includes the depth of the NYSE orderbook
OTC Over the counter trading, bilateral trade between two financial institutions
Packet Filtering A technology that inspects packets as they enter a piece of networking equipment, such as a router, and take action on the packet (such as to discard, forward, or log it) based on a preconfigured rule set.
PDP NYSE Proprietary Data Product.
PDP Format PDP format is a binary format that is used for NYSE Proprietary Data products such as NYSE OpenBook and NYSE Alerts.
Permissioning Procedure carried out by contracting party to enable Subscribers to receive access to the Information under the conditions of the Agreement.
PIM Protocol Independent Multicast
The protocol used by SFTI® to route multicast packets.
PMAP Presence Map
Port Number Socket port assigned to a feed.
Private investor see non-pro
Pro Professional trader/user of market data
Product Term used to define each separate product such as OpenBook, ArcaBook, Trades, Quotes, etc
Production Network A network supported by NYSE Euronext that directly supports the trading functionality and/or core business of one customer.
PSI Portuguese Stock Index
PSN Packet Sequence Number
Public Extranet Provider See Extranet Provider.
Publisher Generic name for any system/application generating PDP message products.
Recipient Synonymous with Subscriber.
Retail investor see non-pro
RFQ Request for Quote
RFS Refresh Server
RRP Real-Time Reference Prices, a Real-Time market data product that allows the Publisher to display last price information f.i. on websites. Also Retail reference prices
RT Real-Time
RTS Retransmission Server
SDC SFTI® Direct Connection
SDCAN Shared Data Center Access Network; current extranet providing access to SDC production systems.
SectorNet Sector's service network.
Sequence Number A unique, sequential message ID that both 'tags' each message and allows recipients to identify message 'gaps' and request retransmission (if appropriate).
Service Authority The entity responsible for a service. NYSE, for example, is the service authority for the services available through CAP. The service authority determines who may use a service, under what terms and conditions. The list of service authorities includes, but is not limited to, the exchanges, clearing corporations, and market data providers.
Service Bureau An entity in the business of providing transaction-processing services (e.g., submitting trades) on behalf of member firms.
Services Applications provided for customers’ use by the production networks connected to SFTI®.
SFTI® Secure Financial Transaction Infrastructure®
SFTI® Access Node A physical facility, usually a Access Center, where NYSE Euronext hosts SFTI® equipment and where Customers may gain direct network access to SFTI®.
SFTP Secure File Transfer Protocol
SMC SFTI® Managed Connection
SoapXML Webservice format
SONET Synchronous optical network; a standard for optical telecommunications transport formulated by the Exchange Carriers Standards Association (ECSA) for the American National Standards Institute (ANSI).SONET bandwidth is divided into OCx levels
Subscriber Any customer/client system that will subscribe to, and receive data products from, the PDP data engine (i.e. the PDP_TRD).
TAQ Trades and Quotes, historical data product
TAQ US US Trades and Quotes, historical data product
TCA Transaction Cost Analysis
TCP Transport Control Protocol
A connection oriented IP Transport layer protocol.
TCS Trade Confirmation System. System available to NYSE Euronext European Cash members to report OTC trades.
Tech Comm Technical communication
TMA Trading Member Agreement for European markets
TOPCAC Legacy European cash market trading feed (including market data), now UTP MD
UDP User Datagram Protocol; A connectionless IP transport layer protocol.Primarily used by SFTI® to transport IP multicast data.
UTP Universal Trading Platform
UTP MD Universal Trading Platform Market Data feed
VLAN Virtual Local Area Network; a networking standard that allows network devices, sometimes even those that span multiple Layer 2 switches, to appear as if they all reside upon a traditional shared media Ethernet segment.
VWAP Volume Weighted Average Price
WAN Wide Area Network; network connectivity using protocols to support distances greater than a MAN or LAN.
WIM Web Issue Management Tool
XDP Exchange Data Publisher; real-time data feed that disseminates market data for instruments.