NYSE InfoTools is a suite of data products that will be introduced in phases. The first of many phases includes the four products below in two categories of retail and program trading activity.
Retail Trading Activity
1. Real-Time Datafeed & Historical Database- ReTracSM
"ReTrac" is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed. Immediately upon execution, the Symbol, Volume, and Time of each retail execution will be disseminated as a realtime message. More...
| Symbol |
Shares Executed |
Time (Milliseconds) |
| XYZ |
400 |
10:51:01.210 |
2. End-of-Day Summary Report - ReTrac EODSM
At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE. The file will be made available to recipients of the ReTrac datafeed (at no additional charge) or as a stand-alone product. Shares will be totaled for each symbol in separate buy and sell quantities. More...
| Symbol |
Buy Trades |
Buy Shares |
Sell Trades |
Sell Shares |
| XYZ |
100 |
500,000 |
75 |
300,000 |
Program Trading Activity
1. Real-Time Datafeed & Historical Database - ProTracSM
"ProTrac" is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. More...
| Symbol |
Shares Executed |
Time (Milliseconds) |
| XYZ |
50,000 |
10:23:18.340 |
2. End-of-Day Summary Report - ProTrac EODSM
At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading. The file will be made available to recipients of the ProTrac datafeed (at no additional charge) or separately as a stand alone product. Shares will be totaled for each symbol in separate Index Arbitrage and Non-Index Arbitrage quantities. More...
| Symbol |
Index Arb Trades |
Index Arb Shares |
Non-Index Arb Trades |
Non-Index Arbitrage |
| XYZ |
1,250 |
250,000 |
2,075 |
475,000 |
Program trading is defined as a wide range of portfolio trading strategies involving the purchase or sale of 15 or more stocks having a total market value of $1 million or more. One example is index arbitrage. Index arbitrage is defined as the purchase or sale of a basket of stocks in conjunction with the sale or purchase of a derivative product, such as index futures. In addition to index arbitrage, other program trading activity includes customer facilitations, liquidation of facilitations, index substitutions, liquidation of error accounts, risk modifications, and liquidation of exchange-for-physicals stock positions.
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