Print this Page   
   NYSE Amex OpenBook Ultra  

NYSE Amex OpenBook Ultra is a new, improved value-added version of the NYSE Amex OpenBook Real-Time. It further improves accessibility to the NYSE Amex market through improved performance and additional content and functionality. NYSE Amex OpenBook Ultra was developed with the help of customers to create a best-of-breed product. NYSE Amex OpenBook Ultra will be provided as an optional alternative to recipients of NYSE Amex OpenBook Real-Time.

Better Speed. With microsecond latency, NYSE Amex OpenBook Ultra updates with every limit-order book event (unlike NYSE AmexOpenBook Real-Time which updates every second). Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers.

Faster Recovery. The new, innovative, “self-healing” format provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

More Content. NYSE Amex OpenBook Ultra contains all customer limit order interest including the floor and specialist interest, as well as unique information that other markets don’t provide. Reason codes provide details about why something has changed. Transaction LinkIDs link removed interest to tape prints, number of orders are provided at each price point, and microsecond timestamps. More detailed, microsecond resolution on timestamps helps line up millisecond trading. NYSE Amex BestQuotes is also included as part of the package which provides a direct, low latency source of quotes that includes Top of Book, Specialist and Crowd Interest.

Instruments Covered
Equities

Markets Covered
NYSE Amex
Access Fee TBD

This monthly access fee applies to both direct and indirect customers.
Display Fee TBD

This fee applies to any display of NYSE OpenBook Real-Time received directly from NYSE or via an approved NYSE OpenBook vendor. Additional fees may be charged by the vendor.
Included Data
Related Products in Other Markets
Product News
There is no product news at this time
Discussion