NYSE Integrated Feed  

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

The Integrated feed provides a view of the NYSE market at a level of clarity and determinism that has never been available before.

Comprehensive Market Data Content
Includes full depth order by order data, trades, auction imbalances, and security status messages. Enhanced message structures provide insight into the NYSE order books' parity model.

Sequence Transparency
For any given symbol, all updates are provided in deterministic sequence, virtually eliminating ambiguities.

Performance
The same great performance clients already enjoy with the Arca XDP feeds can be expected from the NYSE Integrated feed.

Common XDP Market Data Format
The NYSE Integrated feed is part of the XDP family which enables minimal development and maintenance effort across NYSE markets and all XDP feeds.


Instruments Covered
ETFs, Equities, Stock

Markets Covered
NYSE
Included Data

NYSE Integrated Feed

Specifications
NYSE Integrated Feed Client Specification Documents
Current Production NYSE Integrated Feed Client Specification v2.0j
All Versions All NYSE Integrated Feed Client Specifications
XDP Common Client Specification Documents
Current Production XDP Common Client Specification v2.0m
All versions All XDP Common Client Specifications
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