NYSE OpenBook Aggregated  

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders. NYSE OpenBook is available as two separate products, NYSE OpenBook Ultra which is an event driven data feed and NYSE OpenBook Aggregated which is a frequency driven data feed.

NYSE OpenBook Aggregated lets traders see aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. NYSE OpenBook Aggregated provides a lower cost option for display applications.

Data Delivery
NYSE OpenBook is available directly from the NYSE:
->via an electronic data feed through SFTI
->via most market data vendors

Sales
Please contact pdp-sales@theice.com for more information

The two OpenBook products, Ultra and Aggregated have separate access fees. For more detail, refer to pricing guide on the product page.

Instruments Covered
Equities

Markets Covered
NYSE
OpenBook Products

NYSE OpenBook Aggregated

Specifications
NYSE Openbook Aggregated Feed Client Specification Documents
Current Version 1.3 NYSE Openbook Aggregated Feed Client Specification
All Versions NYSE Openbook Aggregated Feed Client Specification
XDP Common Client Specification Documents
Current v2.0m XDP Common Client Specification
All versions XDP Common Client Specification
Capacity
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