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   NYSE InfoTools EOD  

The InfoTools EOD package includes the ProTrac EOD (Replay and Summary Files), ReTrac EOD (Replay and Summary Files), NYSE Trades EOD, NYSE Short Sales, and NYSE Off-Tape Executions File.

These files are available at approximately 8:00 PM each day. As additional InfoTools EOD files are released, they will be added to this package at no additional charge.

Instruments Covered
Equities

Markets Covered
NYSE

  • Direct AccessIncludes first user

    $3,000 /mo.

    Bulk Pricing Discounts

    months historical data
    from NYSE Euronext         		$7,000
    3 x Direct Access Fee
    See Details
    months historical data
    from an Authorized Vendor         		$9,000
    3 x Indirect Access Fee
    See Details

  • Add'l Users

    $3,000/ user

    Enterprise License

  • Redistribution License

    Redistribute the data to
    other Users     		$9,000 /mo.
    3 x Indirect Access Fee
    See Details
 
Related NYSE Data Products
Included Data
approx 5:00pm    History: 28 Feb 2007 - present
The NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a Transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print. The file is pipe delimited.
Daily @ 10:00 PM EST    History: 1 Apr 2005 - present
"ProTrac EOD Replay" is a record-by-record replay of the ProTrac datafeed. ProTrac 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.

Symbol Shares Executed Time (Milliseconds)
XYZ 50,000 10:23:18.340


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.
Daily @ 10:30 PM EST    History: 1 Aug 2006 - present
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. The file is available at approximately 8:00PM each day and will be available via FTP, web and email. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

Symbol Index Arb Trades Index Arb Shares Non-Index Arb Trades Non-Index Arbitrage
XYZ 1,250 250,000 2,075 475,000
Daily @ 10:00 PM EST    History: 15 Mar 2004 - present
"ReTrac EOD Replay" is a record-by-record replay of the ReTrac datafeed. ReTrac 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.

Symbol Shares Executed Time (Milliseconds)
XYZ 400 10:51:01.210
Daily @ 10:00 PM EST    History: 15 Mar 2004 - present
An end-of-day summary of all retail trading activity for each stock identifying the total amount of shares that were bought vs. sold for each stock that was traded by retail customers. Shares will be totaled for each symbol in separate buy and sell quantities.

Symbol Buy Trades Buy Shares Sell Trades Sell Shares
XYZ 100 500,000 75 300,000
History: 5 Feb 2007 - present
The NYSE Short sale execution file provides all short sale execution that occurred in the trading month. This extract is available as a monthly ftp file in pipe delimited format. Data is available from 2/5/07 - present
Available 11pm nightly    History: 1 Feb 2007 - present
The NYSE Off Tape Executions EOD Replay file is a nightly product that contains all of the Odd-lot and PRL executions. The NYSE Off-Tape Executions provide investors the ability to identify additional executed volume at the NYSE by capturing all odd-lot and partial round lot execution share volume for each stock.
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