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   ArcaBook FTP  

ArcaBook data is available on a historical/end-of-day basis in flat file format, enabling you to recreate the limit order book for any given time.

Daily historical ArcaBook files (available from August 2, 2004 forward) contain messages disseminated via ArcaBook for all subscriptions during the trading day (OTC, Listed, ETF, ArcaEdge Bulletin Board).

Daily historical ArcaBook files (beginning August 2 2004 through present) are available in flat file ASCII format, zipped using GZip. Each file contains messages disseminated via ArcaBook for all subscriptions during the trading day (OTC, Listed, ETF and ArcaEdge Bulletin Board). Approximate size of the compressed file is 1.2 GB. For a complete list of data fields and their descriptions, please see the Historical ArcaBook specification documentation.

Instruments Covered
Equities

Markets Covered
NYSE Arca

  • Direct AccessIncludes first user

    $1,000 /mo.

    Bulk Pricing Discounts

    months historical data
    from NYSE Euronext         		$2,600
    3 x Direct Access Fee
    See Details
    months historical data
    from an Authorized Vendor         		$2,000
    3 x Indirect Access Fee
    See Details

  • Add'l Users

    $800/ user

    Enterprise License

    Share the data within your firm $1,000 /mo.
    Enterprise Fee

  • Redistribution License

    Redistribute the data to
    other Firms     		$3,000 /mo.
    3 x Enterprise Fee
    Redistribute the data to
    other Users     		$2,000 /mo.
    3 x Indirect Access Fee
    See Details
    Redistribute the data
    in display form         		$1,000 /mo.
    Unlimited Display Fee
 
Related NYSE Arca Data Products
Included Data
Daily @ 2:30 AM EST    History: 2 Aug 2004 - present
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