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Chanchal
Posts:1
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| 07/25/2008 11:37 AM |
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Where can I get documentation for configuring the network after a direct connectivity is installed with SFTI.
I am interested only in
"NYSE ARCA OX ARCABook" because we deal only with the options. I need market data for the options.
I don't have to do anything with the equities.
Now, I have two documents:
1.
Secure Financial Transaction Infrastructure®
SFTI®
Customer Guide
Revision: 2.3
July 20, 2007
This document tells me about the connectivity to SFTI.
2.
ArcaBook® Specification
for Options
For NYSE Arca Options Exchange
January 26,2007
Version 1.8
This document describes about the FAST messages that can be received for the market data.
There is a third document:
3.
ArcaBook Multicast®
for
Equities
Customer Interface Specifications
Version 2.4
JANUARY 23, 2008
This document describes about the connection to primary and secondary multicast addresses and TCP connection for retransmission.
But, this document deals only with the equities.
Which document do I refer to for configuring the equipment so as to listen for service (ARCA BOX OX Options)?
How do we configure to listen only for only "Top Of The Book" for option symbols?
How do we download the option symbology (security master for options) in order to process the market data?
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Ariel
Posts:163
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| 08/28/2008 1:31 PM |
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| You only need the ArcaBook for Options specification. Currently its version 2.5. If you want to listen only to the Top of Book, on page 8 of the specification subscribe to only the ip addresses of type "Top". You can purchase the options master file on nyxdata.com, or you listen to the "Series Status" channel Ip addresses on page 9 to receive all the symbols open. |
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