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Subject: Big Bid and Offer book

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Abhay (guest)

06/19/2008 4:54 PM Quote Reply Alert 
I am testing the ArcaFast [compacted] version right now and I am seeing very BIG Bid and Offer book getting built. What is the typical size of the book expected?
At any point of time, how many entries can I expect in BID and OFFER side? I have seen ~120 entries on sell side at one point of time.
Brian
Posts:56

06/20/2008 9:35 AM Quote Reply Alert 
Thank you for the inquiry we are currently looking into this and will get back to you soon,

Thanks,
Brian
Serge (guest)

10/14/2008 8:31 AM Quote Reply Alert 
Arca people? Any other response besides "will get back to you soon"?
Christina
Posts:43

10/21/2008 1:44 PM Quote Reply Alert 
Arca Technical 1-888-689-7739 option 1 / Arca Fix Help desk
Please contact NYSE Arca Technical area at 1-888-689-7739 option 1, or NYSE Arca Trading Desk area at 1-888-513-9873 for further assistance.

Daily ArcaBook and ArcaTrade Historical files are available in a flat file, ASCII format. All
files are compressed using GNU Zip. ArcaBook Historical files are approximately 1 GB
compressed and ArcaTrade Historical files are approximately 50 MB compressed. Files are
available via File Transfer Protocol (FTP) or DVD.

We also make available the product specs at
http://www.nyxdata.com/nysedata/Default.aspx?tabid=247
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Forums > Information Products - Datafeeds > ARCABook > Big Bid and Offer book

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