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| 12/01/2008 12:33 PM |
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On what channel do I find the ETF IOPVs (http://www.nysearca.com/issuers/etfs_more.aspx) that are broadcast every 15 seconds? I don't see them in either of the ETF channels.
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Verona
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| 12/04/2008 10:19 AM |
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| It is in the current 3.1 spec section A.8. |
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| 12/04/2008 10:43 AM |
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A.8 are the 15 second ArcaBook refresh feeds. My question is whether there is a NYSE/Arca product which disseminates the ETF indicative value (IV) quotes. E.g., the ProShares ETF "SDS" has a corresponding indicative value symbol of "SDS.IV". I see quotes for SDS on the M_Z ETF channel but no ArcaBook channel carries SDS.IV which makes sense since these are not quotes on the limit order book.
NYSE/Arca disseminate these IV quotes to the CTA (http://www.nysearca.com/issuers/etfs_more.aspx) - I am wondering if there is a direct real-time data feed of this same information available.
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