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Tony
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| 05/28/2008 1:21 AM |
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| Can anyone help me with trying to locate a report that will give me Historical Taq Data for a specific Companies options on a specific day. I need the bid,trade,ask,size etc. by the millisecond for the NYSE Arca Exchange. I have searched long and hard and cannot seem to find the report. Thanks |
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Lydia
Posts:68
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| 06/11/2008 9:01 AM |
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Tony,
Thank you for your inquiry. The appropriate parties have been notified about your question, and we will respond to your post shortly.
Regards,
NYX Data Team |
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wtschirhart@nyse.com (guest)
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| 06/11/2008 10:37 AM |
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ArcaBook for OptionsSM (Real Time) http://www.nysedata.com/nysedata/InformationProducts/Options/RealtimeData/ArcaBookforOptions/tabid/513/Default.aspx
ArcaBookSM for Equities (http://www.nysedata.com/arcabook)
ArcaBooksm provides limit order information for NYSE Arca and ArcaEdgesm (OTCBB), NYSE Arca Options, NYSE Arca Bonds as well as information from the NYSE Arca auction process. By receiving NYSE Arca information directly from the source, ArcaBook clients are able to receive the order data faster and see more liquidity than through the Securities Information Processor (SIP). The ArcaBook data feed is available between the hours of 3:30 AM ET and 8:00 PM ET, and provides this data with message latencies under 5 milliseconds.
Historical ArcaBook FTP
http://www.nysedata.com/nysedata/InformationProducts/DelayedHistoricalData/NYSEArcaDelayedMarketData/ArcaBookFTP/tabid/426/Default.aspx. ArcaBook data is available on a historical/end-of-day basis in flat file format for up to one year.
NYSE Arca Options
http://www.nyse.com/productservices/nysearcaoptions/1151534050804.html
NYSE Arca Options "platform for trading options from NYSE Euronext, NYSE Arca Options offers superior functionality and has competitive pricing for cost effectiveness. Plus, it has everything you could possibly want in an exchange-including consistency, transparency, and speed. With all these advantages, you'll find that when it comes to being competitive in the options market, there really is no better option than us."
http://www.nyxdata.com/nysedata/default.aspx?tabid=712 |
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