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Mark
Posts:21
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| 06/01/2006 10:54 AM |
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Attached is a sampling of ProTrac Datafeed data for selected stocks for 4/3/2006 trading. Please review its contents and offer whatever comments you can regarding its potential use, value, format, etc.
This is an open forum for sharing ideas and will not be used for any other purposes. Your participation is appreciated. |
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ds (guest)
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| 06/01/2006 5:10 PM |
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I had a question about NYSE Info Tools. Are there trades that aren't classified as retail or program? So could one reconstruct the SIAC feed using both ReTrac and ProTrac?
Thanks! |
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Mark
Posts:21
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| 06/15/2006 9:53 AM |
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Retail and program trading are identified by the account type indicators that are sent with each order. Retail and program trading are two of many sources of NYSE order flow. By definition, both are completed systemic which means NYSE has a complete data set to work with from both. Other types of order flow including Agency and Principal can also be routed to NYSE floor brokers and through proprietary trading systems. As NYSE moves to Hybrid, these sources of order flow will also become complete data sets.
Thanks for writing! |
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jennap (guest)
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| 05/16/2007 4:49 PM |
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I have some questions regarding the ProTrac/ReTrac data from the NYSE I was hoping you would be able to answer:
For a given stock, date and LinkID, there can be
1. a single ProTrac message and no ReTrac message (e.g. IBM, 20070514, LinkID 8724)
2. a single ReTrac message and no ProTrac message (e.g. IBM, 20070514, LinkID 8742)
3. two messages of the same type (ProTrac or ReTrac) (e.g. IBM, 20070514, LinkID 8702 - two ProTrac messages)
4. one ProTrac message and one ReTrac message (e.g. IBM, 20070514, LinkID 8769)
5. more than two messages (e.g. IBM, 20070514, LinkID 8764)
I am wondering exactly what is the meaning of the data in each of these cases.
For example, does case 1 imply one side of the trade is Program but the other is Unknown, i.e. (buyer is Program and seller is Unknown) or (buyer is Unknown and seller is Program)........ or does it imply both sides are Program?
Does case 3 imply both sides of the trade are of the same type (i.e. both Retail or both Program)?
Does case 4 imply one side of the trade is Program and the other is Retail?
What does case 5 signify?
Thanks,
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Chris
Posts:1
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| 10/18/2008 11:19 AM |
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Hi...
I would like to be sent a complete sample of data for ProTrac Real Time that is a complete week of data for 5 full trading days of ALL data that was sent during THAT day in real time...
If i sign up for your ProTrac Real Time service... My company would be paying $6000 a month for this service... $3000 a month paid to the NYSE for the subscription to ProTrac Real Time and $3000 a month to a service provider (Radianz, etc.) that would electronically send this info to me via STFI.
So could i PLEASE be sent a full week of data with each day's complete data (and let me know what week it was - what days... etc.) in a sample sent to me...
Do you expect me so sign up for this without seeing some kind of excellant sample... ??
C James
Enflow Information Systems
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Christina
Posts:23
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| 10/21/2008 1:29 PM |
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There is no trial available. Product information, sample file and pricing are available on each product page here:
http://www.nysedata.com/info/productDetail.asp?dpbID=62. Depending on the date and data required, there is a product to suit your needs.
However, testing of the data is facilitated through SIAC every Tuesday and Thursday night from 7pm to 9pm as with all other NYSE data feeds. Please connect your market data vendor directly to facilitate the testing, or, if your firm has a direct connectivity via SIAC, please contact the SIAC Cap Services area to coordinating testing of the Alerts Data feed. You may contact SIAC at 1-866-USE-SIAC or Irina Mekhanik at (212) 383-2236.
For more timely, customer specific inquiries and requests please submit an inquire instead of using the discussion board. Thank you.
Regards,
NYSE Data Team
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