| Reply To Message: |
| Posted By |
n/a on 10/7/2008 4:03:44 AM |
| Subject: |
OBook vs. OBook Ultra vs. CQS |
| Message: |
Hi,
I’ve read through a large portion of this forum, in search on NYSE data feed info. I would like to know all the offerings to feed Direct+/Hybrid data only - my ARCA needs are already addressed.
As far as I can tell, on Oct 7. 2008, these would be my choices – please correct me if I’m wrong:
NYSE OpenBook – multicast; 1s snapshots; aggregated book at all price points; does NOT include crowd interest; $5k/m + terminal fees; Sold by NYSE only; a.k.a. “NYSE OpenBook Aggregated”
NYSE OpenBook Ultra – multicast; event driven real time; aggregated book at all price points; does include crowd interest; $5k/m + terminal fees; Sold by NYSE only
NYSE NYSE Best Quotes – real time; part of the NYSE OpenBook only - can NOT be obtained any other way; does include crowd interest; a.k.a. NYSE BBO???
CQS – multicast; NBBO (using data from all venues and for all listed stocks????, does it include ARCA?); distributed by CTA
Also, where do I go to find the specifics on Direct+ orders types and their behavior?
Thank you very much!
|
|