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   NYSE ArcaBook for Bonds  

ArcaBook for Bonds provides a full limit order depth of book information. ArcaBook for Bonds can be obtained over TCP/IP through SFTI or via data vendors. Available data includes: Complete limit order book for NYSE Bonds Auction imbalance and pricing information for Arca opening, closing and halt auctions.

ArcaBook disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed via ArcaBook.

Quote and Last Sale Feeds. NYSE Bonds will not publish quotes or last sales via any of the SIP’s ArcaBook and ArcaTrade will be used instead. Information about receiving the NYSE Bonds ArcaBook/Trade feed is available at: ArcaBook Equities and Bonds Specification

The ArcaBook data feed is available between the hours of 3:30 AM ET and 8:00 PM ET.

Instruments Covered
Bonds

Markets Covered
NYSE Arca
Related NYSE Arca Data Products
Included Data
ArcaBook for Bonds provides full limit order depth of book information. ArcaBook for Bonds can be obtained over TCP/IP through SFTI or via data vendors. Available data includes: Complete limit order book for NYSE Bonds Auction imbalance and pricing information for Arca opening, closing and halt auctions.

ArcaBook disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed via ArcaBook.

Quote and Last Sale Feeds. NYSE Bonds will not publish quotes or last sales via any of the SIP’s, ArcaBook and ArcaTrade will be used instead. Information about receiving the NYSE Bonds ArcaBook/Trade feed is available at: ArcaBook Equities and Bonds Specification
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