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   NYSE OpenBook  

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

How to get OpenBook
All customers and vendors who wish to receive NYSE OpenBook should contact their NYSE Account Manager or submit a request on nyxdata.com.

The following documentation may be required:
OpenBook Real-Time Exhibit A
OpenBook Real-Time Exhibit C
Three copies of the Vendor Agreement
Network Diagram Overview
Screen prints demonstrating the use and/or display of NYSE OpenBook data
An OpenBook data feed request submitted by your vendor to NYSE on your behalf

Instruments Covered
Equities

Markets Covered
NYSE

  • Access FeeDirect and indirect customers

    $5,000 / mo.

  • User Fee

    $60 / user

  • Table depicting the pricing options available.
    Non Professional User $15 / user
    Non Professional Cap $25,000
    NYSE OpenBook Non-Pro Fee Cap.pdf
Related NYSE Data Products
Included Data
History: 24 Jan 2002 - present
NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.
History: 2 Jun 2008 - present
NYSE OpenBook Ultra is a new, improved value-added version of the current NYSE OpenBook Real-Time. It further improves accessibility to the NYSE market through improved performance and additional content and functionality. NYSE OpenBook Ultra was developed with the help of customers to create a best-of-breed product. NYSE OpenBook Ultra will be provided as an optional alternative to recipients of NYSE OpenBook Real-Time.

Better Speed. With microsecond latency, NYSE OpenBook Ultra updates with every limit-order book event (unlike NYSE OpenBook Real-Time which updates every second). Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers.

Faster Recovery. The new, innovative, “self-healing” format provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

More Content. NYSE OpenBook Ultra contains all customer limit order interest including the floor and specialist interest, as well as unique information that other markets don’t provide. Reason codes provide details about why something has changed. Transaction LinkIDs link removed interest to tape prints, number of orders are provided at each price point, and microsecond timestamps. More detailed, microsecond resolution on timestamps helps line up millisecond trading. NYSE BestQuotes is also included as part of the package which provides a direct, low latency source of quotes that includes Top of Book, Specialist and Crowd Interest.
The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.
The NYSE Imbalance datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.
Authorized Vendors
ThomsonReuters
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ThomsonReuters
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ThomsonReuters provides scalable solutions for every segment of the financial community: from sales and trading to investment management, investment banking, wealth management and corporations
Townsend Analytics
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Townsend Analytics
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Townsend Analytics specializes in providing electronic trading solutions for money managers, asset managers, hedge funds and mutual funds worldwide. It targets Institutions, broker dealers and individual active traders, including both professional and nonprofessional subscribers.
Radianz
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Radianz
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The Radianz Shared Market Infrastructure from BT is the leading provider of secure, reliable, and scalable connectivity and hosting for the global financial services community. The Radianz Shared Market Infrastructure provides ultra-low latency connectivity and proximity hosting services to the New York Stock Exchange for market data and trading.
FactSet Research Systems, Inc.
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FactSet Research Systems, Inc.
FactSet provides access to financial information and analytics to thousands of investment professionals globally. FactSet combines hundreds of databases from industry-leading suppliers and clients' own proprietary data into a single, powerful information system. Additionally, Application Developers and IT professionals build on FactSet's commercial content and technology to support their internal applications.
eSignal
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eSignal
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eSignal (www.eSignal.com) is a division of Interactive Data Corporation (NYSE: IDC) specializing in the delivery of real-time market information and the development of advanced trading workstations. Building on more then 25 years of experience providing time-sensitive financial information and award-winning products and services, eSignal offers global, real-time market data and decision support tools to active investors and professionals worldwide. eSignal's products include eSignal ; eSignal Pro; Market-Q; eSignal, Advanced GET Edition; FutureSource Workstation; QuoTrek and eSignal OnDemand. www.esignal.com/products Its portal sites are www.FutureSource.com, www.Quote.com and www.RagingBull.com
Lek Securities Corp
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Lek Securities Corp ROX(r)
ROX(r) is a premier trading platform available to customers of Lek Securities Corporation. ROX(r) combines real-time market data and advanced analytics with instant execution on a host of markets, both domestic and international. A wide array of integrated features including order management, risk management, position management, and automated trading strategies have made ROX(r) the preferred solution for traders, institutional investors, arbitrageurs, and market makers worldwide. The ROX(r) trading platform also allows automation to enable black box trading for hedge funds and investment banks. ROX(r) is your Gateway to the Markets(SM).
Transactions Network Services
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Transactions Network Services
TNS provides managed connectivity services using either its Secure Trading Extranet or ultra low latency Extreme or Supreme Connectivity services. Firms achieve cost effective access to multiple financial community applications, data & services. In addition TNS provides managed Wide Area Networks, Co-location and Trader Voice services.
Fidessa
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Fidessa and Fidessa LatentZero
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Available as a simple workstation or as an integrated application suite, the Fidessa and Fidessa LatentZero products are built on the clear vision of providing functionality, coverage and distribution to the financial markets community.
Atrium Network
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Atrium
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Atrium Network, with an exclusive focus on the financial community,provides interconnectivity to customers allowing trading counterparties,service providers, brokers, exchanges, execution venues, MTFs, marketdata providers to communicate with each other. Customers using MyAtrium, the innovative customer service portal, can control their own interconnectivity to maximise their business relationships.
Flextrade
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Flextrade
FlexTrade is the industry pioneer and global leader in broker-neutral algorithmic trading platforms and execution management systems for equities, foreign exchange and listed derivatives. Flextrade services Buy- and sell-side firms, including investment banks, hedge funds, asset managers, commodity trading advisors and institutional brokers.
Reuters
NYSE OpenBook
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Frequently Asked Questions
  • What is NYSE OpenBook Real-Time?
    The product provides a real-time view – aggregated and refreshed every second – of the New York Stock Exchange’s limit-order book for all NYSE-traded issues. NYSE OpenBook Real-Time lets traders see aggregate limit-order volume at every bid and offer price, thus responding to customer demand for depth-of-market data and raising the NYSE market to an even greater level of transparency.