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   NYSE Arca Integrated Feed  

NYSE Arca Integrated Feed is a proprietary data product providing Order Book, Trades, Order Imbalances and Security Status data in a single sequence integrated feed without any throttling directly to customers.

The NYSE Arca Integrated Feed can be obtained through a direct datafeed from within NYSE Liquidity centers or the SFTI Network. Please contact NYSE Technologies Sales for more information regarding connectivity.

The NYSE Integrated Feed will;

1. Improve Latency
* Data delivery is more efficient via XDP
* Published directly from the market data publisher

2. Exact occurrences from Arca matching engine
* Quotes and trades are published in sequence as they occur on the matching engine

3. Provide Breadth of market data
* Includes imbalance messages
* Trading session change messages will allow customers to remove all orders from a trading session without being inundated with delete messages

 

NYSE ArcaBook disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data.

The NYSE Arca Integrated Feed is available between the hours of 3:30 AM ET and 8:00 PM ET.

NYSE Arca Integrated Feed Fact Sheet

To apply for the NYSE Arca Integrated Feed please complete the following documentation:

  • Three (3) copies of the Vendor Agreement (Please submit each copy with the original signature. There is the possibility you have one on file, however, to expedite your request you may want to submit a new, updated signed copy.)
  • Exhibit A - NYSE Arca Integrated Feed

     

    Click below to listen to Todd Watkins, Product Manager for Global Market Data, discussing the benefits of NYSE Arca Integrated Feed

    •

    Instruments Covered
    Stock, ETFs, Equities

    Markets Covered
    NYSE Arca

    • Direct Access Fee

      $3,000 / mo.

    • Redistribution Fee

      $3,000 / mo.

    • User Fee

      $40 / user

    • Table depicting the pricing options available.
      Non Professional User $20 / user
    Included Data
    Related Products in Other Markets
    Frequently Asked Questions
    • What is NYSE Arca Integrated Feed?
      NYSE Arca Integrated feed provides a unified view of events all in sequence as they appear on the matching engines, including depth of book (add, modify, delete orders), trades (with corrections and cancel/errors), and order imbalances. The product is not shaped nor throttled, so this value added data feed requires customers to establish connectivity that is sufficient to support a substantial increase in data content and bandwidth.
    • What data content is provided on the NYSE Arca Integrated Feed?
      NYSE Arca Integrated Feed includes Depth of Book, Order Imbalances, Last Sale, and Security Status details.
    • What are the bandwidth requirements?
      NYSE Arca Integrated Feed is available on existing and new SFTI IP 1Gb, 5Gb, and 10Gb ports and SFTI LCN 1Gb and 10Gb ports. Restrictions apply for customers who desire to access the Feed on an IP or LCN 1Gb port. Applicable service entitlement fees apply. Refer to http://www.nyxdata.com/doc/82854 for more information.
    • If I am a current NYSE ArcaBook subscriber will I need to execute a new Exhibit A?
      Yes. Even if you are an existing ArcaBook customer, you will need to execute a new NYSE Arca Integrated Feed Exhibit form to obtain access to this feed.
    • How does NYSE Arca Integrated Feed differ from ArcaBook XDP feeds?
      NYSE Arca Integrated Feed delivers all messages in sequence as they occur on the NYSE Arca matching engine. ArcaBook XDP feeds are a migration of the existing ArcaBook products to a new XDP delivery format, which has efficiencies in delivery and latency reduction.
    • Will ArcaBook products be decommissioned with the launch of NYSE Arca Integrated Feed?
      No, NYSE Arca Integrated Feed is a complementary feed to the existing ArcaBook data products and WILL NOT REPLACE them.
    • For what market data consumer was NYSE Arca Integrated Feed developed?
      NYSE Arca Integrated Feed was developed for high technology market data users, who can consume an unthrottled feed. The typical customer will benefit taking this feed with the ability to correlate an order with the resulting quote and an execution with the resulting trade.
    • The XDP Integrated Feed specification includes subtitles for NYSE, NYSE Amex, and NYSE Arca feeds. Does this mean all data is now available across one feed?
      No. The specification was crafted to illustrate that the XDP Integrated Feed will be available in the future across all of our equity data products, leveraging the same message types, formats, and delivery mechanisms. This will allow customers to leverage a single framework to subscribe to our forthcoming market data products.
    • When will the other Integrated Feed products be available?
      The NYSE and NYSE Amex Integrated Feeds are tentatively scheduled for Q3 2012. As these dates approach, future information on the exact release dates will be published.
    • The NYSE Arca Integrated Feed now lists four channels each A-Z. What is significant about four channels?
      The four channels will send data via matching engine ID’s, which are load balanced across all letter ranges A-Z. Four-channel delivery of this feed will benefit customers by reducing the overall delivery latency with this product. These channel configurations will help our publishers achieve the very lowest latency possible.
    • Where is the Multicast address information published for the NYSE Arca Integrated Feed?
      IP addresses are published on http://www.nyxdata.com/ipaddresses, under the ARCA XDP TAB.