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   NYSE ReTrac ProTrac EOD (Historical Data Through 4/2016)  

At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE. At approximately 8:00PM each day, there is also a file made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

For ProTrac, shares will be totaled for each symbol in separate Index Arbitrage and Non-Index Arbitrage quantities. For ReTrac, shares will be totaled for each symbol in separate buy and sell quantities as illustrated below:

Symbol Buy Shares Sell Shares
XYZ 500,000 300,000

Instruments Covered
Equities

Markets Covered
NYSE
  • OngoingDirect & indirect

    $3,000 / month
    12 months minimum subscription
    includes 12 months back history

  • Back HistoryDirect & indirect

    Table depicting the pricing options available
    First 12 months $3,000 / month
    12+ months $500 / month
  • Redistribution

    Additional fees apply for redistribution. Please contact sales-pdp@theice.com.

 
Included Data

NYSE ReTrac EOD Replay

Overview
"ReTrac EOD Replay" is a record-by-record replay of the ReTrac datafeed. ReTrac allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed. Immediately upon execution, the Symbol, Volume, and Time of each retail execution will be disseminated as a realtime message.

Symbol Shares Executed Time (Milliseconds)
XYZ 400 10:51:01.210
Delivery
FTP Download. Data is available for download via FTP.

NYSE ReTrac EOD Summary

Overview
An end-of-day summary of all retail trading activity for each stock identifying the total amount of shares that were bought vs. sold for each stock that was traded by retail customers. Shares will be totaled for each symbol in separate buy and sell quantities.

Symbol Buy Trades Buy Shares Sell Trades Sell Shares
XYZ 100 500,000 75 300,000
Specifications
Field NameData Type *Description
1SymbolText (10)Stock symbol
2Buy_TradesNumber (0)Number of retail buy trades executed
3Buy_SharesNumber (0)Volume of retail buy shares executed
4Sell_TradesNumber (0)Number of retail sell trades executed
5Sell_SharesNumber (0)Volume of retail sell shares executed

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='IssueReTracSummary' >
            <xs:sequence>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='BuyTrades' type='xs:int' ></xs:element>
                <xs:element name='BuyVol' type='xs:int' ></xs:element>
                <xs:element name='SellTrades' type='xs:int' ></xs:element>
                <xs:element name='SellVol' type='xs:int' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='ReTracSummary' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='IssueReTracSummary' type='IssueReTracSummary' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Delivery
 Online Data Viewer. View and filter online, and download data in your preferred format.

 FTP Download. Data is available for download via FTP.

 Email. Receive files via email in the format(s) you choose.

NYSE ProTrac EOD Summary

Overview
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. The file is available at approximately 8:00PM each day and will be available via FTP, web and email. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

Symbol Index Arb Trades Index Arb Shares Non-Index Arb Trades Non-Index Arbitrage
XYZ 1,250 250,000 2,075 475,000
Delivery
 Online Data Viewer. View and filter online, and download data in your preferred format.

 FTP Download. Data is available for download via FTP.

 Email. Receive files via email in the format(s) you choose.

Specifications
Field NameData Type *Description
1SymbolText (10)Stock/Security Symbol
2Index_arb_tradesNumber (0)Number of executed trades that were entered through index arbitrage program accounts.
3Index_arb_sharesNumber (0)Number of shares executed that were entered through index arbitrage program accounts.
4Algo_tradesNumber (0)Number of executed trades that were entered through algorithmic program accounts.
5Algo_sharesNumber (0)Number of shares executed that were not entered through algorithmic program accounts.
6NonAlgo_tradesNumber (0)Number of trades executed that were not entered through algorithmic or index arbitrage program accounts.
7NonAlgo_sharesNumber (0)Number of shares executed that were not entered through algorithmic or index arbitrage program accounts.

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='IssueProTracSummary' >
            <xs:sequence>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='IndexArbTrades' type='xs:int' ></xs:element>
                <xs:element name='IndexArbVol' type='xs:int' ></xs:element>
                <xs:element name='AlgoTrades' type='xs:int' ></xs:element>
                <xs:element name='AlgoVol' type='xs:int' ></xs:element>
                <xs:element name='NonAlgoTrades' type='xs:int' ></xs:element>
                <xs:element name='NonAlgoVol' type='xs:int' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='ProTracSummary' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='IssueProTracSummary' type='IssueProTracSummary' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>

NYSE ProTrac EOD Replay

Overview
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. The file is available at approximately 8:00PM each day and will be available via FTP, web and email. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

Symbol Index Arb Trades Index Arb Shares Non-Index Arb Trades Non-Index Arbitrage
XYZ 1,250 250,000 2,075 475,000
Delivery
FTP Download. Data is available for download via FTP.

Academic Customers
NYSE
NYSE ReTrac ProTrac EOD - Accredited Academic Institutions
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