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NYSE Euronext introduces the new NYSE Order Imbalances datafeed product.
NYSE Euronext will introduce the new NYSE Order Imbalances datafeed product on Tuesday July 1, 2008. Customers who were listening to the Test IP addresses should switch to the Production Multicast IP addresses as specified in the Specification.
NYSE Order Imbalances significantly increases transparency around the NYSE Opening and Closing auctions, and provides rich information to customers allowing them to better manage their strategies and improve the quality of our auctions. Streaming order imbalances are disseminated at specified time intervals prior to the 9:30am Opening and the 4:00pm Closing auctions. Imbalance messages will contain the imbalance and paired share quantity at a specified reference price.
01 Jul 08 Press Release: New NYSE Order Imbalances Product Goes Live Today
Specifications
For complete details and technical specifications, please visit http://www.nyxdata.com/page/642
For a product overview, please visit http://www.nyxdata.com/doc/6295
Discussion Board
All questions should be directed to your Market Data Account Manager.
Click here for complete details.
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