NYSE Pillar Depth is a frequency-based feed that provides a consolidated view of the ten best bid and offer price points across NYSE Group’s combined limit order books for all equities and ETFs listed on NYSE, NYSE American, NYSE Arca, NASDAQ, and CBOE and auction imbalance data from each of the NYSE Group’s listing venues.
NYSE Pillar Depth includes equities and ETFs listed on NYSE, NYSE American, NYSE Arca, NASDAQ, and Cboe. The NYSE Group is the largest operator of U.S. equities exchanges. Our five exchanges list more combined equities, ETPs, and Preferreds than any other exchange group.
NYSE is the home to the world’s largest companies, representing over 76% of the Dow Jones Industrial Average, nearly 70% of the S&P500 and over 67% of the Russell 1000.
NYSE Arca is the home of ETFs, listing nearly 80% of all ETFs by AUM.
The NYSE Pillar Depth feed provides market participants with a unified view of NYSE Level 2 and auction imbalance data at a cost-effective rate using the combined data of all five NYSE equity exchanges in one feed.
Provides an efficient, update-based view of Level 2 data across all NYSE Group exchanges, allowing for ease of consumption and display of aggregated depth of book data for end-users.
Included in NYSE Pillar Depth is a consolidated feed of