Low-latency, real-time market data feeds cover the various asset classes and markets in the NYSE Group to offer you insight into intraday trading activity. These feeds include full depth of book, trades, quotes, auction imbalances and security status messages.
NYSE Equities
The NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
NYSE Openbook Ultra is an event-based depth of book feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities.
NYSE OpenBook Aggregated is a frequency based depth of book feedthat contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second.
NYSE BBO feed is a real-time data feed that provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. This is a top of book feed that publishes updates for every event in real time.
NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.
NYSE Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities.
NYSE American Equities
The NYSE American Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
NYSE American Openbook Ultra is an event-based depth of book feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE American-traded securities.
NYSE American OpenBook Aggregated is a frequency based depth of book feed that contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second.
NYSE American BBO feed is a real-time data feed that provides NYSE American Quotes (best bid/ask quotations) for all NYSE American-traded securities. This is a top of book feed that publishes updates for every event in real time.
NYSE American Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE American-traded securities.
NYSE American Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE American listed securities.
NYSE Arca Equities
The NYSE Arca Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Arca equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
NYSE ArcaBook shows the full limit order book for NYSE Arca traded securities on a real time basis. Also included in this product are data elements providing information to NYSE Arca opening, closing, and halt auctions, as well as indicative match price, match volume, auction imbalance, and market imbalance data.
NYSE Arca BBO feed is a real-time data feed that provides NYSE Arca Quotes (best bid/ask quotations) for all NYSE Arca-traded securities. This is a top of book feed that publishes updates for every event in real time.
NYSE Arca Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE Arca-traded securities.
NYSE Arca Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities.
NYSE National Equities
The NYSE National Integrated Feed provides a comprehensive order-by-order view of events in the NYSE National equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
NYSE National BBO feed is a real-time data feed that provides NYSE National Quotes (best bid/ask quotations) for all NYSE National-traded securities. This is a top of book feed that publishes updates for every event in real time.
NYSE National Trades feed is a real-time data feed providing the exchange Last Sale for all NYSE National-traded securities.
NYSE Chicago Equities
Current production until late 2019
The NYSE Chicago Book Feed is a real-time low latency multicast broadcast of Matching System displayable orders and trade activity. Full depth of book prices, participant order attribution and system and stock event messages are also disseminated by the NYSE Chicago Book Feed
Production starting November 4, 2019
The NYSE Chicago Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Chicago equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
NYSE Chicago BBO feed is a real-time data feed that provides NYSE Chicago Quotes (best bid/ask quotations) for all NYSE Chicago-traded securities. This is a top of book feed that publishes updates for every event in real time.
NYSE Chicago Trades feed is a real-time data feed providing the exchange Last Sale for all NYSE Chicago-traded securities.
Multiple Markets
NYSE Best Quote and Trades (BQT) is a consolidated feed that provides a unified view of best bid/offer and trades/last sale executions for the entire NYSE Group (NYSE, NYSE American and NYSE Arca). It includes all issues traded on NYSE, NYSE Arca and NYSE American including those that are listed on other exchanges.
NYSE American Options
The Top feed provides Top of Book information for all outright options symbols traded on the NYSE American Options Exchange.
The Deep feed provides Depth of Book information for all outright options symbols traded on the NYSE American Options Exchange for the top three levels.
The Complex feed provides Top of Book information for all complex options instruments traded on the NYSE American Options Exchange.
NYSE Arca Options
The Top feed provides Top of Book information for all outright options symbols traded on the NYSE Arca Options Exchange.
The Deep feed provides Depth of Book information for all outright options symbols traded on the NYSE Arca Options Exchange for the top three levels.
The Complex feed provides Top of Book information for all complex options instruments traded on the NYSE Arca Options Exchange.
NYSE Bonds
Live and executable bid and offers displayed on the full order book.
Realtime last sale prices and sizes.
Other Markets
Global OTC BBO and Integrated feeds provide Best-Bid and Offer, Last Sale as well as Depth of Book information from the Global OTC Alternative Trading System.
The ICE Data Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from ICE. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.