The Integrated Feed provides a comprehensive order-by-order view of events in the equities market. The data feed includes depth of book, trades, order imbalances, and security status messages. This high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
The Integrated Feed is available for:
National Integrated Feed - Pillar Request Server - Starting September 9, 2019
Pillar NYSE Chicago - Starting November 4, 2019