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:

  • NYSE
  • NYSE American
  • NYSE Arca
  • NYSE National
  • NYSE Chicago

Resources

Production Pillar Publishers

  • NYSE
  • NYSE American
  • NYSE Arca
  • NYSE Chicago
  • NYSE National

Integrated Client Spec v2.3a

XDP Common Client Spec v2.3d

Updated Halt Condition Codes - 11/23/2020

XDP Common Client Spec v2.4

Session Setup Guidelines

Sample Data

Fees