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:
Current Production - NYSE, NYSE Arca, and NYSE American
Pillar NYSE National - Pillar Publishers/Request Server
(Legacy XDP shutdown December 13, 2019)
Pillar NYSE Chicago