The NYSE Best Quote and Trades (BQT) is a cost efficient, consolidated market data feed that provides a unified view of quotes and trades from NYSE, NYSE American, NYSE Arca, NYSE Chicago and NYSE National.
Coverage includes equities and ETFs listed on NYSE, NYSE American, NYSE Arca, NASDAQ, and CBOE. 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.
Looking at the 10 most active price-volume symbols, NYSE BQT quotes are within .01% of National Best Bid and Offer (NBBO) 99.85% of the time, on average*.
A comprehensive view of the market
The NYSE BQT provides market participants with a unified view of the real-time Level 1 market data at a cost effective rate using the combined data of all five NYSE equity exchanges in one feed:
- Professional and retail users receive the same information NYSE sends to the SIP at a lower cost
- Provides a reliable real time quote and trades reference for display users as an alternative to SIP data
- A cost efficient way to upgrade any of your firm’s delayed data users to real time information
Flexibility & Data
Included in the NYSE BQT is a consolidated feed of all NYSE markets’ quotes and trades, aggregating 14 multicast channels into independent feed types:
- Best Bid/Offer (BBO) Quotes, including price and volume size
- Trades and Closing prices from each primary market, including consolidated end of day and NYSE TRF trades
- Market indicator status messages; Halts, Resumes, SSI, SSR, and Session States
- Consolidated Volume, derived from the SIP Trades feeds