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 traded securities.
- Better Speed - With microsecond latency, OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers
- Faster Recovery - The “self-healing” format for Openbook Ultra provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages
The Openbook Ultra Feed is available for: