Low-latency, real-time market data feeds cover the various asset classes and markets in the NYSE Group to offer you insight into intraday trading activity. These feeds include full depth of book, trades, quotes, auction imbalances and security status messages.
The NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity. | |
NYSE 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 NYSE-traded securities. | |
NYSE OpenBook Aggregated is a frequency based depth of book feedthat contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. | |
NYSE BBO feed is a real-time data feed that provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. This is a top of book feed that publishes updates for every event in real-time. | |
NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities. | |
NYSE Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. |
The NYSE American Integrated Feed provides a comprehensive order-by-order view of events in the NYSE American equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity. | |
NYSE American 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 NYSE American-traded securities. | |
NYSE American OpenBook Aggregated is a frequency based depth of book feed that contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. | |
NYSE American BBO feed is a real-time data feed that provides NYSE American Quotes (best bid/ask quotations) for all NYSE American-traded securities. This is a top of book feed that publishes updates for every event in real-time. | |
NYSE American Trades feed is a real-time data feed providing the exchange Last Sale for all NYSE American-traded securities. | |
NYSE American Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE American listed securities. |
The NYSE Arca Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Arca equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity. | |
NYSE ArcaBook shows the full limit order book for NYSE Arca traded securities on a real-time basis. Also included in this product are data elements providing information to NYSE Arca opening, closing, and halt auctions, as well as indicative match price, match volume, auction imbalance, and market imbalance data. | |
NYSE Arca BBO feed is a real-time data feed that provides NYSE Arca Quotes (best bid/ask quotations) for all NYSE Arca-traded securities. This is a top of book feed that publishes updates for every event in real-time. | |
NYSE Arca Trades feed is a real-time data feed providing the exchange Last Sale for all NYSE Arca-traded securities. | |
NYSE Arca Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities. | |
The NYSE National Integrated Feed provides a comprehensive order-by-order view of events in the NYSE National equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity. | |
NYSE National BBO feed is a real-time data feed that provides NYSE National Quotes (best bid/ask quotations) for all NYSE National-traded securities. This is a top of book feed that publishes updates for every event in real-time. | |
NYSE National Trades feed is a real-time data feed providing the exchange Last Sale for all NYSE National-traded securities. |
The NYSE Chicago Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Chicago equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity. | |
NYSE Chicago BBO feed is a real-time data feed that provides NYSE Chicago Quotes (best bid/ask quotations) for all NYSE Chicago-traded securities. This is a top of book feed that publishes updates for every event in real-time. | |
NYSE Chicago Trades feed is a real-time data feed providing the exchange Last Sale for all NYSE Chicago-traded securities. |
NYSE Pillar Depth is a frequency-based feed that provides a consolidated view of the ten best bid and ten best offer price points across NYSE Group’s combined limit order books for all equities and ETFs listed on NYSE, NYSE American, NYSE Arca, NASDAQ, and CBOE exchanges and auction imbalance data from each of the NYSE Group’s listing venues. For more information, reach out to [email protected]. | |
NYSE Best Quote and Trades (BQT) is a consolidated feed that provides a unified view of best bid/offer and trades/last sale executions for all securities traded on the NYSE Group exchanges (NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago). |
The Top feed provides Top of Book information for all outright options symbols traded on the NYSE American Options Exchange. | |
The Deep feed provides full Depth of Book information for all outright symbols traded on the NYSE American Options Exchange. | |
The Complex feed provides Top of Book information for all complex options instruments traded on the NYSE American Options Exchange. |
The Top feed provides Top of Book information for all outright options symbols traded on the NYSE Arca Options Exchange. | |
The Deep feed provides full Depth of Book information for all outright symbols traded on the NYSE Arca Options Exchange. | |
The Complex feed provides Top of Book information for all complex options instruments traded on the NYSE Arca Options Exchange. |
Live and executable bid and offers displayed on the full order book. | |
Real-time top of book. | |
Real-time last sale prices and sizes. |