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   NYSE OpenBook  

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

How to get OpenBook
All customers and vendors who wish to receive NYSE OpenBook should contact their NYSE Account Manager or submit a request on nyxdata.com.

The following documentation may be required:
OpenBook Real-Time Exhibit A
OpenBook Real-Time Exhibit C
Three copies of the Vendor Agreement
Network Diagram Overview
Screen prints demonstrating the use and/or display of NYSE OpenBook data
An OpenBook data feed request submitted by your vendor to NYSE on your behalf

Instruments Covered
Equities

Markets Covered
NYSE
Access Fee $5000
 
This montly access fee applies to both direct and indirect customers.
 
Display Fee $60 per device
 
This fee applies to any display of NYSE OpenBook Real-Time received directly from NYSE or via an approved NYSE OpenBook vendor. Additional fees may be charged by the vendor.
 
Related NYSE Data Products
Included Data
Authorized Vendors
ThomsonReuters
Website
ThomsonReuters
website
ThomsonReuters provides scalable solutions for every segment of the financial community: from sales and trading to investment management, investment banking, wealth management and corporations
Townsend Analytics
Website
Townsend Analytics
website
Townsend Analytics specializes in providing electronic trading solutions for money managers, asset managers, hedge funds and mutual funds worldwide. It targets Institutions, broker dealers and individual active traders, including both professional and nonprofessional subscribers.
Radianz
Website
Radianz
website
The Radianz Shared Market Infrastructure from BT is the leading provider of secure, reliable, and scalable connectivity and hosting for the global financial services community. The Radianz Shared Market Infrastructure provides ultra-low latency connectivity and proximity hosting services to the New York Stock Exchange for market data and trading.
Discussion
Frequently Asked Questions
  • What is NYSE OpenBook Real-Time?
    The product provides a real-time view – aggregated and refreshed every second – of the New York Stock Exchange’s limit-order book for all NYSE-traded issues. NYSE OpenBook Real-Time lets traders see aggregate limit-order volume at every bid and offer price, thus responding to customer demand for depth-of-market data and raising the NYSE market to an even greater level of transparency.

  • Why not refresh NYSE OpenBook with every single order or cancellation?
    Many customers prefer that data be aggregated at every price level, which they see as more significant information than a flickering stream of smaller changes. NYSE Group will continue to evaluate this and other products to ensure they are responsive to customer demand.

  • Will NYSE OpenBook Real-Time data be commingled with other markets’ data?
    Data vendors may choose to commingle NYSE data with that of other markets. However, vendors will be required to ensure that investors have easy access to displays that readily identify the NYSE as the source of the information.

  • Is the “top of book” bid and offer in OpenBook the same as the NYSE’s best bid and offer?
    The best bid and offer in OpenBook represents only the limit orders on the specialist’s book and not the entire market. The NYSE best bid and offer may also include market orders, crowd interest, or specialist proprietary interest. These bids or offers may be, in fact, better than those bids and offers contained on the Book.

  • Why is it that the opening price may be different than what OpenBook information indicates it should be?
    Limit orders and market orders often accumulate between the previous night’s close and the opening. In some cases, market orders comprise the majority of pre-opening interest, and market order imbalances become the key determinant of where a stock will open. Because OpenBook does not contain market orders, it may not be indicative of the entire pre-opening interest.

  • Can a bid price in OpenBook ever be equal to (locked market) or greater than (crossed market) an offer price, and vice-versa?
    Bids that are entered at or higher than offer prices will be reflected on the book until they are executed. The same is true for offers entered at or lower than bids. NYSE market rules treat these “marketable limits” as market orders, and they are executed as market orders according to NYSE auction market rules. Locked and crossed markets are typically short-term situations that are corrected by a subsequent trade. Locked or crossed markets occur more often in very active and volatile stocks. The implementation of the NYSE Hybrid Market is expected to increase the amount of automated trade executions, which may in turn significantly decrease the instances of crossed markets on OpenBook.