SuperFeed™ Market Coverage - ATG - Algo trading e

22 Pages·2012·0.68 MB·English

SuperFeed™ Market Coverage
Version 1.11
May 28, 2012
© 2012 NYSE Euronext. All rights reserved. No part of this material may be copied, photocopied or duplicated in any
form by any means or redistributed without the prior written consent of NYSE Euronext. All third party trademarks are
owned by their respective owners and are used with permission. NYSE Euronext and its affiliates do not recommend
or make any representation as to possible benefits from any securities or investments, or third-party products or
services. Investors should undertake their own due diligence regarding securities and investment practices. This
material may contain forward-looking statements regarding NYSE Euronext and its affiliates that are based on the
current beliefs and expectations of management, are subject to significant risks and uncertainties, and which may
differ from actual results. All data is as of May 28, 2012. NYSE Euronext disclaims any duty to update this
information.
NYSE Technologies Market Coverage
PREFACE
DOCUMENT HISTORY
Document
Date Change Description
Version
1.0 03/19/2010 Initial distribution
1.0a 04/07/2010 Further Information URLs updated
1.1 06/23/2010 Addition of roadmaps
1.2 03/10/2010 Progress update and additional roadmap items added
1.3 12/03/2010 Updates to Table 1 and Table 2
1.4 03/02/2011 New Venues and Roadmap updated
1.4a 02/03/2011 SuperFeed Asia Roadmap added
1.5 06/30/2011 Live venues and roadmap items added and updated
1.6 11/17/2011 Market coverage updated for all regions
1.6a 01/09/2012 European Market Coverage table put into alphabetical order and
broken hyperlinks fixed.
1.7 02/10/2012 US Market Coverage and Roadmap updated
1.8 03/12/2012 SuperFeed Asia Market Coverage and Roadmap updated
1.9 03/19/2012 SuperFeed Europe Market Coverage and Roadmap updated
1.10 05/18/2012 Rebranding for NYSE Amex to NYSE MKT
1.11 05/28/2012 Updated EU Coverage and Asian and EU Roadmaps

FURTHER INFORMATION
SuperFeed™ product page: http://www.nyxdata.com/superfeed/
Data Fabric Product Sheet: http://www.nyxdata.com/productsheets/datafabric
MAMA Product Sheet: http://www.nyxdata.com/productsheets/mama
MAMDA Product Sheet: http://www.nyxdata.com/productsheets/mamda
MAMA and MAMDA developer documentation: http://www.nyxdata.com/apis/
Capacity figures: http://www.nyxdata.com/capacity/
Glossary: http://www.nyxdata.com/glossary/
Web Issue Management System: http://issues.wombatfs.com/ (login required)

SuperFeed™ 2 V 1.11
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TABLE OF CONTENTS
1 Introduction ......................................................................................................................... 4
2 SuperFeed™ US Market Coverage and Roadmap ............................................................ 5
2.1 SuperFeed™ US Market Coverage ............................................................................... 5
2.2 SuperFeed™ US Roadmap..........................................................................................11
3 SuperFeed™ Europe Market Coverage and Roadmap ................................................... 12
3.1 SuperFeed™ Europe Market Coverage .......................................................................12
3.2 SuperFeed™ Europe Roadmap ...................................................................................18
4 SuperFeed™ Asia Market Coverage and Roadmap ........................................................ 20
4.1 SuperFeed™ Asia Market Coverage ............................................................................20
4.2 SuperFeed™ Asia Roadmap ........................................................................................21
SuperFeed™ 3 V 1.11
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1 INTRODUCTION
This document lists the current feeds available using SuperFeed™ globally. Roadmap connectivity information is also
included.

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2 SUPERFEED™ US MARKET COVERAGE AND ROADMAP
2.1 SUPERFEED™ US MARKET COVERAGE
Table 1 SuperFeed™ US Market Coverage
Source Feed Name Asset Exchanges Listings Best Bid Trades Order Other Mapping Feed
Class Covered and Offer Book Guide Specification
Depth
BATS BATS Z Equities BATS US Equities Yes* Yes Yes View View
Multicast (Generated)
PITCH
BATS BATS Y Equities BATS US Equities Yes* Yes Yes View View
Multicast (Generated)
PITCH
CBOE MDI Indices Equity Equity No No No Indices View View
Indices Index Index
Futures Futures
CME CME Options, CME N/A Yes Yes Yes (some Indices View View
Group Futures, products
NYMEX
Indices have book
COMEX
available)
CBOT
MGEX
KCBOT
Dow Jones
S&P
Indices
Direct Direct Edge Equities Direct Edge US Equities Yes* Yes Yes View View
Edge Depth of A & X (Generated)
Book
NASDAQ NASDAQ Equities NASDAQ US Equities Yes* No Yes (Market Security View View
Level 2 (Generated) Maker Status
Book)
NASDAQ NASDAQ Mutual Mutual Mutual No No No Mutual View View
Mutual Fund Funds Funds, Funds, Funds,
Disseminatio Money Money Money
n Service Market Market Market
Funds Funds Funds
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Source Feed Name Asset Exchanges Listings Best Bid Trades Order Other Mapping Feed
Class Covered and Offer Book Guide Specification
Depth
NASDAQ OMDF Equities ADF/FINRA NASDAQ Yes No No View View
NASDAQ NASDAQ Equity NASDAQ NASDAQ No No No Indices View
OMX Global Indices
Index
Disseminatio
n Service
NASDAQ NASDAQ Equities ADF NASDAQ Yes* No Yes (Market View View
OTC (Generated) Maker
Montage Book)
Data Feed
NASDAQ NASDAQ Equities NASDAQ US Equities No Yes Yes Imbalances View View
TotalView-
ITCH
NASDAQ BX Totalview Equities BX US Equities No Yes Yes Imbalances View View
NASDAQ PSX Equities PSX US Equities No Yes Yes Imbalances View View
Totalview
NASDAQ Last Sale Equities NASDAQ US Equities No Yes No No View View
NASDAQ Basic Equities NASDAQ US Equities Yes No No Market View
Status
NASDAQ UTP Level 1 Equities All Regional NASDAQ Yes Yes No Security View View
Exchanges Status
NASDAQ UTP Level 1 / Equities OTCBB OTCBB No Yes Yes (one View View
FINRA - entry per
OTCBB market
maker)
NASDAQ RussellTick Equity Global Global No No No Indices View View
Indices Russell Russell
Indices Indices
NYSE CTA Equities All Regional NYSE, Yes Yes No NYSE View View
(CQS/CTS) Exchanges NYSE MKT, Indices,
NYSE Security
ARCA Status
NYSE Global Index Equity NYSE N/A No No No Indices View View
Feed Indices Euronext
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Source Feed Name Asset Exchanges Listings Best Bid Trades Order Other Mapping Feed
Class Covered and Offer Book Guide Specification
Depth
NYSE NYSE Alerts Equities NYSE NYSE No No No Market View View
Imbalances,
Security
Status
NYSE NYSE BBO Equities NYSE NYSE Yes No No View View
NYSE NYSE LRP Equities NYSE NYSE No No No LRP View View
NYSE NYSE Equities NYSE NYSE No No Yes View View
OpenBook
Ultra
NYSE NYSE Order Equities NYSE NYSE No No No Imbalances View View
Imbalances
NYSE NYSE Real- Equities NYSE NYSE No No No Real time View View
Time Last Sales
Reference
Prices
NYSE NYSE Equities All Regional US Equities Yes No No Synthetic N/A
SuperBook Exchanges Feed
Top of Book
NYSE NYSE Equities All Regional US Equities No Yes No Synthetic N/A
Filtered US Exchanges Feed
Equity
Trades
NYSE NYSE Trades Equities NYSE NYSE No Yes No View View
NYSE MKT NYSE MKT Equities NYSE MKT NYSE MKT Yes* No Yes View
OpenBook (Generated)
Ultra
NYSE MKT NYSE MKT Equities NYSE MKT NYSE MKT No No No Real time View View
Real-Time Last Sales
Reference
Price
NYSE MKT BBO Equities NYSE MKT NYSE MKT Yes No No View N/A
NYSE MKT Trades Equities NYSE MKT NYSE MKT No Yes No No View View
NYSE MKT NYSE MKT Equities NYSE MKT NYSE MKT No No No Order View
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NYSE Technologies Market Coverage
Source Feed Name Asset Exchanges Listings Best Bid Trades Order Other Mapping Feed
Class Covered and Offer Book Guide Specification
Depth
Order Imbalances
Imbalances
NYSE Liffe NYSE Liffe Commodit Liffe Precious Yes Yes Yes Settlement View View
U.S. U.S. ies Metals Prices,
Market
Status,
Open
Interest
NYSE Arca NYSE Arca Equities ARCA US Equities Yes No No View
BBO
NYSE Arca NYSE Arca Equities ARCA US Equities No No No Real time View View
Real-Time Last Sales
Reference
Prices
NYSE Arca NYSE Arca Equities ARCA US Equities No Yes No View View
Trades
NYSE Arca NYSE Equities ARCA US No No Yes View View
ArcaBook EquitiesArc
aEdge
ArcaBonds
NYSE Arca NYSE Equity ARCA, US Equities Yes No Yes View View
ArcaBook for Options NYSE
Options AMEX
NYSE Arca NYSE Arca Bonds ARCA ARCA Yes No View
Bonds
OPRA OPRA Equity All Regional US Equities Yes Yes No View
Options Exchanges
OTC Realtime Equity OTC OTC Yes Yes No View
Markets Level 1 Markets Markets
Realtime Equity OTC OTC No Yes Yes View
Level 2 Markets Markets
TSX TL1/CL1 Equities Toronto TSX, Yes Yes No Corporate View View
Stock NEX Actions,
Exchange, Indices,
Toronto MOC
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Source Feed Name Asset Exchanges Listings Best Bid Trades Order Other Mapping Feed
Class Covered and Offer Book Guide Specification
Depth
Venture Imbalance,
Exchange Security
Status
TSX TL2/CL2 Equities Toronto TSX, No Yes Yes Security View View
Stock NEX Status,
Exchange, MOC
Toronto Imbalance
Venture
Exchange
TMX HSVF Options MX MX Yes Yes Yes View View
TMX CDF CBBO Equities All All Yes No No View View
Canadian Canadian
Exchanges/ Exchanges/
ATSs ATSs
CLS Equities All All No Yes No View View
Canadian Canadian
Exchanges/ Exchanges/
ATSs ATSs
Alpha Equities Alpha Alpha Yes Yes Yes View View
Omega Equities Omega Omega Yes Yes Yes View View
CHI-X Equities CHI-X CHI-X Yes Yes Yes View View
Pure Equities Pure Pure Yes Yes Yes View View
CNSX Equities CNSX CNSX Yes Yes Yes View View
SigmaX Equities SigmaX SigmaX No Yes No View View
ICX Equities ICEX ICEX No Yes No View View
Liquidnet Equities Liquidnet Liquidnet No Yes No View View
TriAct / Equities TriAct / TriAct / No Yes No View View
Matchnow Matchnow Matchnow
TMX Equities TMX TMX Yes Yes Yes View View
TMX Venture Equities TMX TMX Yes Yes Yes View View
Venture Venture
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NYSE Technologies Market Coverage
Source Feed Name Asset Exchanges Listings Best Bid Trades Order Other Mapping Feed
Class Covered and Offer Book Guide Specification
Depth
TMX Select Equities TMX Select TMX Select Yes Yes Yes View View

SuperFeed™ 10 V 1.11