NYSE Readies ‘Integrated’ Feed; Will Keep OpenBook, Trades, Imbalances Feeds

Testing for the new feed will beging in February, usign NYSE's harmonized XDP data protocol.

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According to a document filed with the US Securities and Exchange Commission for approval on Jan. 23, the new feed—dubbed NYSE Integrated Feed—combines depth of book data from its NYSE OpenBook feed, last sale data from its NYSE Trades feed, and opening and closing imbalance data from its NYSE Order Imbalances datafeed, along with security status updates, such as trade corrections and trading halts, as well as stock summary messages at one-minute intervals, including opening and closing prices

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