BATS Readies Consolidated BATS-Direct Edge Feed
The exchange will offer two iterations of the new service, dubbed BATS One Feed, both covering equities from BATS' BZX and BYX markets and Direct Edge's EDGX and EDGA markets: BATS One Summary Feed, which delivers the aggregate top prices across all four markets plus last sale data; and BATS One Premium Feed, which provides the top and last sale prices, plus five levels of aggregate depth across the markets.
"As we said coming out of the merger, we're going to leverage our scale and market size
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