Market Data
Summary
Processing lots of data is what we do best. We understand that every customer has different ways which they need access to our data. For this reason, we provide a variety of delivery methods for your data, all of which are built on the powerful ActiveTick framework using:
- High performance Exchange Gateways
- Ultra-fast proprietary messaging bus
- 80%+ Data Compression
- Data Transport to remote destinations
- Tick Storage for access to: Quotes, Trades, Bars
- Proximity hosted feed processing
Here are a few ways which our customer access our data:
ActiveCast
For those looking for a low latency alternative to the proprietary exchange multicast, we offer our ActiveCast service that allows users to join our data bus without having to know the underpinnings of the originating exchange message protocol.
StreamServer
Our StreamServer acts as a floodgate control that limits the flow of market data messages to only the instruments of interest. Use our subscription client API to register and unregister instruments.
OnDemand Data
We have several different methods of receiving data on demand.
- SnapDB - Request a snapshot on over 250 different data fields
- TickDB - Retrieve historical tick data for up to 10 years
- BarDB - Pull Intraday (1-60 Minutes), Daily and Weekly bars
Market Coverage
E - Equities O - Options F - Futures C - Currencies
Equity exchanges are sourced from CTA Tape A and B, and UTP.
| Class | Exchange | Top Of Book | Trades | |
|---|---|---|---|---|
| E | BATS Exchange | ✓ | ✓ | |
| E | BATS Y-Exchange | ✓ | ✓ | |
| E | CBOE Stock Exchange | ✓ | ✓ | |
| E | Chicago Stock Exchange | ✓ | ✓ | |
| E | Consolidated Quotation System (CQS/CTS) | ✓ | ✓ | |
| E | Direct Edge A Stock Exchange | ✓ | ✓ | |
| E | Direct Edge X Stock Exchange | ✓ | ✓ | |
| E | FINRA | ✓ | ✓ | |
| E | International Securities Exchange | ✓ | ✓ | |
| E | National Stock Exchange | ✓ | ✓ | |
| E | NASDAQ OMX Stock Exchange | ✓ | ✓ | |
| E | NASDAQ OMX BX Stock Exchange | ✓ | ✓ | |
| E | NASDAQ OMX PSX Stock Exchange | ✓ | ✓ | |
| E | NYSE MKT Stock Market Exchange (AMEX) | ✓ | ✓ | |
| E | NYSE Arca Exchange | ✓ | ✓ | |
| E | New York Stock Exchange | ✓ | ✓ | |
| E | OTCBB Exchange | ✓ | ✓ | |
| O | BATS Exchange | ✓ | ✓ | |
| O | Boston Options Exchange | ✓ | ✓ | |
| O | C2 | ✓ | ✓ | |
| O | Chicago Board Options Exchange | ✓ | ✓ | |
| O | International Securities Exchange | ✓ | ✓ | |
| O | Miami International Securities Exchange | ✓ | ✓ | |
| O | NYSE Arca Exchange | ✓ | ✓ | |
| O | NYSE MKT Stock Market Exchange | ✓ | ✓ | |
| O | NASDAQ OMX BX Options | ✓ | ✓ | |
| O | NASDAQ OMX PHLX | ✓ | ✓ | |
| O | NASDAQ Stock Market | ✓ | ✓ | |
| O | Options Price Reporting Authority | ✓ | ✓ | |
| F | CME | ✓ | ✓ | |
| F | CBOT | ✓ | ✓ | |
| F | NYMEX | ✓ | ✓ | |
| F | COMEX | ✓ | ✓ | |
| F | KCBT | ✓ | ✓ | |
| F | S&P Dow Jones Indices | ✓ | ✓ | |
| C | FOREX (aggregated from 12 banks) | ✓ | ✓ |
Exchange Fees (USD)
*Fees are subject to change
| Fees | NYSE CTA Tape A | NYSE CTA Tape B | NASDAQ UTP | OPRA |
|---|---|---|---|---|
| Direct Access Fee | 3000 | 2000 | 2500 | 1000 |
| Indirect Access Fee | 2000 | 1000 | 2500 | 1000 |
| Redistribution Fee - Internal | 1000 | 1000 | 1000 | 600 |
| Redistribution Fee - External | 1000 | 1000 | 1000 | 1500 |
| User Fee - Display Professional | 20-50 | 23 | 22 | 28.50 |
| User Fee - Display Non-Professional | 1 | 1 | 1 | 1.25 |
| User Fee - Non-Display | 4000 | 2000 | 3500 | 500 |
| Multiple Feed Charge | 400 | 400 |
| Fees | NYSE OpenBook | NASDAQ TotalView | NASDAQ Level2 |
|---|---|---|---|
| Direct Access Fee | 5000 | 2000 | 2000 |
| Indirect Access Fee | 5000 | 2000 | 2000 |
| Redistribution Fee - Internal | 3000 | 1000 | 1000 |
| Redistribution Fee - External | 1000 | 2500 | 2500 |
| User Fee - Display Professional | 60 | 70 | 45 |
| User Fee - Display Non-Professional | 15 | 14 | 9 |
| User Fee - Non-Display | 6000 | 300 user | 300 user |
| User Fee - Non-Display Managed | 2400 | 300 | 300 |
| Fees | CME | CBOT | NYMEX | COMEX |
|---|---|---|---|---|
| Direct Access Fee | 5000 | 5000 | 5000 | 2000 |
| Indirect Access Fee | 5000 | 5000 | 2000 | 2000 |
| Redistribution Fee - Realtime | 12000 | 12000 | 12000 | 12000 |
| Redistribution Fee - Delayed | 12000 | 12000 | 12000 | 12000 |
| User Fee - Display Professional | 85 | 85 | 85 | 85 |
| User Fee - Display Non-Professional | 5 | 5 | 5 | 5 |
| User Fee - Non-Display Automated Trading | 670 | 670 | 670 | 670 |
| User Fee - Non-Display User | 375 | 375 | 375 | 375 |
| User Fee - Non-Display User Managed | 170 | 170 | 170 | 170 |
| User Fee - Non-Display Trade Internalization | 670 | 670 | 670 | 670 |