The Deep Feed provides Depth of Book information for all outright options symbols traded on the NYSE American and NYSE Arca Options Exchanges.
With the migration to NYSE Pillar, the Arca Options Deep market data product will now be available for the full order book in each series on a real-time basis rather than at the first three price levels. This enhancement will provide subscribers with a unified view of events, in sequence, as they appear on the Exchange’s matching engine. The enhanced Arca Options Deep will include depth of book order data, last sale data, opening imbalance data, series status updates (e.g., trade corrections and trading halts) and series summary messages.
The Deep Feed is available for: