Software firm Wombat, a division of NYSE Euronext Advanced Trading Solutions, has launched a feed handler for the New York Stock Exchange’s new NYSE OpenBook Ultra data feed. This new feed was made available to NYSE OpenBook customers on 2 June.
According to NYSE Euronext, NYSE OpenBook Ultra updates with every limit order book event with sub-millisecond latency, compared with NYSE OpenBook Real-time, which updates every second.
Wombat also plans to launch a feed handler for NYSE’s new NYSE Order Imbalances data feed in the coming weeks. This new feed will be made available to NYSE OpenBook customers free of change from 1 July.
NYSE Order Imbalances provides customers with information in advance of the NYSE’s opening and closing auctions.