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:

Client

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

Class Exchange Top Of Book Trades Depth of Book
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

Exchange Fees

Here are the fees as defined by the exchange


Address

200 W Madison Street
Suite 2100
Chicago, IL 60606

Contacts

+1.312.239.6788
intro@activetick.com

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