NYSE Arca Integrated

NYSE Arca Integrated operates on NYSE's Pillar platform. Compared to the NYSE Arca OpenBook Ultra feed, which is a depth of market feed, NYSE Arca Integrated provides a full order book view of the market. In other words, NYSE Arca OpenBook Ultra is a L2 feed whereas NYSE Integrated is a L3 feed.

An important feature of NYSE Arca Integrated is that it includes auction imbalance data, which provides key insights into the opening and closing auction at NYSE Arca. This includes information such as imbalance quantity, paired quantity, imbalance reference price, and book clearing price.

NYSE Arca Integrated can be accessed directly through an exchange handoff in Mahwah's colocation facility. It can also be accessed at various PoPs in New Jersey such as Equinix NY4.

Like most full order book data, it's difficult to access NYSE Arca Integrated through a normalized feed outside of the colocation facility due to bandwidth requirements. A limited set of vendors like Databento have the capability to distribute NYSE Arca Integrated effectively outside of the data center.