NYSE Integrated

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

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

NYSE 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 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 Integrated effectively outside of the data center.