SpiderStream

Equity NBBO Feeds

Exchange Feeds
Feed Type
Available Messages
Individual
(Monthly)
Institutional
(Monthly)
Filters
(Stream Topics)
Redistribution License**
Data Licensing**
WebSocket
(HTTP/HTTPS)
Protocols
Connection
(Types)
EQUITY
CTA/UTP/OTC/
NASDAQ/ARCA
Real-time or delayed
Stock NBBO Quote
Stock Trades
Order Imbalances
Mkt Summary (1 min bar)
EOD Closing Prices
$500
+$.25 per million messages
$2000
Ticker Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Rest Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections

All Live Feeds

Exchange Feeds
Feed Type
Available Messages
Individual
(Monthly)
Institutional
(Monthly)
Filters
(Stream Topics)
Redistribution License**
Data Licensing**
WebSocket
(HTTP/HTTPS)
Protocols
Connection
(Types)
EQUITY
CTA/UTP/OTC/
NASDAQ/ARCA
Real-time or delayed
Stock NBBO Quote
Stock Trades
Order Imbalances
Mkt Summary (1 min bar)
EOD Closing Prices
$500
+$.25 per million messages
$2000
Ticker Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Rest Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
EQUITY OPTIONS
OPRA
Real-time or delayed
Option NBBO Book
Quote
Option Trades
Mkt Summary (OHL)
Option Opening Price
Option EOD Closing Price
Ticker/Root Definitions
Option Print Types
$750
+ $.25 per million messages
$2500
Option Key, Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Rest Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
OPTIONS ON FUTURES
CME/NYMEX/COMEX/
CBOT/CFE
Real-time or delayed
Option NBBO Book
Quote
Option Trades
Mkt Summary (OHL)
Option Opening Price
Option EOD Closing Price
Product Definitions
Codes Definitions
$500 / $1000
+ $.25 per million messages
(per DCM / All DCM)
$750 / $1500
(per DCM / All DCM)
Option Key, Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Rest Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
FUTURES
CME/NYMEX/COMEX/
CBOT/CFE
Real-time or delayed
Future Book Quote
Future Trades
Mkt Summary (1 min bars)
Future EOD Closing Price
Future Settlement Prices
Product Definitions
Codes Definitions
$500 / $1000
+ $.25 per million messages
(per DCM / All DCM)
$750 / $1500
(per DCM / All DCM)
Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Rest Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
** User selects required exchanges which are subject to fees. Redistribution fees may apply separately to SpiderStream analytics.