XDP COMMON CLIENT SPECIFICATION

Version Date
2.0m October 4, 2016

© 2016 NYSE. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form
by any means or redistributed without the prior written consent of NYSE. All third party trademarks are owned
by their respective owners and are used with permission. NYSE and its affiliates do not recommend or make any
representation as to possible benefits from any securities or investments, or third-party products or services.
Investors should undertake their own due diligence regarding securities and investment practices. This material
may contain forward-looking statements regarding NYSE and its affiliates that are based on the current beliefs
and expectations of management, are subject to significant risks and uncertainties, and which may differ from
actual results. NYSE does not guarantee that its products or services will result in any savings or specific
outcome. All data is as of October 4, 2016. NYSE disclaims any duty to update this information.

Global OTC is an Alternative Trading System (“ATS”) registered with the U.S. Securities and Exchange
Commission (“SEC”) and operated by Archipelago Trading Services, Inc. (“ATSI”), a broker-dealer registered
with the SEC and a member of the Financial Industry Regulatory Authority (“FINRA”). Although ATSI is a
wholly-owned subsidiary of NYSE Group, Inc., Global OTC is not a stock exchange or self-regulatory
organization. The OTC equity securities traded on Global OTC are not U.S. exchange listed securities.
ICE/NYSE XDP COMMON CLIENT SPECIFICATION V2.0M

Preface

DOCUMENT HISTORY
The following table provides a description of recent changes to this document.

Version Date Change Description

1.5 11/6/2013 Section 1.3.14 Symbol Index Mapping FTP – Update to Listed Markets, Section 2.13
Message Body – Update to Security Types
Section 2.18 MSG
Body – Updates to various fields
1.6 4/9/2014 Updated Security Status and Symbol Index messages to include notes reflecting
current implementation
Updated Security Status fields to have standalone SSRState, MarketState, and
SessionState fields
2.0 01/08/2015 Re-branded for ICE
Structure and explanatory text revised for clarity and simplicity
NYSE Security Status msg’s Transaction ID field changed to Reserved
Source Time Reference msg’s SymbolIndex field changed to System ID IBF 2.0
2.0a 02/16/2015 Noted shorter length of Symbol Index Mapping (msg type 3) and Security Status
(msg type 34) for Arca Integrated Feed only
Minor tweaks to language
2.0b 02/18/2015 Corrections in section 3.6.2 regarding Order ID’s
Corrected Packet Header DeliveryFlags for Seq Num Reset messages (4.3 and 9.2)
2.0c 03/10/2015 Corrected Security Status msg length to 46
Added detail about multicast priming in Section 9
Added detail about refresh formats in 5.1.3
Added detail about IP Table filtering in 8.4
2.0d 04/07/2015 Clarified descriptions and availability of last 8 fields in the Security Status msg

2.0e 05/12/2015 Modified Security Status msg, Security Status field to reflect Arca adoption of NYSE
SSR values
Clarified the description of Time field in Security status message and System ID field
in Order Acknowledgment message
2.0f 06/30/2015 Updated the Exchange Code field values in the Symbol Index Mapping Message to
include Global OTC primary symbols
Updated SSR Triggering Exchange ID field values in Security Status Message
Updated Listed Market values in the Symbol Index Mapping File format to include
the Listed Market for Global OTC primary symbols
2.0g 07/10/2015 Updated legal disclaimer for Global OTC on title page

2.0h 10/13/2015 Updated the location of Symbol Index Mapping File

2.0i Mar 18, 2016 Corrected fields in the symbol index ftp file

2.0j Mar 28, 2016 Clarified/corrected production hours in section 9.4

2.0k June 16, 2016 Restored guidance on handling the Session Change msg for users of Arca
Integrated and ArcaBook feeds. This was incorrectly removed from version 2.0.
2.0L Aug 18, 2016 Clarified trailing pipe characters in Symbol Index Mapping File (section 10)

2.0m Oct 4, 2016 Updated Security Status message to include V as the exchange ID for IEX.
Updated section 2.2 to reflect change of heartbeat frequency from 60 secs to 1 sec.

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REFERENCE MATERIAL
The following lists the associated documents, which either should be read in conjunction with this document or which
provide other relevant information for the user:
 SFTI US Technical Specification
 SFTI US Customer Guide
 NYSE Symbology

CONTACT INFORMATION
Service Desk (NYSE, NYSE MKT, NYSE Arca)
 Australia Toll Free: +61.1800506227
 China Toll Free: +86.4008822979
 US Toll Free +1.866.873.7422
 UK Toll Free 0808.101.3866
 US Paid +1.212.656.3640
 Email: service.desk@nyx.com

FURTHER INFORMATION
 For additional information about market data products, visit http://www.nyxdata.com/Data-Products
 For updated capacity figures, visit our capacity pages at: http://www.nyxdata.com/capacity
 For details of IP addresses, visit our IP address pages at: http://www.nyxdata.com/ipaddresses
 For a full glossary, visit: http://www.nyxdata.com/glossary/

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Contents
Preface 2
Document History .............................................................................................................................................................. 2
Reference Material ............................................................................................................................................................ 3
Contact Information ........................................................................................................................................................... 3
Further Information ............................................................................................................................................................ 3
Contents ............................................................................................................................................................................. 4
1. Introduction .......................................................................................................................................................... 5
1.1 Receiving Real Time Market Data.......................................................................................................................... 5
1.2 Recovering from Errors .......................................................................................................................................... 5
2. Packets and Heartbeats ....................................................................................................................................... 6
2.1 Packet Header ....................................................................................................................................................... 6
2.2 Heartbeats ............................................................................................................................................................. 6
3. Message Field Content ........................................................................................................................................ 7
3.1 Message Header .................................................................................................................................................... 7
3.2 Date and Time Conventions ................................................................................................................................... 8
3.3 Sequence Numbers ............................................................................................................................................... 9
3.4 Symbol Sequence Numbers .................................................................................................................................. 9
3.5 Prices ..................................................................................................................................................................... 9
3.6 Order ID’s and Trade ID’s ...................................................................................................................................... 9
3.7 Symbol Indexes ................................................................................................................................................... 10
4. Messages Sent by the Publisher ...................................................................................................................... 11
4.1 Symbol Index Mapping Message (Msg Type 3) ................................................................................................... 11
4.2 Security Status Message (Msg Type 34) ............................................................................................................. 13
4.3 Sequence Number Reset Message (Msg Type 1) ............................................................................................... 16
4.4 Source Time Reference Message (Msg Type 2) .................................................................................................. 16
4.5 Symbol Clear Message (Msg Type 32) ................................................................................................................ 17
4.6 Trading Session Change Message (Msg Type 33) .............................................................................................. 17
5. Messages Sent by Refresh and Retrans Servers Only ................................................................................... 18
5.1 Refresh Header (Msg Type 35) ............................................................................................................................ 18
5.2 Message Unavailable Message (Msg Type 31) ................................................................................................... 20
6. Messages Sent by the Client to the Request Server ....................................................................................... 21
6.1 Retransmission Request Message (Msg Type 10)............................................................................................... 21
6.2 Refresh Request Message (Msg Type 15) ........................................................................................................... 22
6.3 Symbol Index Mapping Request Message (Msg Type 13) ................................................................................... 23
6.4 Heartbeat Response Message (Msg Type 12) ..................................................................................................... 23
7. Messages Sent by Request Server ................................................................................................................... 24
7.1 Request Response Message (Msg Type 11) ....................................................................................................... 24
8. Error Handling and the Request Server ........................................................................................................... 25
8.1 Handling Sequence Number Gaps ...................................................................................................................... 25
8.2 Recovering from Client Late Starts or Intraday Failures....................................................................................... 25
8.3 Refreshing Symbol Information ............................................................................................................................ 26
8.4 Request Server .................................................................................................................................................... 26
9. Operational Information .................................................................................................................................... 28
9.1 System Behavior on Start and Restart ................................................................................................................. 28
9.2 XDP Publisher Failover ........................................................................................................................................ 28
9.3 Disaster Recovery Site......................................................................................................................................... 28
9.4 XDP Production Hours ......................................................................................................................................... 28
9.5 XDP Test Hours ................................................................................................................................................... 28
10. Symbol Index Mapping File ............................................................................................................................... 29

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1. Introduction

1.1 RECEIVING REAL TIME MARKET DATA

Real-time XDP data is published in the form of messages with fixed length fields. All fields are binary except a very small
number that are in ASCII format. For efficient use of the network, the messages are bundled into application packets,
and the packets are published via the multicast protocol.
For capacity reasons, packets are routed over a number of predefined data sets called channels. Each channel is
duplicated and published to two distinct multicast groups for redundancy. The two redundant multicast groups per
channel (called lines) are referred to as line A and line B. The union of the data in all channels that make up a product is
called a feed.
The IP addresses and port numbers of the production and test channels for each XDP feed can be found at
www.nyxdata.com/ipaddresses. A client application receives a product by subscribing to some or all of the channels that
make up the feed.

1.2 RECOVERING FROM ERRORS

Retrans/
Real-Time Refresh Retransmission Refresh Service
Service Request Service
Service
Dual Dual Dual
Multicast TCP/IP Multicast Multicast
Channels Channels Channels

Client

 In case of dropped multicast packets, the client can connect to a Request Server via TCP/IP to request
retransmissions of missed messages.

 In case of client late start or intraday failure, the client can connect to the Request Server and request snapshot
refreshes of the state of the market.

 At system startup, each channel publishes referential data about all symbols published on the channel. If a client
process misses this initial spin of symbol data, he can connect to the Request Server and request a refresh of some
or all of the missed data.
In response to these requests, retransmission and refresh data is published by the exchange over dedicated multicast
channels which correspond one-to-one with the real-time channels.
See Error Handling and the Request Server for complete information.

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2. Packets and Heartbeats

2.1 PACKET HEADER

All packets sent on any XDP feed have an XDP Packet Header followed by one or more messages (with the exception of
Heartbeat packets which do not contain any messages).
The maximum length of a packet is 1400 bytes, so no message can be longer than 1400 – 16 bytes (max packet size -
the length of the Packet Header).

Packet Header Structure

SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
PktSize 0 2 Binary The size of the packet in bytes, including this 16
-byte packet header

DeliveryFlag 2 1 Binary A flag that indicates whether this is an original,

retransmitted, or ‘replayed’ message. Valid
values include:
 1 – Heartbeat
 10 – XDP Failover (see XDP Publisher
Failover)
 11 – Original Message
 12 – Sequence Number Reset Message
 13 – Only one packet in retransmission
sequence
 15 – Part of a retransmission sequence
 17 – Only one packet in Refresh sequence
 18 – Start of Refresh sequence
 19 – Part of a Refresh sequence
 20 – End of Refresh sequence
 21 – Message Unavailable

NumberMsgs 3 1 Binary The number of messages in this packet

SeqNum 4 4 Binary The message sequence number of the first

message in this packet

SendTime 8 4 Binary The time when this packet was published to the
multicast channel, in seconds since Jan 1, 1970
00:00:00 UTC.

SendTimeNS 12 4 Binary The nanosecond offset from the Send Time

2.2 HEARTBEATS
To assist the client in confirming connection health, application heartbeats are sent once a minute by the Request
Server, and once a second by the real-time publishing servers (data, refresh and retransmissions channels).
A heartbeat consists of a packet containing a Packet Header and no messages. The Packet Header’s Delivery Flag is
set to 1 and Number Msgs is 0. Since a heartbeat packet contains no messages, a heartbeat does not increment the
next expected sequence number. See Sequence Numbers.
Heartbeats sent by the Request Server must be acknowledged by the client. See Request Server.

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3. Message Field Content

Messages are contiguous data structures consisting of fixed-length fields. No names or ‘tags’ appear in the message.
 Message fields align on 1 byte boundaries, so there are no filler fields for alignment purposes
 Binary fields are published in Little-Endian ordering
 All ASCII string fields are left aligned and null padded
 Segmentation of messages across packets is not supported, so a message will never straddle a packet boundary.
 The length of a message as actually published may differ from the length of the message structure defined in the
client specifications. See Msg Size Field below for details.

3.1 MESSAGE HEADER

The format of each message varies according to type, but each type starts with a standard 4-byte message header:

SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
MsgSize 0 2 Binary The size of this message in bytes

MsgType 2 2 Binary The type of this message

3.1.1 Msg Size Field

In order to handle future releases of XDP feeds smoothly, clients should never hard code msg sizes in feed handlers.
Instead, the feed handler should use the Msg Size field to determine where the next message in a packet begins.
This allows
 Support of XDP format variations among markets
 Client flexibility when revised message structures go live in production
In example 1 below, a message type is defined in the specification to have different lengths in different markets. The
trailing field is not published in the Arca market. An Arca-coded client can process NYSE data correctly (but of course
cannot use the trailing Volume field without field-specific coding).

Example 1: Message type with format variations across markets

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

Msg Size 0 2 Binary Size of the message. Look at the Msg

NYSE – 24 bytes Size field to know
where the next
NYSE MKT – 24 bytes message starts.
NYSE Arca - 20 bytes
Msg Type 2 2 Binary The type of this message:
998 – Example 1 msg type

SourceTimeNS 4 4 Binary

SymbolIndex 8 4 Binary

OrderID 12 4 Binary

Price 16 4 Binary
Market-specific
Volume 28 4 Binary Not published in Arca market
content

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The variable message size can also insulate client code from future field additions that you may not need.
In example 2, an existing message type is 16 bytes long.

Example 2: Release N

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

Msg Size 0 2 Binary Size of the message: 16 bytes

Look at the Msg
Msg Type 2 2 Binary Size field to know
The type of this message:
where the next
999 – Price message example message starts.

SourceTimeNS 4 4 Binary

SymbolIndex 8 4 Binary

Price 12 4 Binary

In a future release, a four-byte volume field will be added, increasing the Msg Size to 20 bytes.
If the client wishes to delay upgrading his feed handler for the new content, no coding is needed at the time of the
release. Proper coding of the MsgSize field up front allows the client to handle the unforeseen 20-byte format. On his
own schedule, the client can upgrade his feed handler to process the new field.

Example 2: Release N+1: a new field is added

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

Msg Size 0 2 Binary Size of the message: 20 bytes Look at the Msg
Size field to know
Msg Type 2 2 Binary The type of this message: where the next
999 – Price message example message starts.

SourceTimeNS 4 4 Binary

SymbolIndex 8 4 Binary Unmodified clients

can handle longer
Price 12 4 Binary message structure
Volume 16 4 Binary New field (but can’t benefit
from new content)

3.2 DATE AND TIME CONVENTIONS

Dates and times are in UTC (Universal Time, Coordinated), and are expressed in nanoseconds since the Unix Epoch
(Jan 1, 1970 00:00:00). A complete timestamp consists of two 4-byte fields: seconds since the Unix Epoch, and
nanoseconds within the current second, as in a Unix timespec structure.
The XDP Packet Header contains SendTime and SendTimeNS fields to show the time that the packet was published to
the wire by the XDP Publisher.
Most XDP messages additionally contain a timestamp called Source Time to shows the time of the Matching Engine
event that caused the publication of this message.
Many of the higher-volume XDP feeds such as Integrated and BBO explicitly publish only the nanoseconds portion of the
Source Time in each message. The seconds portion is explicitly published in a Source Time Reference Message (Msg
Type 2) once a second.
For NYSE and MKT Integrated feeds, Source Time Reference messages are published per Matching Engine
partition (server). For all other products, they are published per symbol. Publishing per Matching Engine
partition results in a much lower volume of Time Reference messages, and this approach will become standard
across all feeds in future releases.

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3.3 SEQUENCE NUMBERS

Each message in a given channel is assigned a unique sequence number. Sequence numbers increase monotonically
per channel, and can be used to detect publication gaps.
To optimize publication efficiency, the sequence number is not explicitly published in each message. Instead, the Packet
Header contains the sequence number of the first message in the packet, along with the number of messages in the
packet. Using these fields, the client can easily associate the correct sequence number with each message.
The sequence number combined with the channel ID form a message ID which is unique across the feed.

3.4 SYMBOL SEQUENCE NUMBERS

In addition to the sequence number, many message types explicitly include a field called Symbol Sequence Number,
which identifies the message’s position in the sequence of all messages published by the feed for a given symbol.
Clients who are tracking only a small number of symbols may opt to ignore sequence numbers and track only Symbol
Sequence Numbers for each symbol of interest. If such a client ever experiences a Symbol Sequence Number gap, he
can request a refresh for that symbol.

3.5 PRICES
All price fields are published as unsigned binary integers. To interpret a price correctly, the client must use the published
price value as a numerator along with the Price Scale Code in the symbol’s Symbol Index Mapping Message (Msg Type
3) as follows:

Numerator
Price 
10 PriceScaleCode
For example, a price of $27.56 is represented as a published price field of 2756 and a PriceScaleCode of 2.

3.6 ORDER ID’S AND TRADE ID’S

The Order ID and the Trade ID in order-based feeds such as NYSE Integrated Feed are binary integers that uniquely
identify an order or an execution. Order IDs are valid for the trading day only. Unexecuted, uncancelled GTC orders are
assigned a new Order ID on the next trading day.

3.6.1 Matching Trade ID’s to order entry messages

At present, Trade IDs do not correspond to any ID in the order entry messaging formats.
After future matching engine releases, Trade IDs will correspond to the exchange-generated ID returned to the client in
the Execution Report. This will make it easy for the client to find his own trades in the market data feeds.

3.6.2 Matching Order ID’s to order entry messages

In the NYSE and MKT Integrated Feed, Order ID’s are 8 bytes long and they correspond to the 4 byte MEOrderID in the
order entry messaging APIs.
At present in the Arca market, Order ID’s are 4 bytes long. They can be combined with other fields present in the feeds
to match them up with the exchange-generated ID that is returned to the client in the order acknowledgement message
on order entry.
After future matching engine releases, Order IDs for all markets

 Will be 8 bytes long

 Will correspond to the 8-byte exchange Order ID returned to the client in the order entry APIs
 Will be unique per market across all symbols

Matching Arca XDP Order ID with the Order Acknowledgement Message

The Arca matching engine generates a unique 64-bit order ID that consists of four concatenated data values - the Order
ID, Market ID, System ID, and GTCIndicator. In all XDP feeds, the Market ID, and System ID are provided in the Symbol
Index Mapping, since these values are static for the trading day. The Order ID and GTCIndicator are contained in the
order-related data messages.

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The table below shows the data structure required to combine the Order ID, Market ID, System ID, and GTC Indicator to
obtain the full UTP matching engine Order ID. The table assumes the client byte ordering is Little Endian. If the client
byte ordering is Big Endian, the byte order is reversed.

Matching Arca XDP Order ID with Order Acknowledgment Message

FIELD NAME OFFSET SIZE (BYTES) FORMAT DESCRIPTION

GTCIndicator 0 1 Binary This field specifies if Trade Order ID is a

GTC order:
 0 – Day Order
 1- GTC Order

System ID 1 1 Binary Unique ID for a single ME instance

(server) ID of the originating matching
engine instance (server). This value is
found in the Symbol Index Mapping
message’s ID field

Market ID 2 2 Binary ID of the Originating market in the Symbol

Index Mapping

OrderID 4 4 Binary Order ID

3.7 SYMBOL INDEXES

In all XDP feeds, symbol-specific referential data is published in a Symbol Index Mapping Message (Msg Type 3) at
system startup. Symbol Index Mapping messages appear in each channel only for the symbols that appear in that
channel.
Any client who misses this initial spin can request a refresh of Symbol Indexes by sending a Symbol Index Mapping
Request Message (Msg Type 13) to the Request Server. The requested Symbol Index Mapping messages will be re-
published over the Refresh channels.
The Symbol Index Mapping message includes the ASCII symbol in NYSE format along with a unique ID called a Symbol
Index. Other symbol-specific messages such as Trade and BBO messages contain only the Symbol Index and no other
referential data.
Symbol Indexes are unique per market only, so for example the Symbol Index for IBM may be different in the Arca
equities market vs. the NYSE market. However in any one market, Symbol Indexes are the same every day for each
symbol, and Symbol Indexes for obsolete instruments are not re-used.
After future releases of the matching engine, Symbol Indexes will be the same across all markets.

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4. Messages Sent by the Publisher

4.1 SYMBOL INDEX MAPPING MESSAGE (MSG TYPE 3)

This message is published over the real-time data channels at system startup or in the context of a refresh sequence
after a Matching Engine or XDP Publisher failover. It provides referential data for a single specified symbol.
See Symbol Indexes for more information.
Note that for the NYSE Arca Integrated Feed, this message is only 38 bytes long, and ends with the Round Lot field. In a
future release, Arca Integrated will migrate to version 2.0, and at that time, this message will be the full 44 bytes long.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

Msg Size 0 2 Binary Size of the message:

 All feeds but Arca Integrated - 44 ytes
 Arca Integrated – 38 Bytes

Msg Type 2 2 Binary The type of this message:

3 – Symbol Index Mapping Message

SymbolIndex 4 4 Binary The unique ID of this symbol for all products within this
market. This ID cannot be used to cross reference a
security between markets.

Symbol 8 11 ASCII Null-terminated ASCII symbol in NYSE Symbology. For

more information, see the NYSE Symbology Spec.

Reserved 19 1 Binary This field is reserved for future use

Market ID 20 2 Binary ID of the Originating Market:

 1 - NYSE Cash
 3 – NYSE Arca Cash
 4 – NYSE Arca Options
 5 – NYSE Bonds
 6 – Global OTC
 8 – NYSE Amex Options
 9 - NYSE MKT Cash

System ID 22 1 Binary ID of the Originating matching engine server.

Exchange Code 23 1 ASCII Exchange where the symbol is listed:

 ‘N’ – NYSE
 ‘P’ – NYSE Arca
 ‘Q’ – NASDAQ
 ‘A’ – NYSE MKT
 ‘B’ Global OTC Primary Symbols
 ‘U’ – OTCBB symbols for Global OTC
 ‘V’ – Other OTC symbols for Global OTC
 ‘Z’ – BATS

PriceScaleCode 24 1 Binary Specifies placement of the decimal point in price fields

for this security. See Prices .

Security Type 25 1 ASCII Type of Security used Arca:

 ‘A’ – ADR
 ‘C’ - COMMON STOCK
 ‘D’ – DEBENTURES
 ‘E’ – ETF
 ‘F’ – FOREIGN
 ‘H’ – AMERICAN DEPOSITARY SHARES

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FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

 ‘I’ – UNITS
 ‘L’ – INDEX LINKED NOTES
 ‘M’ - MISC/LIQUID TRUST
 ‘O’ – ORDINARY SHARES
 ‘P’ - PREFERRED STOCK
 ‘R’ – RIGHTS
 ‘S’ - SHARES OF BENEFICIARY INTEREST
 ‘T’ – TEST
 ‘U’ – UNITS
 ‘W’ – WARRANT
Type of Security used by NYSE and NYSE MKT:
 ‘A’ – COMMON STOCK
 ‘B’ – PREFERRED STOCK
 ‘C’ – WARRANT
 ‘D’ – RIGHT
 ‘E’ – CORPORATE BOND
 ‘F’ – TREASURY BOND
 ‘G’ – STRUCTURED PRODUCT
 ‘H’ – ADR COMMON
 ‘I’ – ADR PREFERRED
 ‘J’-ADR WARRANTS
 ‘K’ – ADR RIGHTS
 ‘L’ – ADR CORPORATE BOND
 ‘M’ – NY REGISTERED SHARE
 ‘N’ – GLOBAL REGISTERED SHARE
 ‘O’ – INDEX
 ‘P’ – FUND
 ‘Q’ – BASKET
 ‘R’ – UNIT
 ‘S’ – LIQUIDATING TRUST
 ‘U’ - UNKOWN

Lot Size 26 2 Binary Round lot size in shares.

PrevClosePrice 28 4 Binary The previous day’s closing price for this security.

PrevCloseVolume 32 4 Binary The previous day’s closing volume for the security.

Price Resolution 36 1 Binary  0 - All Penny

 1 - Penny/Nickel
 5 - Nickel/Dime

Round Lot 37 1 ASCII Round Lots Accepted:

 ‘Y’ – Yes
 ‘N’ – No

MPV 38 2 Binary Note: This field is available on NYSE and NYSE MKT
only, and is left as a future enhancement on Arca.
Clients will be notified upon availability.

Unit of Trade 40 2 Binary This field specifies the security Unit of Trade in shares.
Valid values are 1, 10, 50 and 100
Note: This field is available on NYSE and NYSE MKT
only, and is left as a future enhancement on Arca.
Clients will be notified upon availability.

Reserved 42 2 Binary Reserved for future use. Disregard any content.

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4.2 SECURITY STATUS MESSAGE (MSG TYPE 34)

This message informs clients of changes in the status of a specific security, such as Trading Halts, Short Sale Restriction
state changes, etc.
For the NYSE Arca Integrated Feed, this message is only 22 bytes long, and ends with the Halt Condition field. In a
future release, Arca Integrated will migrate to version 2.0, and at that time this message will be 46 bytes long.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

MsgSize 0 2 Binary Size of the message:

 All feeds but Arca Integrated Feed - 46 Bytes
 Arca Integrated Feed - 22 Bytes

MsgType 2 2 Binary The type of this message:

34 – Security Status Message

SourceTime 4 4 Binary The time when this msg was generated in the order book,
in seconds since Jan 1, 1970 00:00:00 UTC.

SourceTimeNS 8 4 Binary The nanosecond offset from the SourceTime

SymbolIndex 12 4 Binary The unique ID of the symbol in the Symbol Index msg

SymbolSeqNum 16 4 Binary The unique ID of this message in the sequence of

messages published for this specific symbol.

Security Status 20 1 ASCII The the new status that this security is transitioning to.
The following are Halt Status Codes:
 ‘3’ - Opening Delay (NYSE/MKT only)
 ‘4’ - Trading Halt
 ‘5’ - Resume
 ‘6’ - No open/no resume (NYSE/MKT only)
The following are Short Sale Restriction Codes:
 ‘A’ – Short Sale Restriction Activated (Day 1)
 ‘C’ – Short Sale Restriction Continued (Day 2)
 ‘D’ - Short Sale Restriction Deactivated
NYSE Market State values :
 ‘O’ – Opened
 ‘P’ – Pre-opening
 ‘X’ -- Closed
The following values are the Price Indication values:
 ‘T’ – T - Time
 ‘I’ – Price Indication
 ‘G’ – Pre-Opening Price Indication
 ‘R’ – Rule 15 Indication.

Halt Condition 21 1 ASCII  ‘0x20’ – Not applicable

 '~' - Security not delayed/halted
 'D' - News dissemination
 'I' - Order imbalance
 'P' - News pending
 'M' – LULD pause
 'S' - Related security (not used)
 'X' - Equipment changeover
 'Z' - No open/No resume
Market Wide Circuit Breakers:
 '1' - Market Wide Circuit Breaker Halt Level 1

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FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

 '2' - Market Wide Circuit Breaker Halt Level 2

 '3' - Market Wide Circuit Breaker Halt Level 3

Reserved 22 4 Binary Future use. Any field content should be ignored.

Price 1 26 4 Binary Default value is 0.

 If securityStatus = 'A', then this is the SSR
Triggering Trade Price
 If securityStatus = ‘G’, then this is Pre-Opening Low
Price Indication.
 If securityStatus = ‘I’, then this is Low Price
Indication
 If securityStatus = ‘R’, then this is Rule 15 Low
Indication Price.
In the Arca market, not yet implemented, defaulted to 0.

Price 2 30 4 Binary Default value is 0

 If securityStatus = ‘I’, then this is High Price
Indication
 If securityStatus = ‘G’, then this is Pre-Opening Price
Indication
 If securityStatus = ‘R’, then this is Rule 15 High
Price Indication
Note: In the Arca market, this field is not yet implemented
and is defaulted to 0.

SSR Triggering 34 1 ASCII This field is only populated when securityStatus = ‘A’, and
Exchange ID otherwise is defaulted to ‘0x20’.
Valid values are:
 ‘N’ – NYSE
 ‘P’ – NYSE Arca
 ‘Q’ – NASDAQ
 ‘A’ – NYSE MKT
 ‘B’ – NASDAQ OMX BX
 ‘C’ – NSX
 ‘D’ – FINRA
 ‘I’ – ISE
 ‘J’ – EDGA
 ‘K’ – EDGX
 ‘M’ – CHX
 ‘S’ – CTS
 ‘T’ – NASDAQ OMX
 ‘V’ – IEX
 ‘W’ – CBSX
 ‘X’ – NASDAQ OMX PSX
 ‘Y’ – BATS Y
 ‘Z’ – BATS
Note: In the Arca market, this field is not yet implemented
and is defaulted to 0.

SSR Triggering 35 4 Binary Default value is 0.

Volume
This field is only populated when securityStatus = ‘A’
Note: In the Arca market, this field is not yet implemented

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FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

and is defaulted to 0.

Time 39 4 Binary Format : HHMMSSmmm (mmm = milliseconds)

 If securityStatus = ‘A’ , then this is SSR Trigger Time
 If securityStatus = ‘T’, then it is T-Time (mmm always
= 000)
Default value is 0.
Note: In the Arca market, this field is not yet implemented
and is defaulted to 0.

SSRState 43 1 ASCII The current SSR state, which this msg updates if the
Security Status field contains an SSR Code. Valid
values:
 ‘~’ – No Short Sale Restriction in Effect
 ‘E’ – Short Sale Restriction in Effect
Note: In the Arca market, this field is not yet implemented
and is defaulted to 0.

MarketState 44 1 ASCII The current Market State, which this msg updates if the
Security Status field contains a Market State Code. Valid
values:
 ‘O’ – Opened
 ‘P’ – Pre-Opening
 ‘X’ – Closed
Note: In the Arca market, this field is not yet implemented
and is defaulted to 0.

SessionState 45 1 ASCII The current Session State. Default value is 0.

Valid values:
 ‘X’ – Early Session State
 ‘Y’ – Core Session State
 ‘Z’ – Late Session State
This field is for future use in the Arca market only and is
currently defaulted to 0.

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4.3 SEQUENCE NUMBER RESET MESSAGE (MSG TYPE 1)

This message is sent to reset the Message Sequence Number at start of day, or in response to failures.
This message always appears in its own dedicated packet with a Sequence Number of 1 (the new, reset number). The
packet Delivery Flag is normally 12, as on system startup, but during failover events it is set to 10.

SIZE
FIELD NAME OFFSET FORMAT DESCRIPTIO
(BYTES)
MsgSize 0 2 Binary Size of the message: 14 Bytes

The type of this message:

MsgType 2 2 Binary
1 – Sequence Number Reset message

The time when this msg was generated in the order book,
SourceTime 4 4 Binary
in seconds since Jan 1, 1970 00:00:00 UTC.

SourceTimeNS 8 4 Binary The nanosecond offset from the SourceTime

The unique ID for this NYSE feed listed in the feed’s client
ProductID 12 1 Binary
specification.

The ID of the multicast channel over which the packet

ChannelID 13 1 Binary
was sent.

4.4 SOURCE TIME REFERENCE MESSAGE (MSG TYPE 2)

For high-volume feeds such as XDP Integrated, this message is sent at the start of every second during periods of active
data publication. Unlike some control messages, Source Time Reference messages can come in packets containing
market data messages.
The client can concatenate the SourceTime field with the SourceTimeNS field in subsequent market data messages to
get full 8-byte Matching Engine event timestamps. The contents of the ID field can be linked via the Symbol Index
Mapping Message (Msg Type 3) to the applicable data messages.
See Date and Time Conventions for more information.
SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
MsgSize 0 2 Binary Size of the message: 16 bytes
The type of message:
MsgType 2 2 Binary
2 – Source Time Reference Message
For NYSE and MKT Integrated feeds:
ID of the originating Matching Engine partition to which
this message applies. This usage will become standard
across all products in future releases.
ID 4 4 Binary
For all other feeds:
Symbol Index of the symbol to which this message
applies.
SymbolSeqNum 8 4 Binary For NYSE and MKT Integrated feeds:
Reserved for future use. Ignore any content. This usage
will become standard across all products in future
releases.

For all other feeds:

The unique ID of this message in the sequence of
messages published for this specific symbol.

The time when this msg was generated in the order

SourceTime 12 4 Binary
book, in seconds since Jan 1, 1970 00:00:00 UTC.

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4.5 SYMBOL CLEAR MESSAGE (MSG TYPE 32)

In case of a failure and recovery of a Matching Engine or an XDP Publisher, the publisher may send a full state refresh
for every symbol affected. This kind of unrequested refresh is preceded by a Symbol Clear message. The client should
react to receipt of a Symbol Clear message by clearing all state information for the specified symbol in anticipation of
receiving a full state refresh.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

MsgSize 0 2 Binary Size of the message: 20 Bytes

MsgType 2 2 Binary The type of this message:

32 – Symbol Clear

SourceTime 4 4 Binary The time when this msg was generated in the order book, in
seconds since Jan 1, 1970 00:00:00 UTC.

SourceTimeNS 8 4 Binary The nanosecond offset from the SourceTime

SymbolIndex 12 4 Binary The unique ID of the symbol in the Symbol Index msg

NextSourceSeqNum 16 4 Binary The sequence number in the next message for this symbol

4.6 TRADING SESSION CHANGE MESSAGE (MSG TYPE 33)

This message announces the start of a new trading session for a specified symbol. It is only used in the Arca market.
When processing the Arca Integrated and Arcabook feeds, on receipt of a Trading Session Change message, all orders
that are not eligible for the current or future trading sessions should be deleted from the book. No explicit deletes will be
sent.
SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
MsgSize 0 2 Binary Size of the message: 21 Bytes

MsgType 2 2 Binary The type of this message:

33 – Trading Session Change

SourceTime 4 4 Binary The time when this msg was generated in the order book,
in seconds since Jan 1, 1970 00:00:00 UTC.

SourceTimeNS 8 4 Binary The nanosecond offset from the SourceTime

SymbolIndex 12 4 Binary The unique ID of the symbol in the Symbol Index msg

SymbolSeqNum 16 4 Binary The unique ID of this message in the sequence of

messages published for this specific symbol.

Trading Session 20 1 Binary Valid values:

 0x01 - Morning hours
 0x02 - National hours (core)
 0x04 - Late hours
Only 0x02 is used by the NYSE and NYSE MKT markets.

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5. Messages Sent by Refresh and Retrans Servers Only

5.1 REFRESH HEADER (MSG TYPE 35)

The first message in each packet of refresh messages published over the Refresh multicast channels is of this type.
Valid values for the DeliveryFlag in the PacketHeader are:
 17 – Only one packet in Refresh sequence
 18 – Start of Refresh sequence
 19 – Part of a Refresh sequence
 20 – End of Refresh sequence

SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
MsgSize 0 2 Binary Size of the message: 16 Bytes

MsgType 2 2 Binary The type of this message:

35 – Refresh Header Message

CurrentRefreshPkt 4 2 Binary The current refresh packet in the update

TotalRefreshPkts 6 2 Binary The total number of refresh packets you should

expect in the update

LastSeqNum 8 4 Binary The last sequence number sent on the channel for
any symbol. The refresh is the state of the order
book as of this sequence number.

LastSymbolSeqNum 12 4 Binary The last symbol sequence number sent for this
symbol. The refresh is the symbol state of this
symbol as of this symbol sequence number.

5.1.1 Shortened Refresh Header

The first message in the first packet for a given symbol is a full 16-byte Refresh Header message.
Every other packet for the same symbol contains an 8-byte Refresh Header. The LastSeqNum and the
LastSymbolSeqNum fields are removed so as not to send duplicate information in every packet.

5.1.2 Refresh Example

Assuming this refresh of a single symbol requires three packets:
The first, second and third Packet structures look as follows:

PACKET HDR FULL

MESSAGE 1 MESSAGE 2 ... MESSAGE N
delivery = first REFRESH HDR

PACKET HDR SHORT

MESSAGE 1 MESSAGE 2 ... MESSAGE N
delivery = part REFRESH HDR

PACKET HDR SHORT

MESSAGE 1 MESSAGE 2 ... MESSAGE N
delivery = last REFRESH HDR

For a depth of book feed such as XDP Integrated or XDP ArcaBook, the sequence of refresh messages per symbol
consists of the following message types:
1. Symbol Index Mapping Message (Msg Type 3)
2. Imbalance Message (Msg Type 105), if there is a current imbalance
3. Security Status Message (Msg Type 34)

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4. Trade Session Change (Msg Type 33), indicates the current trading session (applies to Arca market only)
5. Add Order Refresh (Msg Type 106), repeated as needed to specify the book state for this symbol

5.1.3 Header Fields in the Refresh Channels

5.1.3.1 Refresh response to a request for all Symbol Index Mapping messages
There are no Refresh Header messages
 First packet Delivery Flag =18 (START of refresh)
 Intermediate packets Delivery Flag = 19 (PART of refresh)
 Last packet Delivery Flag = 20 (END of refresh)

5.1.3.2 Refresh response to a request for a single Symbol Index Mapping message
There is no Refresh Header message.
 One packet is sent Delivery Flag = 17 (ONE packet in the refresh)

5.1.3.3 Refresh response to a request for a full refresh of all symbols

Each packet contains messages for a single symbol only.
 All packets for the first symbol Delivery Flag =18 (START of refresh)
 All packets for intermediate symbols Delivery Flag = 19 (PART of refresh)
 All packets for the last symbol Delivery Flag = 20 (END of refresh)
The first message in each packet is a Refresh Header.
For each symbol:
 The currentRefreshPkt and totalRefreshPkts fields in the Refresh Header apply to this symbol only.
 The first packet contains a full Refresh Header (16 bytes). The LastSequenceNumber field contains the
sequence number of the last message processed in this channel for any symbol. The LastSymbolSeqNum field
contains the last Symbol Sequence Number processed for this symbol.
 All subsequent packets contain a short Refresh Header (8 bytes).

5.1.3.4 Refresh response to a request for a full refresh of a single symbol

 If there are multiple packets in the response Delivery Flags = 19 (PART of refresh)
 If there is only one packet in the response Delivery Flag = 17 (ONE packet in the refresh sequence)

All packets begin with a Refresh Header message.

 The first packet contains a full Refresh Header (16 bytes).
 The first packet for a symbol contains a full Refresh Header (16 bytes). The LastSequenceNumber field
contains the sequence number of the last message processed in this channel for any symbol. The
LastSymbolSeqNum field contains the last Symbol Sequence Number processed for this symbol.
 All subsequent packets contain a short Refresh Header (8 bytes).

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5.2 MESSAGE UNAVAILABLE MESSAGE (MSG TYPE 31)

This message will be sent over the Retransmission multicast channels to inform clients of unavailability of a range of
messages (or part of a range) for which they may have requested a retransmission.
The Message Unavailable message will be sent as the only message in a packet, and the Packet Header Delivery Flag
will be set to 21.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

MsgSize 0 2 Binary Size of the message: 14 Bytes

MsgType 2 2 Binary The type of this message:

31 – Message Unavailable

BeginSeqNum 4 4 Binary The beginning sequence number of the unavailable range

of messages.

EndSeqNum 8 4 Binary The ending sequence number of the unavailable range of

messages.

ProductID 12 1 Binary The unique ID of the feed for which the retransmission was
requested (listed in the feed’s client specification).

ChannelID 13 1 Binary The ID of the multicast channel for which the retransmission
was requested.

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6. Messages Sent by the Client to the Request Server

6.1 RETRANSMISSION REQUEST MESSAGE (MSG TYPE 10)

Clients who have experienced a sequence number gap and need a retransmission of the missed messages should send
a Retransmission Request message via TCP to the Request Controller. A Request Response message will be sent over
the TCP connection back to the client, and if the request was valid, the requested message(s) will be re-published over
the relevant Retransmission multicast channel.
The retransmitted message(s) will have the same message format and content as the original messages that were
missed.
Retransmission Requests should be sent in a packet whose Packet Header Delivery Flag is set to 11, and which
contains a valid sequence number.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

MsgSize 0 2 Binary Size of the message: 24 Bytes

MsgType 2 2 Binary The type of this message:

10 – Retransmission Request message

BeginSeqNum 4 4 Binary The beginning sequence number of the range of messages

to be retransmitted.

EndSeqNum 8 4 Binary The end sequence number of the range of messages to be

retransmitted.

SourceID 12 10 ASCII The ID of the client requesting this retransmission . This

field is up to 9 characters, null terminated.

ProductID 22 1 Binary The unique ID of the feed for which a retransmission is

requested (listed in the feed’s client specification).

ChannelID 23 1 Binary The ID of the multicast channel on which the gap occurred.

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6.2 REFRESH REQUEST MESSAGE (MSG TYPE 15)

Clients who have experienced a failure and need a refresh of the state of one or all symbols in a specific channel should
send a Retransmission Request message via TCP to the Request Controller. A Request Response message will be sent
over the TCP connection back to the client, and if the request was valid, the requested message(s) will be published over
the relevant Refresh multicast channel.
Retransmission Requests should be sent in a packet whose Packet Header Delivery Flag is set to 11, and which
contains a valid sequence number.

SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
MsgSize 0 2 Binary Size of the message: 20 Bytes

MsgType 2 2 Binary The type of this message:

15 – Refresh Request Message

SymbolIndex 4 4 Binary The ID (from the Symbol Index msg) of the symbol for
which a refresh is requested. To request a refresh for
all symbols in the channel, set this field to 0.

SourceID 8 10 ASCII The ID of the client requesting this refresh. This field is
up to 9 characters, null terminated.

ProductID 18 1 Binary The unique ID of the feed for which the refresh is
requested (listed in the feed’s client specification).

ChannelID 19 1 Binary The ID of the multicast channel for which the refresh is
requested.

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6.3 SYMBOL INDEX MAPPING REQUEST MESSAGE (MSG TYPE 13)

This message is sent by clients via TCP/IP requesting the Symbol Index Mapping messages for one or all symbols in a
specified channel.
The Symbol Index Mapping Request messages should be sent in a packet whose Packet Header Delivery Flag is set to
11, and which contains a valid sequence number.

SIZE
FIELD NAME OFFSET FORMAT DESCRIPTION
(BYTES)
MsgSize 0 2 Binary Size of the message: 21 Bytes

MsgType 2 2 Binary The type of this message:

13 – Symbol Index Mapping Request Message

SymbolIndex 4 4 Binary The ID (from the Symbol Index msg) of the symbol for
which a refresh is requested.
To request a refresh for all symbols in the specified
channel, set this field to 0.

SourceID 8 10 ASCII The ID of the client requesting this symbol refresh. This
field is up to 9 characters, null terminated.

ProductID 18 1 Binary The unique ID of the feed for which the refresh is
requested (listed in the feed’s client specification).

ChannelID 19 1 Binary The ID of the multicast channel for which the refresh is
requested.

RetransmitMethod 20 1 Binary The delivery method for the requested symbol index
mapping information. Valid values:
 0 – deliver via UDP

6.4 HEARTBEAT RESPONSE MESSAGE (MSG TYPE 12)

Clients who remain connected to the Retransmission Server intraday must respond to a Heartbeat with a Heartbeat
Response message within 5 seconds. If no timely client response is received, the connection will be closed.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

MsgSize 0 2 Binary Size of the message: 14 Bytes

MsgType 2 2 Binary The type of this message:

12 – Heartbeat Response message

SourceID 4 10 ASCII The ID of the connected client . This field is up to 9

characters, null terminated.

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7. Messages Sent by Request Server

7.1 REQUEST RESPONSE MESSAGE (MSG TYPE 11)

This message will be sent immediately via TCP/IP in response to the client’s request for retransmission, refresh or
Symbol Mapping messages.

FIELD NAME OFFSET SIZE FORMAT DESCRIPTION

MsgSize 0 2 Binary Size of the message: 29 Bytes

MsgType 2 2 Binary The type of this message:

11 – Request Response Message

RequestSeqNum 4 4 Binary The sequence number of the request message sent by the
client. This can be used by the client to couple this
response with the original request message.

BeginSeqNum 8 4 Binary For Retrans Request responses, the beginning sequence

number of the requested retransmission range.
For responses to Refresh or Symbol Mapping Requests, 0.

EndSeqNum 12 4 Binary For Retrans Request responses, the ending sequence

number of the requested retransmission range.
For responses to Refresh or Symbol Mapping Requests, 0.

SourceID 16 10 ASCII The ID of the client making the request. This field is up to 9
characters, null terminated.

ProductID 26 1 Binary The unique ID of the feed for which the request was made
(listed in the feed’s client specification).

ChannelID 27 1 Binary The ID of the multicast channel for which the request was
made.

Status 28 1 ASCII The reason why the request was rejected. Valid values:
 ‘0’ – Message was accepted
 ‘1’ – Rejected due to an Invalid Source ID
 ‘2’ – Rejected due to invalid sequence range
 ‘3’ – Rejected due to maximum sequence range (see
threshold limits)
 ‘4’ – Rejected due to maximum request in a day
 ‘5’ – Rejected due to maximum number of refresh
requests in a day
 ‘6’ – Rejected. Request message SeqNum TTL (Time
to live) is too old. Use refresh to recover current state if
necessary.
 ‘7’ – Rejected due to an Invalid Channel ID
 ‘8’ – Rejected due to an Invalid Product ID
 ‘9’ – Rejected due to: 1) Invalid MsgType, or 2)
Mismatch between MsgType and MsgSize

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8. Error Handling and the Request Server

8.1 HANDLING SEQUENCE NUMBER GAPS

Since multicast is an unreliable protocol, messages can be dropped. For this reason, clients are advised to process both
lines in a channel. If a gap occurs on one line, the gap can be filled immediately from the other.
If a gap occurs on both lines simultaneously, the client can send a Retransmission Request Message (Msg Type 10) via
TCP to the Request Server. The Retransmission Request contains a unique client ID called a Source ID, along with the
Product and Channel IDs and the sequence number range of the missing messages.
On receipt of a Retransmission Request message, the Request Server will send back a Request Response Message
(Msg Type 11). If any of the fields of the the Retransmission Request contained malformed or meaningless information,
the request is rejected. If the request is accepted, the Retransmission Server will re-send the requested messages via
multicast over the Retransmission channels.
If the request is rejected for exceeding a predefined system limit, the client will be prevented from making any further
requests. See Request Quotas. If further requests are required, please contact NYSE.

8.1.1 Retransmission Format

Retransmitted messages have the same message format and content as the originally published messages (including
the Sequence Numbers, but they may be packetized differently for best efficiency.
Packets of retransmitted messages have special Delivery Flag values in the Packet Header:
 13 – Only one packet in retransmission sequence
 15 – Part of a retransmission sequence

8.2 RECOVERING FROM CLIENT LATE STARTS OR INTRADAY FAILURES

If a client process experiences a late start or an intraday failure, the client will usually want to receive snapshots of the
current market state for each symbol before resuming processing of real-time data. To do this, the client requests a
refresh from the Refresh Server.
Specifically, a late-starting or recovering client should
1. Subscribe to the Publisher multicast channels. Any messages received should be cached but not processed
until all refresh information is processed.
2. Connect to the Request Server. This connection should be maintained all day.
3. Subscribe to the Refresh multicast channels
4. Send a Refresh Request Message (Msg Type 15) to the Request Server
The Refresh Request contains
1. A unique client ID called a Source ID
2. Product and Channel IDs
3. A Symbol Index, specifying a particular symbol to be refreshed or else if 0, specifying all symbols.
On receipt of a Refresh Request message, the Request Server will send back a Request Response Message (Msg Type
11). If any of the fields of the the Refresh Request contained malformed or meaningless information, the request is
rejected. If the request is rejected for exceeding a predefined system limit, the client will be prevented from making any
further requests. See Request Quotas. If further requests are required, please contact NYSE.
If the request is accepted, the Refresh Server will send the snapshot message(s) over the specific Refresh channel. All
these messages should be used to rebuild the current state of the order book. Once all refresh messages are
processed, messages from the Publisher can now be processed. Note that any messages received whose sequence
numbers are lower than the LastSequenceNumber indicated in the refresh sequence should be discarded.

8.2.1 Refresh Format

Each refresh packet begins with a Packet Header, followed by a Refresh Header (Msg Type 35).
The Packet Header for a refresh packet has special Delivery Flag values:
 17 – Only one packet in Refresh sequence
 18 – Start of Refresh sequence

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 19 – Part of a Refresh sequence

 20 – End of Refresh sequence
These Delivery Flag values are used as follows:
 Refreshes of a Single Symbol The Delivery Flags of all refreshes of a single symbol that span multiple packets
contain ‘Part’ indications only. You use the PktNum and NumPkts fields to know when the complete refresh has
been received.
 Refreshes of All Symbols Start, Part and End Delivery Flags are used for refreshes of all symbols. All packets of
the first symbol are marked Start and all packets of the last symbol are marked End. This applies also to refreshes of
all Symbol Index Mapping messages.
The Refresh Header identifies the position of the current packet is in this sequence of Refresh packets, along with the
total number packets in this sequence. By use of the Delivery Flag and the packet sequence information in the Refresh
Header, the client can know when the last packet of the refresh sequence has been received.
No dedicated retransmission service is available for the Refresh Server; if message loss is detected in a refresh channel,
clients should submit another refresh request.

8.3 REFRESHING SYMBOL INFORMATION

At system startup, each channel publishes a Symbol Index Mapping Message (Msg Type 3) for each symbol published
on this channel.
If a client process misses the initial spin of symbol information for whatever reason, he may wish to receive a refresh of
some or all Symbol Index Mapping messages before resuming processing of real-time data. To do this, the client should
follow the procedure described in Recovering from Client Late Starts or Intraday Failures, but send a Symbol Index
Mapping Request Message (Msg Type 13) to the Request Server instead of a Refresh Request Message.

8.3.1 Symbol Index Mapping Refresh Format

Requested Symbol Index Mapping messages are published by the Refresh Server with the same Packet Header
Delivery Flags used for Refresh publications. Refresh Headers are not used in Symbol Index Mapping refreshes.

8.4 REQUEST SERVER

It is possible to connect to the Request Server only as needed, disconnecting after each request, but it is recommended
that you remain connected to the Request Server for the entire trading day.
The Request Service is subject to IP Table filtering in order to safeguard against events similar to denial-of-service
attacks. The filtering prevents any client from making further connections to the RCF after the client has connected a
truly excessive number of times.
Once a client establishes a TCP/IP connection, the Request Server will send a heartbeat to the client approximately
every 60 seconds. Clients must respond to with a Heartbeat Response message within 5 seconds, otherwise the
Request Server will assume the client or the network has failed and close the connection.

8.4.1 Request Queuing

Clients may send several requests at the same time with the same Source ID. There is no need to wait for one request
to be fulfilled before requesting another one.
Responses to all requests are published in the order in which they are received, although overlapping requests may be
de-duplicated for efficiency.

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8.4.2 Request Quotas

Due to resource constraints, a set of retransmission/refresh request limitations is enforced by the Request Server. If the
client exceeds these intraday limits, he will be prevented from making any further requests. If further requests are
required, the client can contact NYSE to have his quotas manually reset.

CAPABILITY DESCRIPTION THRESHOLD ACTION

Prevention of invalid Incoming requests from subscribers that are not N/A Request will not
subscribers in the enabled subscriber’s Source ID list will be processed.
not be honored.
XDP subscribers will need a Source ID, which is
a string that uniquely identifies the subscriber of
the retransmission requests. Please contact the
NYSE ARCA Service Desk to get a unique
Source ID.

Limitation of Only retransmission requests for 1000 1000 Request will not
Retransmission messages or less will be honored. be processed.
Message Requests

Limitation of Generic If the generic request on a message which is 75000 Request will not
Request Age in Seq not within this threshold, the request will not be be honored.
Nums honored.

Limitation of Generic Generic requests for messages not within the 500 Subsequent
Requests threshold number of requests per day will not be retransmissions
honored during that particular day. requests from that
subscriber will be
blocked.

Limitation of requests Up to 5000 refresh requests will be honored. x Request will not
for refresh messages be honored.

Limitation of Index Up to x Symbol Index Mapping requests will be x Request will not
Mapping Requests honored. be honored.

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9. Operational Information

9.1 SYSTEM BEHAVIOR ON START AND RESTART

At system startup or at start of system recovery following a failure, XDP feeds send the following messages over each
channel:
 Multicast priming from the primary Publisher’s source IPs: a series of Heartbeat packets for several seconds with the
Delivery Flag set to 1 and sequence number set to 1, the next expected sequence number.
 Sequence Number Reset Message (Msg Type 1), the sequence number is 1 and the packet DeliveryFlag is 12
 A full spin of Symbol Index Mapping Messages (Msg Type 3), for securities published on this channel

9.2 XDP PUBLISHER FAILOVER

When failing over to the backup XDP Publisher, the following refresh information is published.
Note: During the failover refresh, DeliveryFlag fields for all Packet Headers except Heartbeats are set to 10.
1. Multicast priming from the backup Publisher’s source IPs: a series of Heartbeat packets for several seconds with the
Delivery Flag set to 1 and sequence number set to 1, the next expected sequence number.
2. A Sequence Number Reset Message (Msg Type 1) is sent in its own packet
3. For each symbol, the following are published,
■ Symbol Index Mapping Messages (Msg Type 3)
■ Symbol Clear Message (Msg Type 32)
■ The last Security Status Message (Msg Type 34)
■ The last Trading Session Change Message (Msg Type 33) (applies to the Arca market only)
■ All required refresh messages
■ The last Source Time Reference Message (Msg Type 2)
Once all symbols have been refreshed, Packet Header DeliveryFlag fields return to the normal 11.

9.3 DISASTER RECOVERY SITE

All XDP feeds are published out of the NYSE Mahwah data center. In case of catastrophic failure in Mahwah, all
affected systems including XDP feeds will be coldstarted at the Cermak Disaster Recovery site in Chicago. The Cermak
configuration of channels and multicast groups is identical to Mahwah for all feeds, but of course the source IPs are
different. The initial publication sequence is as described in System Behavior on Start and Restart.

9.4 XDP PRODUCTION HOURS

EVENT NYSE/ MKT TIME (ET) NYSE ARCATIME (ET)

Sequence Number Reset 12:30am 12:30am

Symbol Mapping 12:30am 12:30am

Early Open Auction 4:00am

Core Open Auction and Open 9:30am 9:30am

Closing Auction and Close 4:00pm 4:00pm

End of Late Session 8:00pm

9.5 XDP TEST HOURS

UAT testing hours are approximately 1:00 AM until 8:15 PM.

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ICE/NYSE XDP COMMON CLIENT SPECIFICATION V2.0M

10. Symbol Index Mapping File

For customers that would prefer to download the symbol index mapping from an FTP server, a file containing a subset of
the index mapping information is made available via FTP at 12:30am EST every trading day at the following location.
 NYSE
Pipe-delimited: ftp://ftp.nyxdata.com/NYSESymbolMapping/NYSESymbolMapping.txt
XML format: ftp://ftp.nyxdata.com/NYSESymbolMapping/NYSESymbolMapping.xml

 NYSE ARCA
Pipe-delimited: ftp://ftp.nyxdata.com/ARCASymbolMapping/ARCASymbolMapping.txt
XML format: ftp://ftp.nyxdata.com/ARCASymbolMapping/ARCASymbolMapping.XML

Symbol Index Mapping File Format

FIELD NAME FORMAT DESCRIPTION

Symbol ASCII The full symbol in NYSE Symbology. See NYSE Symbology.

CQS Symbol ASCII The full symbol in CTS and UTP line format. See NYSE Symbology.

SymbolIndex Numeric The unique ID for this symbol. See Symbol Indexes. This ID is unique for
products within each market. It cannot be used to cross reference a
security between markets.

NYSE Market Character The market within the NYSE Group where this symbol is traded:
 ‘N’ – NYSE
 ‘P’ – NYSE Arca
 ‘A’ – NYSE MKT

Listed Market Character The market where this symbol is listed:

 ‘A’ – NYSE MKT
 ‘B’ – Global OTC Primary Symbols
 ‘N’ – NYSE
 ‘P’ – NYSE Arca
 ‘Q’ – NASDAQ
 ‘T’ – NASDAQ stock traded on NYSE Arca
 ‘U’ – OTCBB symbol for Global OTC
 ‘V’ – Other OTC symbols for Global OTC
 ‘Z’ - BATS

TickerDesignation Character The SIP tape on which this symbol is published:

 ‘A’ – CTA Tape A
 ‘B’ – CTA Tape B
 ‘Q’ – CTA Tape C

UOT Numeric The number of shares in a round lot.

PriceScaleCode Numeric A code used to place the decimal point in all price fields for this symbol.
See section 3.5 for details on price handling.

SystemID Numeric The ID of the matching engine instance that handles this symbol.

Bloomberg BSID Empty Reserved field. No character between the delimiting pipe characters.

Bloomberg Global ID Empty Reserved field. No character between the delimiting pipe characters.

NOTE: The pipe delmited (.txt) version of this file has an additional pipe character at the end of the Bloomberg Global ID
field, so every record in the file has three pipe characters after the System ID field.

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