Aktien und ETFs

Composite Equities Feed

Aktien und ETFs

Composite Equities Feed

dxFeed offers a line of composite equities feeds from SEC-regulated exchanges for US instruments, emphasizing the feed’s quality and methodological transparency.

Given a set of American stock source L1 feeds (Quotes, TimeAndSales, Trades, Summaries), we provide our own best bid and offer (BBO) for several US exchanges that allows to optimize licensing costs. Specifically, each composite feed is carefully constructed to optimize the following aspects of the resulting feed:

  • Frequency – composite feed has much higher frequency in comparison with native feeds separately.
  • Spread width – our BBO calculation logic allows us to provide a narrower spread between bid and ask than any of the components.
  • Originality – the composition is performed using transparent methodology without changing of original prices. This entails, among other things, that the composite feed is “fair” and not “augmented” based on non-existing or implied events. Composite feeds show the same prices as received from exchanges.
  • Accuracy – we provide are an accurate, true representation of prevailing market values for highly liquid US equities. Such as NASDAQ 100 components, dxFeed’s bid-ask data is within 1% away from the National Best Bid and Offer (NBBO) 95.392% of time, on average.

This product will be of most interest to the customers willing to have real-time access to an accurate outlook on the feeds which provide the sufficient part of the liquidity to the market. dxFeed Composite Equities Feeds may be used as a cost-effective indicative feed for liquid US stocks.

Anlageklasse
Equities
Region
United States
Data source
  • Bid/Ask
  • Last Sale
  • Time and Sale
  • Summary
  • Profile