Cboe One Canada Feed now available in production
Cboe Global Markets announces that the Cboe One Canada Feed is now available in production.
The Cboe One Canada Feed will deliver consolidated quote, trade, and Aggregated Depth At Price (ADAP) information for MATCHNow as well as NEO Exchange Inc., including NEO-L, NEO-N, and NEO-D, using the same protocol as the Cboe One U.S. Feed.
The Cboe One Feeds are data feeds disseminating on a real-time basis the aggregate best bid and offer (“BBO”) of all displayed orders for securities traded on the Cboe North American Equities Exchanges. Included in Cboe One U.S. and Canada Feeds, along with other data, is volume for all listed equity securities, Cboe One Opening and Closing Prices, and End of Day Summary messages to provide all relevant indicative information on a per-security basis.
Cboe One Canada is the only consolidated feed available offering coverage of all Canadian-listed securities and licensed through a single source – Cboe Global Markets.
Effective immediately, the Cboe One Canada Feed will disseminate MATCHNow, NEO-L, NEO-N, and NEO- D consolidated quote and trade data via TCP/IP and Multicast. To support this functionality, new Cboe One Canada Summary and Premium feeds will be added. The “Cboe One Canada Equities Summary” feed will carry top of book data, while the “Cboe One Canada Equities Premium” feed will carry ADAP data representing five levels of depth. The Cboe One Canada Feed will share the same source and rendezvous points as the Cboe One U.S. Feed to simplify access.