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Filtered Options Feed

Options Pricing Reporting Authority (OPRA) disseminates all U.S. options data in a consolidateeed, covering trades, quotes, and administrative messages. This massive (and growing) eed

uses substantial bandwidth and processing power, and presents signicant technical challeng

to consumers.

NYSE Technologies oers clients a solution to this challenge with the Filtered Options Feed.

There are two distinct versions o the eed Standard and Custom to meet your unique

workfow requirements.

Customer ChallengesOPRA data rates have grown exponentially

over the past several years. Processing this

amount o data has proved to be costly and

technically challenging.

Lare Connectvty Requrement

To process the entire breadth and depth

o the OPRA eed, customers must

manage communication connectivity

to cope with the large amount o

market data.

Tcker Plant Capacty

Determining the appropriate inrastructure

size needed to handle current andprojected message rates

is a constant challenge.

Lmted Flexblty wth OPRA Data

Processing OPRA data requires

customers to handle every tick, regardless

o specic interest.

Solution BenetsFiltered Options Feed is a ully managed

market data eed delivered via the

SFTI Network.

Lower Bandwdth

Filtered Options Feed signicantly

reduces the amount o network bandwidth

required, reeing space on customers

existing connections.

Reduce Processn Horsepower

The eed dramatically reduces customer

hardware requirements, decreasing the

power and space needed in data centers.

This results in a reduction in total cost ooperation to support receiving

OPRA data.

Fully Manaed and Hosted

These services are managed and hosted

rom NYSE Technologies Mahwah

data center, providing customers data

ltered at the source with reduced

communication and ticker plant costs.

Consstent Data Content wth OPRA

Filtered Options Feed data content is

delivered in the same FAST protocol

as OPRA data today, enabling easy

integration into customers internal

ticker plants.

Fast FactsWhat s t?

Filtered Options Feed is a highly fexible

and ully managed market data eed that

lters U.S. Options market data according to

pre-dened parameters.

Who s t or?

U.S. options market data users interested in

decreasing the bandwidth and processing

requirements o the OPRA eed.

What does t provde?

Filtered Options Feed provides a pared

down options eed, allowing customers

to consume and utilize only the data

they require. It is oered in two variants:

Standard and Custom Filtered Options Feed

Access CriticalHigh Perormance

Options Data

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NYSE Technologies oers two versions o the Filtered Options Feed to meet customersworkfow requirements:

Standard Filtered Options FeedThe Standard Feed provides the current NBBO and all Trade messages, delivering

unimpeded visibility on all option names.

Delvery

The NBBO and Trade data is delivered over SFTI using the same

multicast channel conguration as the OPRA eed.

Format

The eed is delivered in the FAST OPRA ormat, reducing customers

integration and deployment time.

Servces

Retransmission is supported based on the SIAC Autolink Facility.

Custom Filtered Options FeedMore fexible than the Standard oering, the Custom Feed allows customers to ne tune

their ltering requirements based on time, price, and size change o all option names.

Delvery

Customers are presented with the fexibility to lter all options names based on time, price

(% change), size (% or numeric value change), and other parameters.

Format

The eed is delivered in the FAST OPRA ormat, reducing deployment time or

customers to integrate the Filtered Options Feed.

Servces

Retransmission is supported based on the SIAC Autolink Facility.

About NYSE TechnologiesNYSE Technologies provides comprehensive

transaction, data, and inrastructure service

and managed solutions or buy-side,

sell-side, and exchange communities that

require next-generation perormance and

expertise or mission critical and value-

added client services.

Find Out More

+1 (212) 510-3600NYSE-Technologies-Sales@nyx.com

http://nysetechnologies.nyx.com

NYSE TECHNOLOgiES

Filtered Options Feed

Fltern Specfcs

Flter Parameter Examples

Time Interval Mil liseconds, Seconds, Minutes 10 seconds, 5 minutes

Price Change Percentage Value < $1.00 +/- 5%, > $1.00 +/- 10%Size Change Percentage or Numeric Value 1-25 +/- 20, 25-100 +/- 50