Re-introduction: NxCORE by NANEX

Are you in the CME data centre? What other one?

 

Cermak and La Salle. Not Aurora.

-Frank

 

Does NxCore have the option of streaming Level 2 quotes for US securities or is it Level 1 (NBBO)?

 

We Level 2 for NASDAQ only. It is not their Totalview product.

 

I was also going to ask this.

Glad to know he's doing fine.

 

Do you have market internal data such as ^tick, advance/decline, Trin etc..?

 

Hey there, from our lead developer:

Our focus is tick level market data, rather than technical measurements. However, we should provide all the information necessary to compute both ADR and Trin. We do provide the change in price and quantity for both trades and quote from the previous trade or quote.

 

Does NxCore have imbalance data yet?

 

Hi, we have imbalance data for NYSE listed securities. We send Type, Buy Volume Imbalance, and Sell Volume Imbalance.

-Frank

 

Update on imbalance data for anyone who is interested: After speaking with sales, they clarified it's just the regulatory imbalance indications that come through the CTA feed. In other words, not real imbalance data. Same thing as when I asked back in 2014.