Document title NYSE ARCA BONDS QUOTES® CLIENT …

Document title

NYSE ARCA BONDS QUOTES? CLIENT SPECIFICATION

Version 1.2

Date 4 Sep 2012

NYSE TECHNOLOGIES

CLIENT SPECIFICATION

? 2014 NYSE Euronext. 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 Euronext. All third party trademarks are owned by their respective owners and are used with permission. NYSE Euronext 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 Euronext 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 Euronext does not guarantee that its products or services will result in any savings or specific outcome. All data is as of November 28, 2014. NYSE Euronext disclaims any duty to update this information.

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NYSE TECHNOLOGIES

CLIENT SPECIFICATION

PREFACE

DOCUMENT HISTORY

The following table provides a description of all changes to this document.

VERSION NO. 1.0

DATE

CHANGE DESCRIPTION

05/28/2008 Original document.

1.1

12/08/2010 New format.

1.2

12/06/2011 Replaced IP address information with links to



09/04/2011 Rebranded with new NYSE Technologies template

CONTACT INFORMATION For technical support please contact the Service Desk: Telephone: +1 212 383 3640 (International) Telephone: 866 873 7422 (Toll free, US only) Email: service.desk@

FURTHER INFORMATION For additional product information, visit: For updated capacity figures, visit our capacity pages at: For details of IP addresses, visit our IP address pages at: For a full glossary, visit:

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NYSE TECHNOLOGIES

CLIENT SPECIFICATION

CONTENTS

1. INTRODUCTION .......................................................................................................................... 6 1.1 Trademark Information ............................................................................................................... 6 1.2 Notice......................................................................................................................................... 6 1.3 Terms and definitions ................................................................................................................. 6

2. L1 COMMUNICATIONS AND IMPACT GUIDE................................................................................. 8 2.1 Overview .................................................................................................................................... 8 2.2 Access ........................................................................................................................................ 8 2.3 Packet Retransmission ................................................................................................................ 8 2.4 Quote Refresh............................................................................................................................. 8 2.5 Bandwidth .................................................................................................................................. 9

3. L1 QUOTES OPERATIONAL INFORMATION ................................................................................. 10 3.1 Publication Period..................................................................................................................... 10 3.2 Gap Detection........................................................................................................................... 10 3.3 Dual Site ................................................................................................................................... 10

4. L1 QUOTES MESSAGE SPECIFICATIONS ...................................................................................... 11 4.1 Overview .................................................................................................................................. 11 4.2 Data Delivery format................................................................................................................. 11 4.3 General Processing Notes .......................................................................................................... 11 4.4 Sequence Numbers ................................................................................................................... 11 4.5 Symbols.................................................................................................................................... 11 4.6 Prices........................................................................................................................................ 12 4.7 NYSE Best Quotes Data Messages.............................................................................................. 12 4.8 Message Header Format ........................................................................................................... 12 4.9 Message Body Format............................................................................................................... 14

5. MESSAGE EXAMPLES................................................................................................................. 17 5.1 Overview .................................................................................................................................. 17 5.2 Scenario 1 - BestQuote for GMA15Z (cusip 36186CAE3).............................................................. 17 5.3 Scenario 2 -BestQuote for SPF12 (cusip 85375CAK7) .................................................................. 18

6. COMMON PDP MESSAGE STRUCTURE ....................................................................................... 19 6.1 Overview .................................................................................................................................. 19 6.2 General Processing Notes .......................................................................................................... 19 6.3 Common Message Header Format............................................................................................. 19 6.4 Sequence Number Reset ........................................................................................................... 21 6.5 Sequence Number Processing Notes.......................................................................................... 22 6.6 Heartbeat Messages ................................................................................................................. 22 6.7 Heartbeat Message Processing Notes ........................................................................................ 22 6.8 Heartbeat Response Message ................................................................................................... 23 6.9 Retransmission Request Message.............................................................................................. 23 6.10 Quote Refresh Request ............................................................................................................. 24 6.11 Symbol Index Mapping Request Message .................................................................................. 25 6.12 Retransmission Response Message............................................................................................ 26 6.13 Retransmission Message ........................................................................................................... 28 6.14 Retransmission message processing notes ................................................................................. 29 6.15 Symbol Index Mapping Message ............................................................................................... 29

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NYSE TECHNOLOGIES

CLIENT SPECIFICATION

6.16 Refresh Quote Message ............................................................................................................ 30 6.17 Message Unavailable ................................................................................................................ 33

APPENDIX A: L1 QUOTE IP GROUP ASSIGNMENTS ................................................................................. 34 A.1 Multicast Groups ...................................................................................................................... 34 A.2 Joining Multicast Groups ........................................................................................................... 34 A.3 Production IP Addresses............................................................................................................ 34 A.4 Retransmission Request Thresholds .......................................................................................... 34 A.5 L1 Quotes Testing ..................................................................................................................... 35

APPENDIX B: MESSAGE PROCESSING .................................................................................................... 36 B.1 Processing of Messages ............................................................................................................. 36 B.2 Processing of Sequence Number Reset Messages....................................................................... 37 B.3 Processing of Heartbeat Messages............................................................................................. 38 B.4 Processing of Heartbeat Response Messages ............................................................................. 39 B.5 Processing of Data Messages ..................................................................................................... 40 B.6 Processing of Gap Handling ....................................................................................................... 41 B.7 Processing of Line Level Retransmissions ................................................................................... 42 B.8 Processing of Refresh Messages ................................................................................................ 43 B.9 System Architecture.................................................................................................................. 44

APPENDIX C: FREQUENTLY ASKED QUESTIONS ...................................................................................... 45

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