EdgeBook Attributed is a new enhancement to our EdgeBook Depth data feed that supports attributed quotes.
EdgeBook Attributed provides firms with valuable data regarding the origin of the orders on the EDGA and/or EDGX books. This additional transparency helps our Members make more educated trading decisions and better understand the liquidity available on the EDGA and/or EDGX books.
All orders, both attributed and non-attributed, will be delivered on the feed using the existing formats. In addition, a new message, “Add Order With Attribution”, will be disseminated within the EDGA and EDGX depth of book feeds that will include all of the attributes of the current “Add Order” message, and also will include the MPID of the Member associated with order if the order is entered with attribution. Therefore, there will be two messages disseminated per attributed order — one with the MPID and one without. Firms not interested in receiving attribution can discard the message and firms that do want to view attribution will need to incorporate it into their feed.
Testing is available daily. All market data subscribers are strongly encouraged to participate in testing as all will need to accommodate the new “Add Order with Attribution” message even if they do not plan to use attribution.
In order to provide continued opportunities to test the receipt of attributed orders through EdgeBook Depth, EDGA and EDGX now generate and disseminate attributed orders for the following test symbol in production on a daily basis:
Effective Friday, February 1, 2013, EDGA and EDGX will introduce market data fees for EdgeBook Attributed. You must subscribe to EdgeBook Depth in order to receive EdgeBook Attributed messages. EdgeBook Depth subscribers who opt-in to read the attributed order message will incur the following fees in addition to current EdgeBook Depth fees:
| Internal Distributor
| External Distributor
Important Documents and Forms