Amex Builds New Datafeed
EXCHANGE WATCH
The American Stock Exchange (Amex) is developing an Amex-specific datafeed for launch in January, says Kerry Baker, vice-president of market data products.
The feed, called Amex Insight, consists of three types of data. The first is Amex Depth Quote, which will provide quotes to show available liquidity at a price. It will cover only Nasdaq Unlisted Trading Privileges (UTP) stocks traded at Amex. The second is Order Imbalance, also for the Nasdaq UTP program at Amex, which will alert users of
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