API allow NY only data?

[dtatrade]

I need to get NYSE L1 data for 800+ stocks. The data cannot contain regionals or ECN's. Is it possible?

[JayF]

Sure. Just use symbol=N. IBM=N, PFE=N, C=N

[dtatrade]

I know this works in Esignal itself, but just confirming...it also works in the API?

[JayF]

It sure does.

[Guest]

If appending "=N" to a symbol will not work, you can specify a list of desired exchanges in the Time Sales Filter (sTradeExchangeList) and set the bFilterTradeExchanges = TRUE. The boolean conditions in a Time and Sales Window's filter settings are not available, but can be programmatically created to provide identical results. Additional filter settings can set for quotes and trades, which should provide enough flexibility for you.

[dtatrade]

Is it possible to get NYSE imbalance data for pre and post market in API?

Thanks again

[Guest]

That data is not available in eSignal yet either. We are currently developing that data into our feed and it should be available in 7.9 or 8.0.