Self-Regulatory Organizations; NYSE American LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Adopt a New Historical Market Data Product To Be Known as the NYSE Options Open-Close Volume Summary

概要

End of Day Volume Summary and Intra-Day Volume Summary. The End of Day Volume Summary will contain historical data from the previous trading day and would be available after the end of each trading day, generally on a T+1 basis. The Intra-Day Volume Summary would include "snapshots" taken every 10 minutes throughout the trading day and would be available within five minutes of the conclusion of each 10-minute period. Each update would represent combined data captured from the current "snapshot" and all previous "snapshots" and thus would provide open-close data on an aggregate basis. The Exchange will establish monthly subscriber fees for the NYSE Options Open-Close Volume Summary by way of a separate proposed rule change, which the Exchange will submit prior to the launch of the NYSE Options Open-Close Volume Summary. The Exchange plans to introduce the NYSE Options Open-Close Volume Summary in the first quarter of 2022. The Exchange will announce the exact date that the NYSE Options Open- Close Volume Summary will become available through a NYSE Trader Update. 2. Statutory Basis The proposed rule change is consistent with Section 6(b) \8\ of the Act, in general, and furthers the