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PHLX Depth of Market

The NEW PHLX Depth of Market data product offers full depth of PHLX quotes and orders.

Overview

PHLX Depth is designed to provide the full depth of quotes and orders from the Nasdaq PHLX (PHLX) trading system. PHLX Depth also supports PHLX last sale data as well as opening order imbalance information for all PHLX listed options.

Benefits & Features

  • Allows firms to gain additional market perspective and react to changing market conditions with a more complete view by providing full depth of both quotes and orders.
  • View order interest at each price level and better understand how quotes and orders are distributed throughout the market.
  • Access invaluable imbalance information about opening orders.

Access Options

  • Via Nasdaq Direct Data Feed Products: Trading firms and market data vendors may create a real-time display by processing direct Nasdaq data feed products. For detailed technical documentation for Nasdaq direct products, please refer to the Market Data technical specifications page.
  • Via Market Data Vendors: Individual investors and traders may access real-time data through a number of authorized Nasdaq market data distributors. Market data distributors provide both display devices and data feed products containing Nasdaq real-time data. Refer to the Market Data Vendors page for a complete list of companies.

Pricing

Please refer to the U.S. Derivatives Price List for pricing information.

Agreements & Forms

To initiate this data on a data feed, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.


To order this data on a stand-alone terminal/controlled display product, end users or end-user firms should contact their market data vendor for the appropriate agreements and forms.