Historical TotalView-ITCH



Overview

Nasdaq offers a historical record of the order and trade transaction data from the TotalView-ITCH data feed. Subscribers to this historical product may download the TotalView-ITCH daily transaction logs on a T+1 basis from a secured website or SFTP server.

Benefits and Features

The Historical TotalView-ITCH product is designed to:

  • Helps perform back-testing of program trading models for quality control purposes by TotalView-ITCH data feed subscribers and market data distributors
  • Provides historical tick-by-tick Nasdaq order data needed by researchers and analysts
  • Uses Binary File specifications to enable firms to easily translate the ITCH files for data storage and query

Access Options

Nasdaq offers access to the Historical-ITCH download files via secured FTP and website interface. Please note that Nasdaq retains a minimum of three months of TotalView-ITCH files on its secured FTP server.

Pricing

Please refer to the U.S Equities 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.


How to Purchase

Product Login

Product Support