Historical TotalView-ITCH – Monthly Subscription Login
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 FTP 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
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.
NASDAQ OMX requires new Subscribers to Historical Data Products to pay 12 months of historical data product fees. Subscribers will be billed monthly for 12 months of service and will not be allowed to cancel billing during this time. After 12 months, the firm may cancel at any time. Refer to NASDAQ OMX Data Policies document for details.
Agreements & Forms
To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from NASDAQ OMX:
- Data Feed Request Form - Required for all firms
- NASDAQ OMX Global Data Agreement - Required for all firms prior to initiation of the first NASDAQ OMX data service only
- System Application - Required for firms only if the data will be displayed or used in a system that is not yet approved by NASDAQ OMX
For the complete list of NASDAQ OMX and UTP market data agreements and forms, please refer to the NASDAQ OMX Global Data Products Agreements and Forms page.
Product News & Updates
Recent Historical TotalView-ITCH product changes include:
- Data News #2009-36: NASDAQ OMX To Eliminate Flash Order Offering on TotalView-ITCH
- Data News #2009-34: NASDAQ OMX Introduces BX Historical TotalView-ITCH
- Data Technical News #2009-22: NASDAQ Will Modify Historical TotalView-ITCH File Format To Support Flash Orders, Effective June 15, 2009
- Data Technical News #2009-1: NASDAQ OMX Will Modify TotalView-ITCH File Formats, Effective January 12, 2009
For the complete list of NASDAQ direct data feed changes, please refer to the NASDAQ Data Product Release Schedule.