Nasdaq Daily Share Volume
Daily Share Volume is a historical data product that summarizes the aggregated share volume in the Nasdaq Market Center at the market participant and issue level for all Nasdaq-, and non-Nasdaq-listed securities. The data is available on a T+1 and on a monthly basis. Daily Share Volume does not include ECNs.
Benefits & Features
Daily Share Volume is designed to provide insight and transparency into comprehensive share volume information for U.S. equities by:
- Providing "gold-source" data obtained from trades executed on the Nasdaq Market Center. The data includes hidden, reserve and anonymous trades and odd lots.
- Monitoring which broker/dealers have the most volume in a specific issue. See where select sell-side firms rank and make educated routing and trading decisions.
- Highlighting Nasdaq liquidity in the full range of U.S. equity securities including both Nasdaq- and non-Nasdaq listed issues.
- Offering an unbiased source and credibility for firm’s promotional activities. This represents a valuable resource to the media to increase opportunities for exposure and demonstrates trading prominence to customers and competitors.
For Nasdaq- and non-Nasdaq listed issues, Daily Share Volume carries the following data elements on a T+1 and a monthly basis:
- Issue Symbol
- Issue Name
- Market Participant ID
- Market Participant Name
Daily Share Volume files for the rolling calendar month are available for download via a secured FTP interface, secured web service or secured website interface.
Please refer to the U.S Equities Price List for pricing information.
Agreements & Forms
To order Daily Share Volume as an FTP download or secure web service, firms must submit the appropriate documentation and receive prior approval from Nasdaq:
- Data Feed Request Form - Required for all firms
- Nasdaq Global Data Agreement - Required for all firms prior to initiation of the first Nasdaq data service only
- Global System Application - Required for firms only if the data will be displayed or used in a system that is not yet approved by 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.