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Friday, May 26, 2017

Data News #2017 - 7
Nasdaq Introduces Historical GEMX Trade Profile

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Products Impacted:

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What you need to know:

To support the trading and market data community, the Nasdaq GEMX market will provide access to historical trade information by introducing the Historical GEMX Trade Profile.

Effective immediately, the Historical GEMX Trade Profile will be available via secured FTP.

Historical GEMX Trade Profile data is available from August 2013 through March 2017, as both end-of-day and intraday files.

What is the Historical GEMX Trade Profile?

Historical GEMX Trade Profile for Nasdaq GEMX provides end-of-day and intraday trade data for each option series listed on GEMX traded during the day. Primary fields in both end-of-day and intraday files include aggregate trade quantity and volume for each customer origin type of the trade. The intraday file is produced every ten minutes throughout the trading day.

Sub-fields include opening buy, closing buy, opening sell or closing sell. Historical GEMX Trade Profile is designed to allow subscribers to:

  • Analyze informative proprietary trade data and build customized sentiment indicators.
  • Evaluate option trade quantity and volume data to create and test trading models and analytical strategies.
  • Utilize proprietary trade information to gain comprehensive insight into GEMX trading activity.

When will Historical GEMX Trade profile be available?

Effective immediately, firms may order the Historical GEMX Trade Profile.

Historical GEMX Trade Profile is available from August 2013 through March 2017, as both end-of-day and intraday files.

What is the cost to access Historical GEMX Trade Profile files?

Nasdaq will charge a flat monthly fee, per ad hoc request, subject to the below fee schedule:

  • End-of-Day: $400 per month
  • Intraday: $750 per month

Does Nasdaq have plans to offer GEMX end-of-day and intraday Trade profile products with files available on an ongoing basis?

Yes, Nasdaq plans to create ongoing GEMX Trade Profile files in the near future, subject to Securities and Exchange Commission (SEC) approval.

Nasdaq will also backfill historical data files between March 2017 and the launch of an ongoing GEMX Trade Profile product.

Additional information about the products and release date will be announced at a later date.

Does Nasdaq have plans to offer GEMX end-of-day and intraday Trade profile products with files available on an ongoing basis?

Yes, Nasdaq plans to create ongoing GEMX Trade Profile files in the near future, subject to Securities and Exchange Commission (SEC) approval.

Nasdaq will also backfill historical data files between March 2017 and the launch of an ongoing GEMX Trade Profile product.

Additional information about the products and release date will be announced at a later date.

How can customers access the Historical GEMX Trade Profile files?

Nasdaq offers access to the Historical GEMX Trade Profile via secured FTP.

Will sample files be available for GEMX?

Yes, GEMX Trade Profile Sample Files are currently available.

Where can I find the field description for GEMX Trade Profile?

The GEMX Trade Profile field description specifications are available via the link below:

How can I order the Historical GEMX Trade Profile?

To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

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

Where can I find additional information?



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Nasdaq (Nasdaq: NDAQ) is a leading global provider of trading, clearing, exchange technology, listing, information and public company services. Through its diverse portfolio of solutions, Nasdaq enables customers to plan, optimize and execute their business vision with confidence, using proven technologies that provide transparency and insight for navigating today's global capital markets. As the creator of the world's first electronic stock market, its technology powers more than 90 marketplaces in 50 countries, and 1 in 10 of the world's securities transactions. Nasdaq is home to approximately 3,900 total listings with a market value of approximately $13 trillion. To learn more, visit: business.nasdaq.com.

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