Daily Market Statistics
Summary - Data Fields and Definitions
Daily market summary represents volume from all trading venues on which NASDAQ® Issues are traded.
Data Field | Definition |
---|---|
Share Volume |
The Share Volume value represents Entered Volume, i.e., the actual number of shares that were transacted, without rounding. |
Total Dollar Volume |
Total Dollar volume represents the market activity based on the price of each transaction. Dollar volume equals Share Volume times the Entered Price of each trade. This is calculated for each trade, for each issue and then totaled. These statistics are broken down by Market Category: |
Number of Issues |
Number of Issues is based on the number of issues that are active for the date provided. |
Number of MPs |
This is the number of MPs actively participating in the NASDAQ Market. This value includes, Market Makers, Order Entry firms, Electronic Communications Networks (ECNs), Exchanges, and UTP specialists. |
Total NASDAQ Trades |
The Total Number Trades reported in all NASDAQ Issues for the given day. |
NASDAQ Block Trades |
The Total Number of Block Trades reported in all NASDAQ Issues for the given day. A Block trade is a trade of 10,000 shares or greater. |
NASDAQ Block Volume |
The Total Number of Shares reported in Block Trades for all NASDAQ Issues for the given day. |
Year-to-Date File - Data Fields & Definitions
Data fields included for files from 2006 to current.
- NASDAQ-100 Index
- NASDAQ Financial-100 Index
- NASDAQ Composite Index
- NASDAQ Composite Index High
- NASDAQ Composite Index Low
- NASDAQ-100 Index High
- NASDAQ-100 Index Low
- NASDAQ Industrial Index
- NASDAQ Bank Index
- NASDAQ Insurance Index
- NASDAQ Other Finance Index
- NASDAQ Transportation Index
- NASDAQ Telecommunications Index
- NASDAQ Biotechnology Index
- NASDAQ Computer Index
- NASDAQ Trades
- NASDAQ Share Volume
- NASDAQ Dollar Volume
- NASDAQ Market Value (in 000's) - Total Shares Outstanding of each NASDAQ-listed security multiplied by the consolidated last sale price of that NASDAQ-listed security on the specific trade date.
- NASDAQ Advances
- NASDAQ Declines
- NASDAQ Unchanged
Additional Information
- Daily Market Summary
- Access year-to-date data for free.