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Overview
For firms that demand the lowest latency products, Nasdaq offers direct access to its U.S. equity and derivatives data feed products from its U.S. data centers. Firms may connect to U.S. data centers via the co-location facility, extranets or direct connectivity providers.
The Nasdaq Stock Market
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq TotalView-ITCH | Tape A, Tape B, Tape C |
Nasdaq | Provides tick-by-tick details for all displayable orders in the Nasdaq execution system. Also includes Net Order Imbalance Indicator (NOII) data for the Nasdaq Opening and Closing Crosses. | |
| Nasdaq Basic | Tape A, Tape B, Tape C |
Nasdaq, FINRA/Nasdaq TRF |
Provides best bid and offer quotations from the Nasdaq execution system as well as trade data from the Nasdaq execution system and FINRA/Nasdaq Trade Reporting Facility (TRF). | |
| Nasdaq Last Sale (NLS) | Tape A, Tape B, Tape C |
Nasdaq, FINRA / Nasdaq TRF |
Facilitates market transparency by offering real-time last sale data from the Nasdaq execution system and FINRA/Nasdaq Trade Reporting Facility (TRF) at a low cost to market data distributors. | |
| Nasdaq MatchView | Tape A, Tape B, Tape C |
Nasdaq | Provides a view into what the Nasdaq execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol. | |
| Nasdaq Level 2 | Tape A, Tape B, Tape C |
Nasdaq | Provides the top price level for each and every market participant in the Nasdaq execution system. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq Market Replay | Tape A, Tape B, Tape C |
Nasdaq, CQS |
Consolidated order book and trade data. Frequency: Intraday |
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| Nasdaq Daily List | Tape C | Nasdaq | Corporate actions in Nasdaq-listed securities. Frequency: Intraday |
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| Nasdaq Historical TotalView-ITCH | Tape A, Tape B, Tape C |
Nasdaq | Historical data logs of order and trade data from TotalView-ITCH. Frequency: T+1 |
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| Nasdaq Fundamental Data | Tape C | Nasdaq | Security master information with daily market summary statistics. Frequency: T+1 |
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| Nasdaq Daily Share Volume | Tape A, Tape B, Tape C |
Nasdaq | Daily and monthly summary of trading volume for Nasdaq exchange participants. Frequency: T+1, Monthly |
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| Nasdaq Short Sale Volume Reports | Tape A, Tape B, Tape C |
Nasdaq, BX |
Daily and monthly summary of short sale volume and transactions. Frequency: T+1, Monthly |
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| Nasdaq Short Interest Report | Tape C | Nasdaq, FINRA |
Summary of consolidated market short interest positions in Nasdaq-listed securities. Frequency: Semi-monthly |
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Nasdaq Canada
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq Basic Canada | TSX, TSX-V, CSE, |
CXC, CX2, CXD, |
Provides data from all three of Nasdaq's Canadian trading books. It consists of level 1 data from Nasdaq CXC, Nasdaq CX2, and Nasdaq CXD, offering best bid and offer and last sale information on one consolidated feed. | |
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Nasdaq BX (BX)
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| BX TotalView-ITCH | Tape A, Tape B, Tape C |
BX | Provides tick-by-tick details for all displayable orders in the BX execution system. | |
| BX Basic | Tape A, Tape B, Tape C |
BX | Provides best bid and offer quotations and trade data from the BX execution system. | |
| BX Last Sale (BLS) | Tape A, Tape B, Tape C |
BX | Provides real-time last sale data from the BX execution system. | |
| BX MatchView | Tape A, Tape B, Tape C |
BX | Provides a view into what the Nasdaq BX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| BX Historical TotalView-ITCH | Tape A, Tape B, Tape C |
BX | Historical data logs of order and trade data from BX TotalView-ITCH Frequency: T+1 |
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| BX Short Sale Reports | Tape A, Tape B, Tape C |
Nasdaq, BX |
Daily and monthly summary of short sale volume and transactions Frequency: T+1, Monthly |
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Nasdaq PSX (PSX)
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| PSX TotalView-ITCH | Tape A, Tape B, Tape C |
PSX | Provides tick-by-tick details for all displayable orders in the PSX execution system. | |
| PSX Basic | Tape A, Tape B, Tape C |
PSX | Provides best bid and offer quotations and trade data from the PSX execution system. | |
| PSX Last Sale (PLS) | Tape A, Tape B, Tape C |
PSX | Provides real-time last sale data from the PSX execution system. | |
| PSX MatchView | Tape A, Tape B, Tape C |
PSX | Provides a view into what the PSX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| PSX Historical TotalView-ITCH | Tape A, Tape B, Tape C |
PSX | Historical data logs of order and trade data from PSX TotalView-ITCH Frequency: T+1 |
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| PSX Short Sale Reports | Tape A, Tape B, Tape C |
Nasdaq, PSX |
Daily and monthly summary of short sale volume and transactions Frequency: T+1, Monthly |
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Nasdaq PHLX (PHLX)
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| PHLX Depth of Market | PHLX Traded Options | PHLX | Provides full depth of quotes and orders from the PHLX trading system. | |
| TOPO Plus Orders | PHLX Traded Options | PHLX | Provides simple and complex PHLX order data from the PHLX Orders data feed as well as top of book quotation information and PHLX last sale data from the Top of PHLX Options (TOPO) data feed. | |
| Top of PHLX Options (TOPO) | PHLX Traded Options | PHLX | Offers direct access to the PHLX best bid and offer quotation and trade data. | |
| PHLX Orders | PHLX Traded Options | PHLX | Provides the real-time status of simple and complex orders on the PHLX order book. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| PHLX Options Trade Outline (PHOTO) | PHLX Traded Options | PHLX | Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades Frequency: T+1, Intra-Day |
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| PHLX Historical Orders | PHLX Traded Options | PHLX | Historical capture of all data from the PHLX Orders feed Frequency: T+1 |
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Nasdaq Options Market
| Real-Time Data Products | |||||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation | |||
|---|---|---|---|---|---|---|---|
| Nasdaq ITCH to Trade Options (ITTO) | NOM Traded Options | Nasdaq Options Market | For The Nasdaq Options Market, Nasdaq offers a variety of depth market and trade data feed options. | ||||
| Best of Nasdaq Options (BONO) | NOM Traded Options | Nasdaq Options Market | Offers direct access to the Nasdaq Options best bid and offer quotation and trade data. | ||||
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq Options Trade Outline (NOTO) | NOM Traded Options | Nasdaq Options Market | Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades Frequency: T+1, Intra-Day |
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| Historical ITCH to Trade Options | NOM Traded Options | Nasdaq Options Market | Provides a historical record of the order and trade transaction data from the ITTO data feed. | |
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Nasdaq BX Options
| Real-Time Data Products | |||||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation | |||
|---|---|---|---|---|---|---|---|
| BX Options Depth of Market (BX Depth) | BX Traded Options | Nasdaq BX Options | For The Nasdaq BX Options, Nasdaq offers a variety of depth market and trade data feed options. | ||||
| BX Options Top of Market (BX Top) | BX Traded Options | Nasdaq BX Options | Offers direct access to the BX Options best bid and offer quotation and trade data. | ||||
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Nasdaq ISE
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq ISE Depth of Market | Nasdaq ISE Traded Options | Nasdaq ISE | Provides the bids and offers at the top five price levels of the Nasdaq ISE order book. | |
| Nasdaq ISE Top Quote | Nasdaq ISE Traded Options | Nasdaq ISE | Offers direct access to the Nasdaq ISE best bid and offer quotation and last sale data including high and low prices for the day. | |
| Nasdaq ISE Order | Nasdaq ISE Traded Options | Nasdaq ISE | Provides a snapshot of each order that rests on the Nasdaq ISE order book and auction messages for simple (single legged) instruments. | |
| Nasdaq ISE Spread | Nasdaq ISE Traded Options | Nasdaq ISE | Comprised of the Depth of Market, Top of Quote, Order, and Trade information for Complex instruments only. | |
| Nasdaq ISE Trade | Nasdaq ISE Traded Options | Nasdaq ISE | Provides Nasdaq ISE last sale information along with opening price, cumulative volume, high and low prices for the day. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq ISE Open/Close Trade Profile | Nasdaq ISE Traded Options | Nasdaq ISE | Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades Frequency: T+1, Intra-Day |
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| Nasdaq ISEE Select XML Feed | Nasdaq ISE Traded Options | Nasdaq ISE | Proprietary put/call value for each underlying security calculated based on trade activity on options traded at the Nasdaq ISE exchange. Frequency: T+1, Intra-Day |
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Nasdaq GEMX
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq GEMX Depth of Market | Nasdaq GEMX Traded Options | Nasdaq GEMX | Provides the bids and offers at the top five price levels of the Nasdaq GEMX order book. | |
| Nasdaq GEMX Top of Market | Nasdaq GEMX Traded Options | Nasdaq GEMX | Offers direct access to the Nasdaq GEMX best bid and offer quotation | |
| Nasdaq GEMX Order | Nasdaq GEMX Traded Options | Nasdaq GEMX | Provides a snapshot of each order that rests on the Nasdaq GEMX order book and auction messages for simple (single legged) instruments. | |
| Nasdaq GEMX Trade | Nasdaq GEMX Traded Options | Nasdaq GEMX | Provides Nasdaq GEMX last sale information along with opening price, cumulative volume, high and low prices for the day. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq GEMX Open/Close Trade Profile | Nasdaq GEMX Traded Options | Nasdaq GEMX | Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades on Nasdaq GEMX. Frequency: T+1, Intra-Day |
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Nasdaq MRX
| Real-Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq MRX Depth of Market | Nasdaq MRX Traded Options | Nasdaq MRX | Provides the bids and offers at the top five price levels of the Nasdaq MRX order book. | |
| Nasdaq MRX Top Quote | Nasdaq MRX Traded Options | Nasdaq MRX | Offers direct access to the Nasdaq MRX best bid and offer quotation and last sale data including high and low prices for the day. | |
| Nasdaq MRX Order | Nasdaq MRX Traded Options | Nasdaq MRX | Provides a snapshot of each order that rests on the Nasdaq MRX order book and auction messages for simple (single legged) instruments. | |
| Nasdaq MRX Spread Feed | Nasdaq MRX Traded Options | Nasdaq MRX | Comprised of the Depth of Market, Top of Quote, Order, and Trade information for Complex instruments only. | |
| Nasdaq MRX Trade | Nasdaq MRX Traded Options | Nasdaq MRX | Provides Nasdaq MRX last sale information along with opening price, cumulative volume, high and low prices for the day. | |
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Nasdaq U.S. Derivatives
| Real-Time Data Products | |||||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation | |||
|---|---|---|---|---|---|---|---|
| Nasdaq Smart Options | OPRA NBBO and Trades | OPRA | Provides only the OPRA NBBO and Trade data information. |
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Global Indexes and ETFs
| Nasdaq Group | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Global Index Data Service | Index Data, Exchange Traded Funds (ETFs) Valuation Data |
All Nasdaq U.S. and European Markets, Select Third Party Index Providers |
Provides intra-day index values, index component data (disseminated daily) and end-of-day summary reports for Nasdaq-licensed indexes and select third party indexes. Also, provides intra-day portfolio values (IPVs) and daily valuation data including net assets, net accrued dividends and TSO for Exchange Traded Funds (ETFs) listed on Nasdaq. | |
| Global Index Watch | Equity, Fixed Income, Commodity Indexes |
Nasdaq US, Nasdaq Europe, Nasdaq PHLX |
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Nasdaq Fund Network (NFN)
| Real Time Data Products | ||||
| Data Product | Issue Coverage | Market Coverage | Data Feed Description | Supporting Documentation |
|---|---|---|---|---|
| Nasdaq Fund Network (NFN) | Mutual Funds, Money Market Funds, UITs |
Nasdaq (NFN) | Outbound feed that provides net asset values (NAV), offer/market price and other price-related information for mutual funds, money markets and unit investment trusts to the market data community. | |
| Nasdaq Fund Network (NFN) | Mutual Funds, Money Market Funds, UITs |
Nasdaq (NFN) | Inbound user interfaces that enable fund families and pricing agents to report daily price data as well as ad hoc dividends and capital distributions to Nasdaq for public dissemination. | |
| Data Reports | ||||
| Data Report | Issue Coverage | Market Coverage | Data Description | Supporting Documentation |
|---|---|---|---|---|
| NFN Daily List | Mutual Funds, Money Market Funds, UITs |
Nasdaq (MFQS) | Advance notice corporate actions in Nasdaq-listed securities and NFN-eligible fund instruments Frequency: Intraday |
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