BX Historical TotalView-ITCH (Monthly Subscription)
Overview
Nasdaq offers a historical record of the order and trade transaction data from the BX TotalView-ITCH data feed. Subscribers to this historical product may download the BX TotalView-ITCH daily transaction logs on a T+1 basis from a secured website or FTP server.
Benefits and Features
BX Historical TotalView-ITCH provides a daily record of the order and trade transactions from the Nasdaq BX SM (BXSM) market. The BX Historical TotalView-ITCH product is designed to:
- Allow BX TotalView-ITCH data feed subscribers and market data distributors perform back-testing of program trading models for quality control purposes
- Provide historical tick-by-tick BX order data needed by researchers and analysts
- Use Binary File specifications to enable firms to easily translate the BX TotalView-ITCH files for data storage and query
Access Options
Nasdaq offers access to the BX Historical-ITCH download files via Secured FTP.
Please note that Nasdaq plans to retain a minimum of three months of BX TotalView-ITCH files on its secured FTP server beginning in 2010.
Pricing
Please refer to the U.S Equities Price List for pricing information.
Agreements & Forms
To order this web-based data product, 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
- 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.