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Product LoginThe Nasdaq Stock Market
| Nasdaq TotalView-ITCH | |||
|---|---|---|---|
| Description: 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. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Order by Order Data - Binary Format | Nasdaq TotalView-ITCH 5.0 | SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| State of Book Retransmission Facility Add On - Binary Format | Nasdaq GLIMPSE 5.0 | SoupBINTCP | |
| Nasdaq Data Link | Nasdaq TotalView-ITCH | Nasdaq Data Link API | |
| Nasdaq TotalView-Aggregated | |||
|---|---|---|---|
| Description: Provides full price level depth with MPID attribution for the Nasdaq execution system. Also includes NOII data for Nasdaq Opening and Closing Crosses. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Full Price Level Depth | Nasdaq TotalView-Aggregated 2.0 (Binary) |
SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Nasdaq NOIView | |||
|---|---|---|---|
| Description: FilterView offering that provides NOII data for Nasdaq Opening and Closing Crosses only. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| NOII Data Only | Nasdaq NOIView 3.0 |
SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Nasdaq Level 2 | |||
|---|---|---|---|
| Description: Provides the top price level for each and every market participant in the Nasdaq execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Top of File Market Participant Quotations | Nasdaq Level 2 - Version 2.0 |
SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Nasdaq Basic | |||
|---|---|---|---|
| Description: Offer a low cost alternative to UTP Level 1 data. Provides best bid and offer quotations from the Nasdaq execution system as well as trade data from the Nasdaq execution system and FINRA Trade Reporting Facility (TRF) operated in partnership with FINRA/Nasdaq TRF. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Nasdaq BBO quotations |
SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Combined Nasdaq and TRF Trades |
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SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Nasdaq Data Link |
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Nasdaq Data Link API, |
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| NLS Plus | |||
|---|---|---|---|
| Description: Offered via Nasdaq Information, LLC, NLS Plus provides real-time trade data information for the following Nasdaq equity trading platforms: The Nasdaq Stock Market, FINRA Trade Reporting Facility (TRF) operated in partnership with FINRA/Nasdaq TRF, Nasdaq BX, and Nasdaq PSX. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Nasdaq Trades with Consolidated Volume |
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MoldUDP64 Compressed via SoupBINTCP |
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| Nasdaq Data Link |
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Nasdaq Data Link API | |
| Nasdaq Last Sale (NLS) | |||
|---|---|---|---|
| Description: Facilitates market transparency by offering real-time last sale data from the Nasdaq execution system and FINRA Trade Reporting Facility (TRF) operated in partnership with FINRA/Nasdaq TRF at a low cost to market data distributors. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Combined Nasdaq and TRF Trades |
|
SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Filtered NLS - Nasdaq Trades Only | |
SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Filtered NLS - FINRA/Nasdaq TRF Trades Only |
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SoupBINTCP, MoldUDP64, Compressed via SoupBINTCP |
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| Nasdaq MatchView | ||
|---|---|---|
| Description: 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. | ||
| Data Delivery Option | Current Version | Protocol Options |
| MatchView Feed | Nasdaq MatchView Feed - Version 1.1 | MossUDP |
| Nasdaq Net Order Imbalance Snapshot (NOIS) | ||
|---|---|---|
| Description: Provides alerts based on net order imbalance data for newswire services. | ||
| Data Delivery Option | Current Version | Protocol Options |
| Net Order Imbalance Snapshot | MoldUDP | |
Nasdaq BX (BX)
| BX TotalView-ITCH | |||
|---|---|---|---|
| Description: Provides tick-by-tick details for all displayable orders in the BX execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Order by Order Data - Binary Format | BX TotalView-ITCH 5.0 | SoupBINTCP, MoldUDP64 |
|
| State of Book Retransmission Facility Add On - Binary Format | BX GLIMPSE 5.0 | SoupBINTCP | |
| BX Basic | |||
|---|---|---|---|
| Description: Provides best bid and offer quotations and trade data from the BX execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| BX BBO quotations |
SoupBINTCP, MoldUDP64, Nasdaq Data Link API |
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| BX Trades |
SoupBINTCP, MoldUDP64, Nasdaq Data Link API |
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| BX Last Sale (BLS) | |||
|---|---|---|---|
| Description: Provides real-time last sale data from the BX execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| BX Trades |
SoupBINTCP, MoldUDP64, Nasdaq Data Link API |
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| BX MatchView | ||
|---|---|---|
| Description: Provides a view into what the BX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol. | ||
| Data Delivery Option | Current Version | Protocol Options |
| MatchView Feed | BX MatchView Feed - Version 1.1 | MossUDP |
Nasdaq PSX (PSX)
| PSX TotalView-ITCH | |||
|---|---|---|---|
| Description: Provides tick-by-tick details for all displayable orders in the PSX execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| Order by Order Data - Binary Format | PSX TotalView-ITCH 5.0 | SoupBINTCP, MoldUDP64 |
|
| State of Book Retransmission Facility Add On - Binary Format | PSX GLIMPSE 5.0 | SoupBINTCP | |
| PSX Basic | |||
|---|---|---|---|
| Description: Provides best bid and offer quotations and trade data from the PSX execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| PSX BBO quotations |
SoupBINTCP, MoldUDP64, Nasdaq Data Link API |
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| PSX Trades |
SoupBINTCP, MoldUDP64, Nasdaq Data Link API |
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| PSX Last Sale (PLS) | |||
|---|---|---|---|
| Description: Provides real-time last sale data from the PSX execution system. | |||
| Data Delivery Option | Current Data Feed Version | Protocol Options | |
| PSX Trades |
SoupBINTCP, MoldUDP64, Nasdaq Data Link API |
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| PSX MatchView | |||
|---|---|---|---|
| Description: 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 Delivery Option | Current Version | Protocol Options | |
| PSX MatchView Feed | PSX MatchView Feed - Version 1.1 | MossUDP | |
