Historical TotalView-ITCH



Overview

Nasdaq offers a historical record of the order and trade transaction data from the TotalView-ITCH data feed. Subscribers to this historical product may download the TotalView-ITCH daily transaction logs on a T+1 basis from a secured website or SFTP server.

Benefits and Features

The Historical TotalView-ITCH product is designed to:

  • Helps perform back-testing of program trading models for quality control purposes by TotalView-ITCH data feed subscribers and market data distributors
  • Provides historical tick-by-tick Nasdaq order data needed by researchers and analysts
  • Uses Binary File specifications to enable firms to easily translate the ITCH files for data storage and query

Access Options

Nasdaq offers access to the Historical-ITCH download files via secured FTP.

Pricing

Please refer to the U.S Equities Price List for pricing information.

Agreements & Forms

To initiate this data on a data feed, firms must submit the appropriate documentation and receive prior approval from 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.


How to Purchase

Product Login

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