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NASDAQ ITCH to Trade Options – ITTO

Historical ITTO

Overview

NOM's premier feed, ITTO is designed to provide full quote and order depth using the standard ITCH format. ITTO uses a series of messages to track the life of a quote or order through the NASDAQ Options Market. ITTO supports NOM last sale data as well as Net Order Imbalance (NOI) data for the opening auction.

Historical ITTO is a file that provides a historical record of the quote, order and trade transaction data from the NASDAQ ITCH to Trade Options (ITTO) data feed. Subscribers to this historical data may download the ITTO daily transaction logs on a T+1 basis from a secured website or FTP server. Data is available back to January 2010.

Benefits & Features

  • View all displayed quotes, orders and last sale data
  • Follow pockets of liquidity over time and access liquidity faster by getting it directly from the source
  • Better understand how quotes and orders are distributed throughout the market
  • View order interest at each price level
  • Access invaluable imbalance information about opening orders
  • Identify and pursue new and unique trading opportunities

Access Options

  • Via NASDAQ OMX Direct Data Feed Products: Trading firms and market data vendors may create a real-time display by processing direct NASDAQ OMX data feed products. For detailed technical documentation for NASDAQ OMX direct products, please refer to the Market Data technical specifications page.
  • Via Market Data Vendors: Individual investors and traders may access real-time data through a number of authorized NASDAQ OMX market data distributors. Market data distributors provide both display devices and data feed products containing NASDAQ real-time data. Refer to the Market Data Vendors page for a complete list of companies.

Pricing

NASDAQ ITCH-to-Trade Options (ITTO)
Entitlement Name Security Coverage Monthly Fee
Distributor Fees*
ITTO - Internal NASDAQ Options $1500 per firm
ITTO - External NASDAQ Options $2000 per firm
Non-Display Enterprise License
(Internal Distribution Only)		 NASDAQ Options $2,500 per firm
Usage Fees
ITTO NASDAQ Options Internal:
Professional - $10/user

External:
Professional - $10/user
Non-Professional - $1/user

*One distributor fee will allow a subscriber access to both ITTO and BONO

 

The usage fees are assessed based on the number and type of subscribers that access NASDAQ OMX market data. See the NASDAQ OMX Data Policies document for additional information. Please consult with your NASDAQ OMX Global Data Product account manager to determine which fee option is best suited to your company's needs.

For NASDAQ OMX real-time data feed products, the distributor fees are assessed on subscribers that receive NASDAQ OMX information in a data feed format. This product is also covered by NASDAQ OMX annual administration fee(s). Refer to NASDAQ OMX Data Policies document for details.

NASDAQ OMX requires new Subscribers to Historical Data Products to pay 12 months of historical data product fees. Subscribers will be billed monthly for 12 months of service and will not be allowed to cancel billing during this time. After 12 months, the firm may cancel at any time. Refer to NASDAQ OMX Data Policies document for details.


Agreements & Forms

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

For the complete list of NASDAQ OMX and UTP market data agreements and forms, please refer to the NASDAQ OMX Global Data Products Agreements and Forms page.


To order this data on a stand-alone terminal/controlled display product, end users or end-user firms should contact their market data vendor for the appropriate agreements and forms.