Nasdaq ITCH-to-Trade Options (ITTO)
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
- Via Nasdaq Direct Data Feed Products: Trading firms and market data vendors may create a real-time display by processing direct Nasdaq data feed products. For detailed technical documentation for Nasdaq 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 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.
Please refer to the U.S Derivatives 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:
- 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.
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.