NASDAQ OMX PHLX offers a historical record of the simple and complex order message data from the TOPO Plus Orders data product. Subscribers to this historical product may download the Historical PHLX Orders daily message logs on a T+1 basis from a secure FTP server.
Historical PHLX Orders is available as eight separate files each day, four for simple orders and four for complex orders. The data originates from the PHLX Orders data feed and therefore, no quote data is included.
Benefits and Features
The Historical PHLX Orders product is designed to:
- Help perform back-testing of program trading models for quality control purposes by TOPO Plus Orders data product subscribers and market data distributors.
- Provide historical tick-by-tick PHLX order data needed by researchers and analysts.
- Store historical information indefinitely, thus saving firms the cost of data storage. Data is available from September 1, 2010.
NASDAQ offers access to the Historical PHLX Orders download files via secured FTP. Please note that NASDAQ retains a minimum of three months of Historical PHLX Orders files on its secured FTP server.
Please refer to the U.S Derivatives 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 OMX:
- Data Feed Request Form - Required for all firms
- NASDAQ OMX Global Data Agreement - Required for all firms prior to initiation of the first NASDAQ OMX 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 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.