Welcome to NASDAQOMXtrader.com for Options and Futures

Overview

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.

Access Options

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.

Pricing

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:

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.

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