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NASDAQ ITCH to Trade Options – ITTO

NASDAQ Options Depth at Price – DAP

NASDAQ Options NOIView

Historical ITTO

Overview

NASDAQ ITCH to Trade Options (ITTO) is designed to track the individual orders in the NASDAQ Options Market. ITTO uses a series of order messages to track the life of a customer order from entry to execution. ITTO also supports Net Order Imbalance data for the NASDAQ opening and closing auctions as well as NASDAQ last sale data.

NASDAQ Options Depth at Price (DAP) is designed to provide aggregate order book and last sale data from the NASDAQ Options Market in an easy-to-display format. Similar to the NASDAQ TotalView-Aggregated feed, DAP summarizes the order interest at each price level in the NASDAQ system. DAP also supports Net Order Imbalance data for the NASDAQ opening and closing auctions.

NASDAQ Options NOIView is a filtered data feed product that provides only Net Order Imbalance data – including paired shares, imbalance shares and indicative price data for NASDAQ traded option contracts in the minutes leading up to the NASDAQ opening and closing auctions.

Historical ITTO is a file that provides a historical record of the 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.

Benefits & Features

  • View all displayed quotes and last sale data
  • Follow pockets of liquidity over time and access liquidity faster by getting it directly from the source
  • Better understand how orders are distributed throughout the market
  • Provides investors and traders with a bird's-eye view into NASDAQ market participants' quotation activity and market momentum
  • View order interest at each price level
  • Access invaluable information about opening and closing 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

This product is currently subject to a fee waiver.


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.