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Broker/Dealer Data - Historical Research Reports
- For the Market Maker Price Movement Report (MMPMR), SelectNet Activity Report, SuperMontage Activity Report and Equity Trade Journal, enter an issue symbol, report date, and market participant ID (optional) and then, click "Submit Request". For the Equity Trade Journal Download and the Daily MP Position Download, enter a report date and then, click "Submit Request". For the MMPMR Plus and the Time and Sales with Inside Quote Report, enter an issue symbol and report date and then, click "Submit Request".
- A page will appear asking the user to confirm the request or cancel the request. Once the request is confirmed (Click "OK"), the report will be processed within 48 hours.
- When the report is ready, the user will receive an e-mail from NASDAQ Trader with a link to the report request page from where the user can access the report. The Historical Research Request page also contains an index of all the reports requested by users at a firm during the current month and previous month along with the status of each report (e.g., Pending, Available, or Deleted).
- Users at the firm can view all the reports requested by their firm. A report will remain "Available" for 48-hours after the requesting user views or downloads it, or until the end of the following month if the user has not yet accessed it. A report will be "Deleted" 48 hours after the user accesses the report. If another user at the firm has opened the report, but the user requesting the report has not, it will still be considered unopened and Available.
Data Fields & Definitions
|Report Name/Report Key||Description||Time Period|
|Daily MP Position||A list of securities in which a Market Participant is registered in, or query by security to view a list of its market participants for a given trading day||5 years|
|Equity Trade Journal|
CSV & TXT
The Equity Trade Journal details a Market Participants ACT-reported trade (record) for a single NASDAQ or Exchange listed issue for the date requested. The .html format consists of two rows of information, the stacked information relates to the stacked column heading at the top of the report. The .ascii and .csv versions contain the same data fields, but the field labels are provided as column headings, and the data is presented in columns, not as rows. A detailed explanation of the codes used within the report is available.
The Equity Trade Journal Download details all of a Market Participant's ACT-Reported trade activity for all NASDAQ, OTCBB, or Exchange listed issues for the date requested.
|5 years |
|MMPMR & MMPMR Plus|
MMPMR details a Market Maker's quote updates (price and size) for a NASDAQ® security on a specified date or a selected period of time on a specific date. The report also includes the inside bid and ask at the time of each quote update. The MMPMR is not proprietary, other market participant's (MP's) quotes for a given trading day may be obtained.
MMPMR Plus details all Market Maker's quote updates (price and size) for a NASDAQ® security on a specified date or a selected period of time on a specific date. The report also includes the inside bid and ask at the time of each quote update.
The SelectNet Activity Report consists of all orders a firm has participated in within an issue for a given day. The components of an order (i.e., partials, counters, and executions) that are provided, detail the lifecycle of the order.
|January 2004 to August 2005|
The SuperMontage Activity Report consists of all SuperMontage Execution System orders a firm has participated in within an issue for a given day. The components of an order (i.e., partials and executions) that are provided, detail the lifecycle of the order.
Please note, issues were phased in over a period of time to SuperMontage. Please see Head Trader Alert #2002-100, for more information on the phase-in of SuperMontage Issues. Additionally, since NASDAQ Systems Integration in 2006 and 2007, this report is no longer available for NASDAQ issues as of October 30, 2006 and for other Exchange listed issues as of February 12, 2007.
|January 2, 2004 to February 9, 2007|
|Time & Sales/Inside Quote||This report details all of the trades (Time & Sales) of a requested security for a specific date as well as all the Inside Quote changes for the issue. The report includes the time, price, and volume of each trade for the requested date. This report also provides a record of changes to the inside quote (highest bid, lowest ask) for the requested issue for the requested date.||5 years|