NASDAQ OMX Global Data Products - U.S. Equities Data Feeds



The NASDAQ Stock Market

NASDAQ TotalView-ITCH
Description: Provides tick-by-tick details for all displayable orders in the NASDAQ execution system. Also includes Net Order Imbalance Indicator (NOII) data for the NASDAQ Opening and Closing Crosses.
Data Delivery Option New Symbology Version* Protocol Options
Order by Order Data - Binary Format NASDAQ TotalView-ITCH 4.1 SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
Order by Order Data - ASCII Format NASDAQ TotalView-ITCH 3.2 SoupTCP3.0,
MoldUDP64,
Compressed via SoupTCP3.0
State of Book Retransmission Facility Add On - Binary Format NASDAQ GLIMPSE 4.1 SoupBINTCP
State of Book Retransmission Facility Add On - ASCII Format NASDAQ GLIMPSE 3.2 SoupTCP3.0
NASDAQ TotalView-Aggregated
Description: Provides full price level depth with MPID attribution for the NASDAQ execution system. Also includes NOII data for NASDAQ Opening and Closing Crosses.
Data Delivery Option New Symbology Version* Protocol Options
Full Price Level Depth NASDAQ TotalView-Aggregated 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
NASDAQ NOIView
Description: FilterView offering that provides NOII data for NASDAQ Opening and Closing Crosses only.
Data Delivery Option New Symbology Version* Protocol Options
NOII Data Only NASDAQ NOIView 2.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
NASDAQ Level 2
Description: Provides the top price level for each and every market participant in the NASDAQ execution system.
Data Delivery Option New Symbology Version* Protocol Options
Top of File Market Participant Quotations NASDAQ Level 2 - Version 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
NASDAQ Basic
Description: Offer a low cost alternative to UTP Level 1 data. Provides best bid and offer quotations from the NASDAQ execution system as well as trade data from the NASDAQ execution system and FINRA/NASDAQ Trade Reporting Facility (TRF).
Data Delivery Option New Symbology Version* Protocol Options
NASDAQ BBO quotations QBBO - Version 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
Combined NASDAQ and TRF Trades NLS - Version 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
Combined QBBO and NLS Plus quotations and trades NASDAQ Basic Web Service - Version 1.0 Available via XML
NLS Plus
Description: Offered via NASDAQ OMX Information, LLC, NLS Plus provides real-time trade data information for the following NASDAQ OMX equity trading platforms: The NASDAQ Stock Market, FINRA/NASDAQ Trade Reporting Facility (TRF), NASDAQ OMX BX, and NASDAQ OMX PSX.
Data Delivery Option New Symbology Version Protocol Options
NASDAQ OMX Trades with Consolidated Volume NLS Plus 1.0 MoldUDP64,
Compressed via SoupBINTCP
NASDAQ Last Sale (NLS)
Description: Facilitates market transparency by offering real-time last sale data from the NASDAQ execution system and FINRA/NASDAQ Trade Reporting Facility (TRF) at a low cost to market data distributors.
Data Delivery Option New Symbology Version* Protocol Options
Combined NASDAQ and TRF Trades NLS - Version 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
Filtered NLS - NASDAQ Trades Only NASDAQ Trades FilterView - Version 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
Filtered NLS - FINRA/NASDAQ TRF Trades Only TRF Trades FilterView - Version 1.1 SoupTCP,
MoldUDP,
Compressed via SoupTCP
NASDAQ Velocity and Forces / NASDAQ Market Analytix
Description: Market sentiment indicators that measure velocity and direction of NASDAQ exchange participant activity on an issue-by-issue basis.
Data Delivery Option New Symbology Version* Protocol Options
Velocity and Forces Indicators NASDAQ Velocity and Forces - Version 2.1 MoldUDP
NASDAQ Market Pathfinders
Description: Real-time indicator that measures the sentiment of the market based on the buying and selling patterns of NASDAQ market participants
Data Delivery Option New Symbology Version* Protocol Options
Pathfinder Indicators NASDAQ Market Pathfinders - Version 1.1 MoldUDP
NASDAQ MatchView (formerly known as OUCH Pricing Feed)
Description: Provides a view into what the NASDAQ OMX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol.
Data Delivery Option New Symbology Version* Protocol Options
MatchView Feed NASDAQ MatchView Feed - Version 1.1 MossUDP
NASDAQ Net Order Imbalance Snapshot (NOIS)
Description: Provides alerts based on net order imbalance data for newswire services.
Data Delivery Option New Symbology Version* Protocol Options
Net Order Imbalance Snapshot NOIS - Version 2.1 MoldUDP

NASDAQ OMX BX (BX)

BX TotalView-ITCH
Description: Provides tick-by-tick details for all displayable orders in the BX execution system.
Data Delivery Option New Symbology Version* Protocol Options
Order by Order Data - Binary Format BX TotalView-ITCH 4.1 SoupBINTCP,
MoldUDP64
Order by Order Data - ASCII Format BX TotalView-ITCH 3.2 SoupTCP3.0,
MoldUDP64
State of Book Retransmission Facility Add On - Binary Format BX GLIMPSE 4.1 SoupBINTCP
State of Book Retransmission Facility Add On - ASCII Format BX GLIMPSE 3.2 SoupTCP3.0
BX Basic
Description: Provides best bid and offer quotations and trade data from the BX execution system.
Data Delivery Option New Symbology Version* Protocol Options
BX BBO quotations BX BBO - Version 1.1 SoupTCP,
MoldUDP
BX Trades BLS - Version 1.1 SoupTCP,
MoldUDP
BX Last Sale (BLS)
Description: Provides real-time last sale data from the BX execution system.
Data Delivery Option New Symbology Version* Protocol Options
BX Trades BLS - Version 1.1 SoupTCP,
MoldUDP
BX MatchView (formerly known as BX OUCH Pricing Feed)
Description: Provides a view into what the BX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol.
Data Delivery Option New Symbology Version* Protocol Options
MatchView Feed BX MatchView Feed - Version 1.1 MossUDP

NASDAQ OMX PSX (PSX)

PSX TotalView-ITCH
Description: Provides tick-by-tick details for all displayable orders in the PSX execution system.
Data Delivery Option Symbology Compliant Version** Protocol Options
Order by Order Data - Binary Format PSX TotalView-ITCH 4.1 SoupBINTCP,
MoldUDP64
Order by Order Data - ASCII Format PSX TotalView-ITCH 3.2 SoupTCP3.0,
MoldUDP64
State of Book Retransmission Facility Add On - Binary Format PSX GLIMPSE 4.1 SoupBINTCP
State of Book Retransmission Facility Add On - ASCII Format PSX GLIMPSE 3.2 SoupTCP3.0
PSX Basic
Description: Provides best bid and offer quotations and trade data from the PSX execution system.
Data Delivery Option Symbology Compliant Version** Protocol Options
PSX BBO quotations PSX BBO - Version 1.1 SoupTCP,
MoldUDP
PSX Trades PLS - Version 1.1 SoupTCP,
MoldUDP
PSX Last Sale (PLS)
Description: Provides real-time last sale data from the PSX execution system.
Data Delivery Option Symbology Compliant Version** Protocol Options
PSX Trades PLS - Version 1.1 SoupTCP,
MoldUDP
PSX MatchView (formerly known as PSX OUCH Pricing Feed)
Description: Provides a view into what the PSX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol.
Data Delivery Option New Symbology Version** Protocol Options
PSX MatchView Feed PSX MatchView Feed - Version 1.1 MossUDP

 

* As noted in Data Technical News #2010-3 and Data Technical News #2010-7, NASDAQ OMX released new versions of the NASDAQ and BX proprietary data feeds to support expanded symbol fields in March / April 2010. All data feed subscribers are required to migrate to the new symbology compliant data formats on or before December 31, 2010.

 

** As noted in Data News #2010-6, NASDAQ OMX plans to launch NASDAQ OMX PSX (PSX) in the third quarter of 2010, pending SEC approval. The PSX data products will support the symbology compliant message formats only.