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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
Order by Order Data - Binary Format NASDAQ TotalView-ITCH 4.1 NASDAQ TotalView-ITCH 5.0 SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
Order by Order Data - ASCII Format NASDAQ TotalView-ITCH 3.2 Not Available - Use NASDAQ TotalView-ITCH 5.0 (Binary) SoupTCP3.0,
MoldUDP64,
Compressed via SoupTCP3.0
State of Book Retransmission Facility Add On - Binary Format NASDAQ GLIMPSE 4.1 NASDAQ Glimpse 5.0 SoupBINTCP
State of Book Retransmission Facility Add On - ASCII Format NASDAQ GLIMPSE 3.2 Not Available - Use NASDAQ GLIMPSE 5.0 (Binary) 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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
Full Price Level Depth NASDAQ TotalView-Aggregated 1.1(ASCII) NASDAQ TotalView-Aggregated 2.0 (Binary) For NASDAQ TotalView-Aggregated 1.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For NASDAQ TotalView-Aggregated 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
NASDAQ NOIView
Description: FilterView offering that provides NOII data for NASDAQ Opening and Closing Crosses only.
Data Delivery Option Current Data Feed Version Enhanced Data Feed Version* Protocol Options
NOII Data Only NASDAQ NOIView 2.1 (ASCII) NASDAQ NOIView 3.0 (Binary) For NASDAQ NOIView 2.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For NASDAQ NOIView 3.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
NASDAQ Level 2
Description: Provides the top price level for each and every market participant in the NASDAQ execution system.
Data Delivery Option Current Data Feed Version Enhanced Data Feed Version* Protocol Options
Top of File Market Participant Quotations NASDAQ Level 2 - Version 1.1 (ASCII) NASDAQ Level 2 - Version 2.0 (Binary) For NASDAQ Level 2 - Version 1.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For NASDAQ Level 2 - Version 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
NASDAQ BBO quotations QBBO - Version 1.1 (ASCII) QBBO - Version 2.0 (Binary) For QBBO - Version 1.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For QBBO - Version 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
Combined NASDAQ and TRF Trades NLS - Version 1.1 (ASCII) NLS - Version 2.0 (Binary) For NLS - Version 1.1.
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For NLS - Version 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
Combined QBBO and NLS Plus quotations and trades NASDAQ Basic Web Service - Version 1.0 No Change 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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
NASDAQ OMX Trades with Consolidated Volume NLS Plus 1.0 (Binary) NLS Plus 2.0 (Binary) 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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
Combined NASDAQ and TRF Trades NLS - Version 1.1 (ASCII) NLS - Version 2.0 (Binary) For NLS - Version 1.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For NLS - Version 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
Filtered NLS - NASDAQ Trades Only NASDAQ Trades FilterView - Version 1.1 (ASCII) NASDAQ Trades FilterView - Version 2.0 (Binary) For NASDAQ Trades FilterView - Version 1.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For NASDAQ Trades FilterView - Version 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
Filtered NLS - FINRA/NASDAQ TRF Trades Only TRF Trades FilterView - Version 1.1 (ASCII) TRF Trades FilterView - Version 2.0 (Binary) For FINRA/NASDAQ TRF Trades - Version 1.1:
SoupTCP,
MoldUDP,
Compressed via SoupTCP

For FINRA/NASDAQ TRF Trades - Version 2.0:
SoupBINTCP,
MoldUDP64,
Compressed via SoupBINTCP
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 Current 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 Current 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 Current 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 Current 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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
Order by Order Data - Binary Format BX TotalView-ITCH 4.1 BX TotalView-ITCH 5.0 SoupBINTCP,
MoldUDP64
Order by Order Data - ASCII Format BX TotalView-ITCH 3.2 Not available - Use BX TotalView-ITCH 5.0 SoupTCP3.0,
MoldUDP64
State of Book Retransmission Facility Add On - Binary Format BX GLIMPSE 4.1 BX GLIMPSE 5.0 SoupBINTCP
State of Book Retransmission Facility Add On - ASCII Format BX GLIMPSE 3.2 Not available - Use BX GLIMPSE 5.0 SoupTCP3.0
BX Basic
Description: Provides best bid and offer quotations and trade data from the BX execution system.
Data Delivery Option Current Data Feed Version Enhanced Data Feed Version* Protocol Options
BX BBO quotations BX BBO - Version 1.1 (ASCII) BX BBO - Version 2.0 (Binary) For BX BBO - Version 1.1:
SoupTCP,
MoldUDP

For BX BBO - Version 2.0:
SoupBINTCP,
MoldUDP64
BX Trades BLS - Version 1.1 (ASCII) BLS - Version 2.0 (Binary) For BLS - Version 1.1:
SoupTCP,
MoldUDP

For BLS - Version 2.0:
SoupBINTCP,
MoldUDP64
BX Last Sale (BLS)
Description: Provides real-time last sale data from the BX execution system.
Data Delivery Option Current Data Feed Version Enhanced Data Feed Version* Protocol Options
BX Trades BLS - Version 1.1 (ASCII) BLS - Version 2.0 (Binary) For BLS - Version 1.1:
SoupTCP,
MoldUDP

For BLS - Version 2.0:
SoupBINTCP,
MoldUDP64
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 Current 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 Current Data Feed Version Enhanced Data Feed Version* Protocol Options
Order by Order Data - Binary Format PSX TotalView-ITCH 4.1 PSX TotalView-ITCH 5.0 SoupBINTCP,
MoldUDP64
Order by Order Data - ASCII Format PSX TotalView-ITCH 3.2 Not available - Use PSX TotalView-ITCH 5.0 SoupTCP3.0,
MoldUDP64
State of Book Retransmission Facility Add On - Binary Format PSX GLIMPSE 4.1 PSX GLIMPSE 5.0 SoupBINTCP
State of Book Retransmission Facility Add On - ASCII Format PSX GLIMPSE 3.2 Not available - Use PSX GLIMPSE 5.0 SoupTCP3.0
PSX Basic
Description: Provides best bid and offer quotations and trade data from the PSX execution system.
Data Delivery Option Current Data Feed Version Enhanced Data Feed Version* Protocol Options
PSX BBO quotations PSX BBO - Version 1.1 (ASCII) PSX BBO - Version 2.0 (Binary) For PSX BBO - Version 1.1:
SoupTCP,
MoldUDP

For PSX BBO - Version 2.0:
SoupBINTCP,
MoldUDP64
PSX Trades PLS - Version 1.1 (ASCII) PLS - Version 2.0 (Binary) For PLS - Version 1.1:
SoupTCP,
MoldUDP

For PLS - Version 2.0:
SoupBINTCP,
MoldUDP64
PSX Last Sale (PLS)
Description: Provides real-time last sale data from the PSX execution system.
Data Delivery Option Current Data Feed Version Enhanced Data Feed Version* Protocol Options
PSX Trades PLS - Version 1.1 (ASCII) PLS - Version 2.0 (Binary) For PLS - Version 1.1:
SoupTCP,
MoldUDP

For PLS - Version 2.0:
SoupBINTCP,
MoldUDP64
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 Current Version* Protocol Options
PSX MatchView Feed PSX MatchView Feed - Version 1.1 MossUDP

 

* As noted in Data Technical News #2013-45, NASDAQ OMX will release new enhanced versions of most NASDAQ, BX and PSX proprietary equity data feeds in the first quarter of 2014. For bandwidth efficiency reasons, the new NASDAQ OMX enhanced feeds will support binary only messaging. Direct data feed subscribers will have six months to migrate to the new equity feeds once released.

Please note that the following feeds are not included in the enhanced equity feed initiative: NASDAQ Velocity & Forces, NASDAQ Pathfinders, NOIS, NASDAQ MatchView, BX MatchView and PSX MatchView.