| Data Entitlement Name |
Product Description |
Specifications and Sample Files |
| NASDAQ Historical TotalView-ITCH |
- File containing all of the NASDAQ TotalView-ITCH outbound order messages:
- From July 30, 2010 and forward, data presented in TotalView-ITCH 4.1 format
- Between May 1, 2010 and July 30, 2010, data is available in both TotalView-ITCH 4.0 and TotalView-ITCH 4.1 format
- As of January 12, 2009, data presented in TotalView-ITCH 4.0 format
- From June to August 2009, data also available in TotalView-ITCH 4.0f format
- From August 13, 2007 to January 16, 2009, data presented in TotalView-ITCH 3.0 format
- Prior to August 17, 2007, the data presented in TotalView-ITCH 2.0 format
- File containing NASDAQ net order imbalance data (NOII):
- Standalone NOII data file offered as of January 4, 2010
- NOII data included in the full TotalView-ITCH data log files as of August 13, 2007
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Secured FTP Specifications:
File Translation Specifications:
Data Format Specifications for Raw Data:
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| BX Historical TotalView-ITCH |
- File containing all of the BX TotalView-ITCH outbound data feed messages
- From July 30, 2010 and forward, data presented in BX TotalView-ITCH 4.1 format
- Between May 1, 2010 and July 30, 2010, data is available in both BX TotalView-ITCH 4.0 and BX TotalView-ITCH 4.1 format
- From July 1, 2009 to July 30, 2010, data is available in BX TotalView-ITCH 4.0 format
- From July 20, 2009 to August 31, 2009, data also available in BX TotalView-ITCH 4.0f format
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Secured FTP Specifications:
File Translation Specifications:
Data Format Specifications for Raw Data:
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| PSX Historical TotalView-ITCH |
- File containing all of the PSX TotalView-ITCH outbound data feed messages
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Secured FTP Specifications:
File Translation Specifications:
Data Format Specifications for Raw Data:
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| NASDAQ ModelView |
- Detailed file that displays the total volume, total display volume, and total reserve volume in the NASDAQ trading system at each price point at one minute intervals during the trading day
- File includes NASDAQ and other exchange listed issues
- File available on T+10 basis via secured website or secured FTP access
- Subscription covers current month’s files only
- Historical data back to August 2005 available upon special request
|
Specifications:
Sample Data Files:
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| NASDAQ Daily List |
- Advance notification of corporate action information such as new listings, delistings, name/symbol changes, listing market tier changes, and dividend declarations impacting NASDAQ-listed issues
- Security master changes to NASDAQ Mutual Fund Quotation Service (MFQS) database
- Files posted and updated intraday
- Files available via secured website or secured FTP server
- Subscription includes access to historical Daily List data dating back to 1998
|
Specifications:
Sample Data Files (with CUSIPs):
Sample Data Files (Without CUSIP):
Complement Products:
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| NASDAQ, BX and PSX Short Sale Volume and Transaction Reports |
NASDAQ OMX offers two types of short sale files based on the trading activity on The NASDAQ Stock Market, NASDAQ OMX BX (BX) and NASDAQ OMX PSX (PSX):
- The Daily Short Sale Volume Files reflects the aggregated number of shares executed on NASDAQ®, BX and PSX during regular trading hours. At the security level, NASDAQ OMX will show the volume for executed short sale trades as well as the total trading volume for NASDAQ, BX and PSX. Because NASDAQ, BX and PSX market participants may trade all U.S. exchange-listed securities, the file will include short sale data for NASDAQ-, NYSE- and regional exchange-listed issues.
- The Monthly Short Sale Transaction File provides a trade-by-trade record of all short sales executed on the NASDAQ, BX and PSX execution systems and reported to a consolidated tape in NASDAQ-, NYSE- and MKT-listed issues. Within this file, NASDAQ OMX will provide trade details including the transaction time, price and number of share for every short sale transaction.
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Specifications:
Sample Data Files:
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| NASDAQ Short Interest Reports |
- Summary of short interest positions for all NASDAQ-listed issues as reported by FINRA
- Files available on semi-monthly basis via secured FTP server
- Subscription includes current month’s data only
- Historical data available via NASDAQ Report Source
|
Specifications:
Sample Data File:
Complement Product:
|
| Fundamental Data |
- Summary file of the prior day’s trading activity for all NASDAQ-listed issues
- Summary file also includes key fundamental data elements such as Total Shares Outstanding and Public Float for NASDAQ-listed issues
- File available on T+1 basis via secured website or secured FTP server
- Subscription includes current month’s data only
- Historical data available (without CUSIPs) via NASDAQ Report Source
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Specifications:
Sample Data Files:
|
| NASDAQ Daily Share Volume Report |
- Daily and monthly summary of aggregated trading volume for NASDAQ exchange participants
- Provides "gold-source" data obtained from trades executed on the NASDAQ Market Center
- Highlights NASDAQ liquidity in the full range of U.S. equity securities including NYSE- and NYSE Alternext-listed issues.
- Files are available on a T+1 and monthly basis via secured website or secured FTP server
|
Specifications:
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| NASDAQ 144A Reference Database Report |
- Detailed summary data for those 144A private placement securities that have been designated as PORTAL securities by NASDAQ OMX.
- Daily change files for the current business month where the approval status or the final documentation status of the 144A security has changed from the prior trading day.
- Full current year file that contains all 144A securities that have been approved by NASDAQ OMX in the current year updated daily.
- Annual files for the older application data (1990-2007) that contain all 144A securities that have been approved by NASDAQ OMX from 1990 through 2007 updated daily.
- Files are available on T+1 basis via secured website or secured FTP server
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Specifications:
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| Historical NASDAQ Velocity and Forces |
- File containing all of the NASDAQ Velocity and Forces outbound data feed messages
|
Secured FTP Specifications:
File Translation Specifications:
Data Format Specifications for Raw Data:
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| Historical NASDAQ Market Pathfinders |
- File containing all of the NASDAQ Market Pathfinder outbound data feed messages
|
Secured FTP Specifications:
File Translation Specifications:
Data Format Specifications for Raw Data:
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| Global Index Watch (GIW) |
- GIW is an indispensable tool for investment professionals who track NASDAQ OMX indexes or trade NASDAQ OMX index-related derivative instruments.
- Provides essential historical index data for all NASDAQ OMX indexes via an easy-to-use web interface or a web service.
- Tracks daily changes to the composition and weighting of NASDAQ OMX indexes
- Reports advanced notice of corporate actions
- Maintains a historical record of the values, composition, weighting and divisors indexes and more
|
Web Service Specifications:
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| Historical PHLX Orders |
- File containing all of the PHLX Orders (from TOPO Plus Orders) outbound order data feed messages.
|
Secured FTP Specifications:
File Translation Specifications:
Data Format Specifications for Raw Data:
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| PHLX Options Trade Outline (PHOTO) |
- PHOTO provides End-of-Day and Intra-Day data for each option series listed on PHLX in which an electronic trade occured during the day. Files are available via secured FTP server.
- End-of-Day files are available on a T+1 basis.
- Intra-Day files are cumulative and are available every ten minutes throughout the trading day.
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Data Field Description:
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| NASDAQ Options Trade Outline (NOTO) |
- NOTO provides End-of-Day and Intra-Day data for each option series listed on NOM in which an electronic trade occured during the day. Files are available via secured FTP server.
- End-of-Day files are available on a T+1 basis.
- Intra-Day files are cumulative and are available every ten minutes throughout the trading day.
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Data Field Description:
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