NASDAQ OMX Daily Share Volume

Overview

Daily Share Volume is a historical data product that summarizes the aggregated share volume in the NASDAQ Market Center at the market participant and issue level for all NASDAQ-, and non-NASDAQ-listed securities. The data is available on a T+1 and on a monthly basis. Daily Share Volume does not include ECNs.

Benefits & Features

Daily Share Volume is designed to provide insight and transparency into comprehensive share volume information for U.S. equities by:

  • Providing "gold-source" data obtained from trades executed on the NASDAQ Market Center. The data includes hidden, reserve and anonymous trades and odd lots.
  • Monitoring which broker/dealers have the most volume in a specific issue. See where select sell-side firms rank and make educated routing and trading decisions.
  • Highlighting NASDAQ liquidity in the full range of U.S. equity securities including both NASDAQ- and non-NASDAQ listed issues.
  • Offering an unbiased source and credibility for firm’s promotional activities. This represents a valuable resource to the media to increase opportunities for exposure and demonstrates trading prominence to customers and competitors.
  • Providing Flexible Delivery Options allowing you to customize the data to fit your needs — available as web-based reports via the NASDAQ OMX DataStore, FTP download or the NASDAQ OMX secure web service.

Data Description

For NASDAQ- and non-NASDAQ listed issues, Daily Share Volume carries the following data elements on a T+1 and a monthly basis:

  • Issue Symbol
  • Issue Name
  • Market Participant ID
  • Market Participant Name
  • Volume
Note: In Monthly files, all firms appear unless they specifically opt-out. In Daily files, only those firms that specifically opt-in are included in the file. View the list of daily report participating firms.

Data Delivery Options

Daily Share Volume files for the rolling calendar month are available for download via a secured FTP interface, secured web service or secured website interface.

NASDAQ OMX DataStore – The NASDAQ OMX DataStore is a showcase for our innovative and premier data products. DataStore offers access to NASDAQ’s newest and most innovative data products via a secured web-based interface. The Daily Share Volume web report is available at on the NASDAQ OMX DataStore at data.nasdaqomx.com.

Pricing

This product is subject to the following distributor fees:


NASDAQ Daily Share Volume
Entitlement Name Monthly Fee
NASDAQ Daily Share Volume
Distributor Fee		 $2,500
Enterprise License Option
NASDAQ Daily Share Volume Widget —
Enterprise License		 Unlimited Internal Distribution: $5,000/month
Annual Fee: $4,500/month ($54,000/year)

Agreements & Forms

To order Daily Share Volume as an FTP download or secure web service, 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.