NASDAQ Filtered Data Feeds

Overview

NASDAQ depth data feed products are designed to promote full market transparency throughout the trading day. In creating its standard depth products, NASDAQ supports Net Order Imbalance data for the NASDAQ Opening and Closing Crosses as well as dynamically updating order book depth. To support the full range of data, NASDAQ data feeds require significant bandwidth and processing capacity.

While most firms want the full data set, NASDAQ has received requests for NASDAQ market participant firms interested in a limited subset of its depth data. To help these firms help control network and processing costs, NASDAQ offers a filtered data feed product.

Benefits & Features

NASDAQ filtered feed products allow firms to control network and processing costs by providing only those data elements of interest.

At this time, NASDAQ offers the following filtered data feed products for firms interested only in the opening and closing crosses:

  • NOIView for U.S. Equities
  • NOIView for U.S. Options

In the future, NASDAQ may choose to offer additional filtered data feed products as customer demand dictates.

Access Options

NASDAQ offers its filtered products as direct data feed products only. For detailed technical documentation for NASDAQ direct products, please refer to the specifications page of the NASDAQ Trader website.

Pricing

NASDAQ filtered feeds are subject to a $500 per month distributor fee in addition to NASDAQ depth data entitlement charges.

For a complete list of NASDAQ and UTP data fees, please refer to the NASDAQ Data Products Pricing page.

Agreements & Forms

For NOIView for Equities, firms should complete the same forms as listed on the NASDAQ TotalView page.

For the NOIView for Options, firms should complete the same forms as listed on the NASDAQ Options Data Feeds page.

Product News & Updates

For the complete list of NASDAQ direct data feed changes, please refer to the NASDAQ Data Product Release Schedule.