Historical TotalView-ITCH – Monthly Subscription

Overview

NASDAQ offers a historical record of the order and trade transaction data from the TotalView-ITCH data feed. Subscribers to this historical product may download the TotalView-ITCH daily transaction logs on a T+1 basis from a secured website or FTP server.

Benefits and Features

The Historical TotalView-ITCH product is designed to:

  • Helps perform back-testing of program trading models for quality control purposes by TotalView-ITCH data feed subscribers and market data distributors
  • Provides historical tick-by-tick NASDAQ order data needed by researchers and analysts
  • Uses Binary File specifications to enable firms to easily translate the ITCH files for data storage and query

Access Options

NASDAQ offers access to the Historical-ITCH download files via secured FTP and website interface. Please note that NASDAQ retains a minimum of three months of TotalView-ITCH files on its secured FTP server.

Pricing

NASDAQ Historical TotalView-ITCH*
Entitlement Name Usage Tier Monthly Fee
NASDAQ Historical TotalView-ITCH
Distributor Fee		 1 to 500 subscribers $1,000
501 to 999 subscribers $1,500
1,000 to 4,999 subscribers $2,500
5,000 to 9,999 subscribers $3,500
10,000 or more subscribers $5,000

For NASDAQ OMX real-time data feed products, the distributor fees are assessed on subscribers that receive NASDAQ OMX information in a data feed format. This product is also covered by NASDAQ OMX annual administration fee(s). Refer to NASDAQ OMX Data Policies document for details.

NASDAQ OMX requires new Subscribers to Historical Data Products to pay 12 months of historical data product fees. Subscribers will be billed monthly for 12 months of service and will not be allowed to cancel billing during this time. After 12 months, the firm may cancel at any time. Refer to NASDAQ OMX Data Policies document for details.

Agreements & Forms

To order this web-based data product, 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.

Product News & Updates

Recent Historical TotalView-ITCH product changes include:

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