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

Please refer to the U.S Equities Price List for pricing information.

Agreements & Forms

To initiate this data on a data feed, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.


FINRA™, Trade Reporting Facility™ and TRF™ are trademarks of Financial Industry Regulatory Authority.