NASDAQ OMX Market ReplaySM Product Suite

Overview

The Market ReplaySM Product Suite features several versions of NASDAQ OMX’s powerful replay and analysis tool that allows users to view detailed financial data down to the millisecond.

 

NASDAQ Market Replay PRO

*Now offering pre/post market data!*

NASDAQ Market ReplaySM U.S. is an extremely powerful replay and analysis tool, allowing users to view the consolidated order book and trade data for NASDAQ-, NYSE- and other regional exchange -listed securities at any point in time.

  • Trade support and compliance desks can use Market Replay to help validate best execution and Reg NMS compliance.
  • Investors and Brokers can use the tool to reconstruct the events around a single point in time to determine whether there was a missed opportunity or an unforeseen event.
  • Brokers can send clients a NASDAQ-validated screen shot of the moment their particular trade occurred, confirming the quality of the execution.

Data is available intraday and will be delayed at least 15-minutes for NASDAQ, NYSE- and other regional exchange -listed securities.

 

NASDAQ Market Replay LITESM and PLUSSM

Market Replay LITE, a free market analysis tool, allows retail investors to view transparent insight into the intricacies of the market with an easy-to-use interface and quick access to market activity.

Market Replay PLUS is an enhanced offering of the LITE version offering an unlimited number of replays and access to intraday quote and trade data.

Using a subset of functionality of Market Replay PRO, LITE and PLUS provide extremely powerful replay of consolidated quote and trade data. They allows users to rewind and re-examine the order book and time-and-sales data at historic points in time, providing the chance to confirm the quality of their trade and review missed opportunities.

To view a matrix of features of the different products within the Market
Replay product suite, refer to the Market Replay product matrix on the NASDAQ OMX Trader® website.
Click image to view tutorial. Make sure audio is on.

 

Benefits & Features

Market Replay U.S. is designed to provide real-time intraday market data for NASDAQ-, NYSE- and other regional exchange-listed securities. In addition, it enables users to:

Market Replay offers the ability to:

  • Upload Custom Trades (represented in a different color)
    • Identify your trade within the market orders
    • Upload a trade not reported to the consolidated tape
    • Plot the trades by adjusting the timestamp
  • Request a replay by issue, date and time
  • View quotes and trades down to the millisecond level
  • Replay the order book in simulated real-time
  • View the National Best Bid and Offer at any point in time
  • Sub-market center codes reporting; export to excel to view originating market center for FINRA reported trades
  • Filter data by Exchange for a more targeted view of the market
  • Share a replay with clients to confirm best execution

For a full list of features and benefits, view the Market Replay Fact Sheet.
10-Minute Replay

Access Options

NASDAQ’s Web 2.0 Widget Plug-and-Play technology provides a ready-made display requiring no additional bandwidth and significantly reducing development time and cost. Plug and Play allows distributors to offer the premier Market Replay data in a customized format to fit their usage and capacity needs.

Pricing

NASDAQ OMX charges a monthly subscription and user fee for access to Market Replay:

NASDAQ Market Replay
Entitlement Name Security Coverage Monthly Fee
Usage Fees
NASDAQ Market Replay —
Subscriber Fees		 NASDAQ, NYSE and Amex Issues Professional/Corporate: $50 per user
Non-Professional: $20 per user
Distributor Fees
NASDAQ Market Replay —
Distributor Fee		 NASDAQ, NYSE and Amex Issues Professional
Internal Distribution: $1,000 per firm
External Distribution: $5,000 per firm
Non-Professional
$5,000 per firm
Enterprise License Option
NASDAQ Market Replay —
Enterprise License		 NASDAQ, NYSE and Amex Issues $25,000 per month

The usage fees are assessed based on the number and type of subscribers that access NASDAQ OMX market data. See the NASDAQ OMX Data Policies document for additional information. Please consult with your NASDAQ OMX Global Data Product account manager to determine which fee option is best suited to your company's needs.

The enterprise license option for professional and non-professional subscribers is available to NASDAQ OMX broker/dealer firms only. The enterprise license for non-display terminals is available to NASDAQ OMX internal data distributors only. Enterprise licenses cover subscriber fees only; firms must still pay applicable distributor fees. For some products, there may be a minimum subscription length. Please contact your NASDAQ OMX Global Data Product account manager to discuss these pricing options.

Product News & Updates

Market Replay subscribers and distributors may be interested in the following updates:

How to Order

To order this NASDAQ product:

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Product Support

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