Overview

For firms that demand the lowest latency products, Nasdaq offers direct access to its U.S. equity and derivatives data feed products from its U.S. data centers. Firms may connect to U.S. data centers via the co-location facility, extranets or direct connectivity providers.

Firms that wish to receive Nasdaq data via a market data redistributor, please refer to the Nasdaq Data Products section of the site.

The Nasdaq Stock Market

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
Nasdaq TotalView-ITCH Nasdaq,
NYSE,
NYSE MKT,
NYSE Arca
Nasdaq Provides tick-by-tick details for all displayable orders in the Nasdaq execution system. Also includes Net Order Imbalance Indicator (NOII) data for the Nasdaq Opening and Closing Crosses.
Nasdaq Basic Nasdaq,
NYSE,
NYSE MKT,
Arca
Nasdaq,
FINRA/Nasdaq
TRF
Provides best bid and offer quotations from the Nasdaq execution system as well as trade data from the Nasdaq execution system and FINRA/Nasdaq Trade Reporting Facility (TRF).
Nasdaq Last Sale (NLS) Nasdaq,
NYSE,
NYSE MKT,
Arca
Nasdaq,
FINRA / Nasdaq
TRF
Facilitates market transparency by offering real-time last sale data from the Nasdaq execution system and FINRA/Nasdaq Trade Reporting Facility (TRF) at a low cost to market data distributors.
Nasdaq MatchView (formerly known as OUCH Pricing Feed) Nasdaq,
NYSE,
NYSE MKT,
Arca
Nasdaq Provides a view into what the Nasdaq execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol.
Nasdaq Level 2 Nasdaq,
NYSE,
NYSE MKT,
Arca
Nasdaq Provides the top price level for each and every market participant in the Nasdaq execution system.
Nasdaq Market Analytix (Velocity & Forces) Nasdaq,
NYSE,
NYSE MKT,
Arca
Nasdaq Market sentiment indicators that measure velocity and direction of Nasdaq exchange participant activity on an issue-by-issue basis.
Nasdaq Market Pathfinders Nasdaq,
NYSE,
NYSE MKT,
Arca
Nasdaq Real-time indicator that measures the sentiment of the market based on the buying and selling patterns of Nasdaq market participants.
Data Reports
Data Report Issue Coverage Market Coverage Data Description Supporting Documentation
Nasdaq Market Replay Nasdaq,
NYSE,
NYSE MKT
Nasdaq,
CQS
Consolidated order book and trade data.
Frequency: Intraday
Nasdaq Daily List Nasdaq,
Funds/UITs
Nasdaq,
MFQS
Advance notice corporate actions in Nasdaq-listed securities and MFQS-eligible fund instruments.
Frequency: Intraday
Nasdaq Historical TotalView-ITCH Nasdaq,
NYSE,
NYSE MKT
Nasdaq Historical data logs of order and trade data from TotalView-ITCH.
Frequency: T+1
Nasdaq ModelView Nasdaq,
NYSE,
NYSE MKT
Nasdaq Minute-by-minute summary of total order interest, including displayed and hidden order interest, from the Nasdaq execution system.
Frequency: T+10
Nasdaq Historical Market Analytix (Velocity & Forces) Nasdaq,
NYSE,
NYSE MKT
Nasdaq Historical record of the order and pre-trade indications of price movement, momentum and liquidity from the Nasdaq Velocity and Forces data feed.
Frequency: T+1
Nasdaq Historical Market Pathfinders Nasdaq,
NYSE,
NYSE MKT
Nasdaq Historical record of market sentiment based on aggregated trading decisions of Nasdaq market participants from the Nasdaq Market Pathfinders data feed.
Frequency: T+1
Nasdaq Fundamental Data Nasdaq Nasdaq Security master information with daily market summary statistics.
Frequency: T+1
Nasdaq Daily Share Volume Nasdaq,
NYSE,
NYSE MKT
Nasdaq Daily and monthly summary of trading volume for Nasdaq exchange participants.
Frequency: T+1, Monthly
Nasdaq Short Sale Reports Nasdaq,
NYSE,
NYSE MKT
Nasdaq,
BX
Daily and monthly summary of short sale volume and transactions.
Frequency: T+1, Monthly
Nasdaq Short Interest Report Nasdaq Nasdaq,
FINRA
Summary of consolidated market short interest positions in Nasdaq-listed securities.
Frequency: Semi-monthly

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Nasdaq BX (BX)

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
BX TotalView-ITCH Nasdaq,
NYSE,
NYSE MKT,
Arca
BX Provides tick-by-tick details for all displayable orders in the BX execution system.
BX Basic Nasdaq,
NYSE,
NYSE MKT,
Arca
BX Provides best bid and offer quotations and trade data from the BX execution system.
BX Last Sale (BLS) Nasdaq,
NYSE,
NYSE MKT,
Arca
BX Provides real-time last sale data from the BX execution system.
BX MatchView (formerly known as OUCH Pricing Feed) Nasdaq,
NYSE,
NYSE MKT,
Arca
BX Provides a view into what the Nasdaq BX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol.
Data Reports
Data Report Issue Coverage Market Coverage Data Description Supporting Documentation
BX Historical TotalView-ITCH Nasdaq,
NYSE,
NYSE MKT
BX Historical data logs of order and trade data from BX TotalView-ITCH
Frequency: T+1
BX Short Sale Reports Nasdaq,
NYSE,
NYSE MKT
Nasdaq,
BX
Daily and monthly summary of short sale volume and transactions
Frequency: T+1, Monthly

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Nasdaq PSX (PSX)

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
PSX TotalView-ITCH Nasdaq,
NYSE,
NYSE MKT,
Arca
PSX Provides tick-by-tick details for all displayable orders in the PSX execution system.
PSX Basic Nasdaq,
NYSE,
NYSE MKT,
Arca
PSX Provides best bid and offer quotations and trade data from the PSX execution system.
PSX Last Sale (PLS) Nasdaq,
NYSE,
NYSE MKT,
Arca
PSX Provides real-time last sale data from the PSX execution system.
PSX MatchView (formerly known as PSX OUCH Pricing Feed) Nasdaq,
NYSE,
NYSE MKT,
Arca
PSX Provides a view into what the PSX execution system sees as the prevailing Best Bid and Offer of the other exchanges. Designed to work OUCH inbound protocol.
Data Reports
Data Report Issue Coverage Market Coverage Data Description Supporting Documentation
PSX Historical TotalView-ITCH Nasdaq,
NYSE,
NYSE MKT
PSX Historical data logs of order and trade data from PSX TotalView-ITCH
Frequency: T+1
PSX Short Sale Reports Nasdaq,
NYSE,
NYSE MKT
Nasdaq,
PSX
Daily and monthly summary of short sale volume and transactions
Frequency: T+1, Monthly

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UTP / FINRA

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
UTP Level 1 Nasdaq All U.S. Exchanges BBO for each UTP participant exchange, National BBO
FINRA Level 1 OTC Bulletin Board (OTCBB), Other OTC equities OTCBB for quotes, FINRA OTC Reporting Facility (ORF) for trades Top participant quotes for OTCBB participants

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Nasdaq PHLX (PHLX)

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
PHLX Depth of Market All PHLX Traded Options PHLX Provides full depth of quotes and orders from the PHLX trading system.
TOPO Plus Orders All PHLX Traded Options PHLX Provides simple and complex PHLX order as well as top of file quotation information and PHLX last sale data.
Top of PHLX Options (TOPO) All PHLX Traded Options PHLX Offers direct access to the PHLX best bid and offer quotation and trade data.
PHLX Orders All PHLX Traded Options PHLX Provides the real-time status of simple and complex orders on the PHLX order book.
Data Reports
Data Report Issue Coverage Market Coverage Data Description Supporting Documentation
PHLX Options Trade Outline (PHOTO) PHLX Traded Options PHLX Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades
Frequency: T+1, Intra-Day
PHLX Historical Orders PHLX Traded Options PHLX Historical capture of all data from the PHLX Orders feed
Frequency: T+1

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Nasdaq Options Market

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
Nasdaq ITCH to Trade Options (ITTO) NOM Traded Options Nasdaq Options Market For The Nasdaq Options Market, Nasdaq offers a variety of depth market and trade data feed options.
Best of Nasdaq Options (BONO) NOM Traded Options Nasdaq Options Market Offers direct access to the Nasdaq Options best bid and offer quotation and trade data.
Data Reports
Data Report Issue Coverage Market Coverage Data Description Supporting Documentation
Nasdaq Options Trade Outline (NOTO) NOM Traded Options Nasdaq Options Market Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades
Frequency: T+1, Intra-Day
Historical ITCH to Trade Options NOM Traded Options Nasdaq Options Market Provides a historical record of the order and trade transaction data from the ITTO data feed.

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Nasdaq BX Options

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
BX Options Depth of Market (BX Depth) BX Traded Options Nasdaq BX Options For The Nasdaq BX Options, NASDAQ OMX offers a variety of depth market and trade data feed options.
BX Options Top of Market (BX Top) BX Traded Options Nasdaq BX Options Offers direct access to the BX Options best bid and offer quotation and trade data.

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Nasdaq U.S. Derivatives

Real-Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
Nasdaq Smart Options OPRA NBBO and Trades OPRA Provides only the OPRA NBBO and Trade data information.

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Global Indexes and ETFs

Nasdaq Group
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
Global Index Dissemination Service Index Data,
Exchange Traded Funds (ETFs) Valuation Data
All Nasdaq U.S. and European Markets,
Select Third Party Index Providers
Provides intra-day index values, index component data (disseminated daily) and end-of-day summary reports for Nasdaq-licensed indexes and select third party indexes. Also, provides intra-day portfolio values (IPVs) and daily valuation data including net assets, net accrued dividends and TSO for Exchange Traded Funds (ETFs) listed on Nasdaq.
Global Index Watch Equity,
Fixed Income,
Commodity Indexes
Nasdaq US,
Nasdaq Europe,
Nasdaq PHLX

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Mutual Funds

Real Time Data Products
Data Product Issue Coverage Market Coverage Data Feed Description Supporting Documentation
Mutual Fund Dissemination Service (MFDS) Mutual Funds,
Money Market Funds,
UITs
Nasdaq (MFQS) Outbound feed that provides net asset values (NAV), offer/market price and other price-related information for U.S. mutual funds, money markets and unit investment trusts to the market data community.
Mutual Fund Quotation Service (MFQS) Mutual Funds,
Money Market Funds,
UITs
Nasdaq (MFQS) Inbound user interfaces that enable fund families and pricing agents to report daily price data as well as ad hoc dividends and capital distributions to Nasdaq for public dissemination.
Data Reports
Data Report Issue Coverage Market Coverage Data Description Supporting Documentation
MFQS Daily List Mutual Funds,
Money Market Funds,
UITs
Nasdaq (MFQS) Advance notice corporate actions in Nasdaq-listed securities and MFQS-eligible fund instruments
Frequency: Intraday

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