Nasdaq TotalView — the standard Nasdaq data feed for serious traders — displays the full order book depth on Nasdaq, including every single quote and order at every price level in Nasdaq-, NYSE-, NYSE American- and regional-listed securities trading on Nasdaq. ...
Nasdaq TotalView-> Real-time data feed that displays the full order book depth on Nasdaq, including every quote and order at every price level for Nasdaq-, NYSE-, NYSE American- and regional-listed securities on Nasdaq. Nasdaq ESG Data Hub-> ...
Nasdaq’s real-time options data feeds are delivered with high-speed, enabling you to achieve seamless order fulfillment and price optimization. Modern Delivery via API Receive real-time options data via Nasdaq’s scalable and robust cloud-based APIs. This delivery allows for effortless integratio...
EquitiesTape ATape BTape CUS Equity Total FINRA/TRFTape ATape BTape CTotal Data is updated every 1 minute.Last Update Symbol Lookup StockOptionsBondsMkt. ParticipantGO System Status Dec 12, 2024 22:43:37 ET Resources Get E-Mail Notifications ...
Nasdaq TotalView-ITCHTape A, Tape B, Tape CNasdaqProvides 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. ...
System Status Dec 16, 2024 13:04:03 ET Resources Get E-Mail Notifications Trading Halts Pricing Clearly Erroneous Filing Trading Calendar Market System Hours News CorpAct - Information Regarding the Reverse Stock Split, Par Valu... New ETP Listings - Nasdaq to Begin Listing The Beehive ETF on ...
Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data In this paper, we provide new empirical evidence on order submission activity and price impacts of limit orders at NASDAQ. Employing NASDAQ TotalView-ITCH ... Nikolaus Hautsch,Ruihong Huang - 《Ssrn...
Price OUCH $575/port/month1 OUCH Backup No charge RASH $575/port/month Multicast TotalView-ITCH (software-based) $1,000/port/month Multicast TotalView-ITCH (software- and hardware-based) $2,500/port/month TCP ITCH data feed $750/port/month DROP $550/port/month Trading Ports ...
price impactlimit orderimpulse response functioncointegrationoptimal order sizeIn this paper, we provide new empirical evidence on order submission activity and price impacts of limit orders at NASDAQ. Employing NASDAQ TotalView-ITCH data, we find that market participants dominantly submit limit orders ...
Nasdaq BX TotalView-ITCH- Provides full order depth with attribution and last sale information. BX Historical TotalView ITCH- Offers a historical record of the order and trade transaction data from the BX TotalView-ITCH data feed. Subscribers to this historical product may download daily transaction ...