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Data Order Form
Feeds Overview
Available Feeds
Downloadable Feeds
Download Historical TotalView-ITCH File
Download Historical Time&Sales File
Download Historical Indicators File
Download Historical Oscillators File

Available Feeds

We provide a variety of historical files and realtime data streams. You can use them to test your trading strategies using historical simulations.

US Equities Level 1
  • CTA CTS/CQS
  • NASDAQ UTDF/UQDF
  • Consolidated Level 1
US Equities Depth Feeds
  • NASDAQ TotalView
  • ArcaBook Equities
  • NYSE OpenBook
  • BATS
  • Direct Edge
  • Consolidated Order Book
Other feeds
  • NASDAQ BBDS
  • NASDAQ OMDF
  • NASDAQ TDDS
  • NYSE Alerts
  • NYSE Arca Trades
  • NYSE Imbalances
  • Pink sheets
Canadian Equities
  • Toronto Level 1 (TL1)
  •  
  • Toronto Level 2 (TL2)
Indexes
  • CBOE Index
  • Dow Jones Index
  • NASDAQ GIDS
Mutual Funds
  • NASDAQ MFDS
Options
  • OPRA
Futures
  • CBOE Futures Exchange
  • CBOT
  • CME
  • COMEX
  • ICE US
  • KCBT
  • MGEX
  • NYMEX
  • NYSE LIFFE US

Custom Data Feeds

We will be happy to help you design your own datasets and streams, custom tailored to your needs. Please contact our technical support team by filling out our data order form with your specifications.