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

Downloadable Feeds

The feeds referenced below are available using the web site download. Please refer to the subscription page to gain access to these feeds. Each file contains one stock per one trading session. Please refer to the table below for the description of the available data formats. More feeds are available per custom quote using our data order form.

Name Fields Description
ITCH 3.0/4.0
Message Type
Order Number
This file contains messages for order flow from NASDAQ. Each record adds, cancels, or executes a unique order in the book. Please refer to order-flow file specification for further information.
Time&Sales Timestamp
Order Type
This file contains executed orders from NASDAQ. Each record contains price and volume parameters of trade. Please refer to time&sales specification for further information.
Indicators Timestamp
This file contains values of indicators that capture various order book and order flow properties for the selected NASDAQ stock. These indicators can be used to discover various trading patterns. Please refer to market indicator specification for further information.
Oscillators Timestamp
This file contains values of oscillators that numerically estimate effects of order flow imbalances on price and volatility throughout the trading session. These indicators can be used to discover various trading patterns. Please refer to oscillators overview for further information.
OHLCV Tick Data Timestamp
OHLCV Tick Data
Open, Low, High, Close Prices and Volume indicators (OHLCV). Please refer to OHLCV Tick Data Overview for further information.

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.