MiFID II Best Execution and Delayed Data
Data to be provided by execution venues on the quality of execution of transactions, and delayed data for the Nasdaq European Exchanges.
MiFID II Best Execution
MiFID II requires Trading Venues to provide both the public and Investment Firms with relevant data on execution quality in order to determine the best way to execute client orders. The Trading Venue shall publish information in terms of general information, price, cost and likelihood of execution.
Technical Standards adopted by the European Commission (RTS 27)
Click here to access Nasdaq's Best Execution Reports
Please note that updated reports may be published on this website. Any historic reports may be found in the archive for the respective quarters.
While the report has been prepared on the basis of the best information available, Nasdaq Copenhagen A/S, Nasdaq Helsinki Ltd, Nasdaq Iceland hf., Nasdaq Riga AS, Nasdaq Stockholm AB, Nasdaq Tallinn AS, AB Nasdaq Vilnius and Nasdsaq Oslo ASA accept no liability for decisions taken, or systems work carried out by any party, based on this document and reserve the right to update and to correct the already published reports where required.
MiFID II Delayed Data
Nasdaq makes pre- and post-trade delayed data for Nasdaq Nordic Exchanges available on http://www.nasdaqomxnordic.com/ in accordance with the requirements of MiFID and MiFIR. The data is time delayed at 15 minutes and is available to view on screen as well as in downloadable files in a machine-readable format (csv). Use of this data is free, however please note that if you are downloading this data and selling it as part of a commercial solution, fees may apply and you should contact: dataeurope@nasdaq.com to receive further information. For detailed information on how to find and download delayed information, please refer to the below asset class specific instructions.
Pre- & Post-trade delayed data files are in accordance with the requirements of MiFID and MiFIR available for Nasdaq Nordic & Baltic Exchanges. The data is time delayed at 15 minutes and is available as downloadable files in a machine-readable format (csv). For post-trade data, every minute during opening hours a new file is created including 15 minutes delayed information for the last consecutive minute. For pre-trade data, every minute during opening hours 6 files is made available including 15 minutes delayed pre-trade information each including 10 seconds of data for the last consecutive minute. Each file is named by asset class, time stamp and a suffix indicating the seconds interval. For the seconds interval suffix: '0' means first 10 seconds of the relevant minute, '1' means seconds 11-20; etc.
Separate files are available for different asset classes for pre- & post-trade data. Files are available for 24 hours.
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Please click on one of the following links and select an instrument to access our view- and download-services for pre- and post-trade data for all relevant Nasdaq European exchanges:
Delayed data files for individual instruments are available to download in machine-readable csv-format via the ‘Download CSV’ link on top of the ‘Trades’-table. The files include all trades from the current trading day, delayed at 15 minutes.
Pre- & Post-trade delayed data files generated every minute for Nordic Equity instruments are available in the 'Trade Reports menu' here: http://www.nasdaqomxnordic.com/shares/equities
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Please click the link and select a market segment and an instrument to access our view- and download-services for pre- and post-trade data for all relevant Nasdaq European Fixed Income exchanges.
Delayed data files are available to download in machine-readable csv-format via the ‘Download CSV’ link on top of the ‘Trades’-table. The files includes all trades from the current trading day delayed at 15 minutes.
Pre- & Post-trade delayed data files generated every minute for Nordic Fixed Income instruments are available in the 'Trade Reports menu' here: http://www.nasdaqomxnordic.com/bonds/fixed-income
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Please click on link and select an instrument to access our view- and download-services for pre- and post-trade data for all relevant Nasdaq European Derivatives exchanges.
Delayed data files are available to download in machine-readable csv-format via the ‘Download CSV’ link on top of the ‘Trades’-table. The files includes all trades from the current trading day delayed at maximum 15 minutes.
Pre- & Post-trade delayed data files generated every minute for Nordic Derivatives instruments are available in the 'Trade Reports menu' here: http://www.nasdaqomxnordic.com/optionsandfutures/derivatives
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Please click on link and select a market segment to access our view- and download-services for pre- and post-trade data for all relevant Nasdaq Commodities markets.
Delayed data files are available to download in machine-readable csv-format via the ‘Export to Excel’ link in the ‘Market Prices’-table. The files includes all trades from the current trading day delayed at 15 minutes.
Post-trade delayed data files generated every minute for Commodities instruments are available here: http://www.nasdaqomxnordic.com/tradereports/commodities
Pre-trade delayed data files generated every minute for Commodities instruments are available here: http://www.nasdaqomxnordic.com/tradereports/commodities--pre-trade -
Please click on the link to access our view- and download-services for post-trade data for Nasdaq APA.
Delayed data files are available to download in machine-readable csv-format via the ‘Export to CSV’ link on top of the ‘APA Trade Historical List’-table. The files includes all trade reports from the selected day interval delayed at 15 minutes.
Post-trade delayed data files generated every minute for Nasdaq APA are available here: http://www.nasdaqomxnordic.com/nasdaq-apa/apa
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Please click on one of the following links to access our view- and download-services for pre- and post-trade data for all relevant Nasdaq Baltic exchanges:
Delayed data files are available to download in machine-readable xlsx-format via the ‘XLSX’ link on top of the ‘Downloads' section The files include all trades from the current trading day, delayed at 15 minutes.
Post-trade delayed data files generated every minute are available here: http://www.nasdaqomxnordic.com/tradereports/baltic-equity
Pre-trade delayed data files generated every minute are available here: http://www.nasdaqomxnordic.com/tradereports/baltic-pre-trade
Please note: Baltic Fixed Income pre-trade files are not yet available.