LEARN ABOUT DATA-ON-DEMAND
Nasdaq Data-On-DemandSM provides easy and flexible access to high quality and reliable historical Level 1 data for Nasdaq- , NYSE-, NYSE American, OTCBB, OTC and other regional-listed securities—all through the cloud.
Historical tick data has become increasingly important for research, back-testing of strategies and verification of internal data. However, collecting and storing such large data sets requires substantial infrastructure and resources. Nasdaq Data-on-Demand is designed to eliminate the infrastructure and resourcing obstacles by providing a high quality, reliable source of Level 1 data.
Nasdaq Data-On-Demand provides access to consolidated Best Bid and Best Offer, and Last Sale information from the U.S. equity markets. It is available on a T+1 basis. Data can be accessed using an API. It is also available in plain text files for easy integration and analysis in programs such as Microsoft Excel.
BENEFITS AND FEATURES
Data-On-Demand gives customers a way to select subsets of data with pinpoint accuracy. Instead of combing through very large sets of historical tick data, users are able to select and obtain very specific data sets on-demand for almost instant analysis.
The product is designed to:
- Lower cost of storing and consuming Level 1 data;
- Allow access to the data you need, when you need it;
- Facilitate building custom front-end applications for your trading or market data applications;
- Validate historical data for compliance or legal purposes;
- Automate back-testing of trading algorithms;
- Improve access to historical Level 1 data;
- Provide an outsourced, back-up solution for Level 1 data
- Access consolidated quote and trade data as well as end-of-day, VWAP and other summarized trade data
- Data details are provided within the
- Data is available on a T+1 basis
- Historical data is available back to January 2008
- Simplified API Access
- Reference the for details
- Nasdaq Data-On-Demand is available via a web-based API that expands access capabilities to users by allowing easy access to specific data points
- Data is also available in plain text files for easy integration and analysis in programs such as Microsoft Excel
- For an alternative view into Level 1 data firms may also be interested in
AGREEMENTS & FORMS
To order this data product firms must submit the appropriate documentation and receive prior approval from Nasdaq:
- - Required for all firms
- - Required for all firms prior to initiation of the first Nasdaq data service only