A deeper look into order book pricing. Each feed displays bids and offers at the top five order book price levels along with last sale prices.
- Nasdaq ISE
- Nasdaq GEMX
- Nasdaq MRX
EACH FEED PROVIDES
- A more complete and sophisticated view of the options market by including the top five price levels of the order book
- Last trade information along with opening price, cumulative volume, high and low prices for the day
- Access to invaluable imbalance information about opening and reopening orders
Helpful administrative and market event messages to keep firms well informed. For example:
- Options Directory Messages that relay basic option symbol and contract information for those securities traded on the options market.
- Security Open Messages that inform the user that the option symbol denoted in the message is available for auto execution within the options market system as soon as the opening auction process is complete.
- Trading Action Messages that inform the user when a specific security is halted or released for trading on the options market.
Via Nasdaq Direct Data Feed Products:
Trading firms and market data vendors may create a real-time display by processing direct Nasdaq data feed products. For detailed technical documentation for Nasdaq direct products, please refer to the Market Data technical specifications page.
Via Market Data Vendors:
Individual investors and traders may access real-time data through a number of authorized Nasdaq market data distributors. Market data distributors provide both display devices and data feed products containing Nasdaq real-time data.
View the technical specifications.
AGREEMENTS & FORMS
To initiate this data on a data feed, 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
- - Required for firms only if the data will be displayed or used in a system that is not yet approved by Nasdaq
For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the .
To order this data on a stand-alone terminal/controlled display product, end users or end-user firms should contact their for the appropriate agreements and forms.