LEARN ABOUT MARKET REPLAY
Nasdaq Market Replay is an extremely powerful replay and analysis tool, allowing users to view the consolidated order book and trade data for Nasdaq-, NYSE- and other regional exchange- listed securities at any point in time.
BENEFITS & FEATURES
Designed to provide intraday market data for Nasdaq-, NYSE- and other regional exchange- listed securities, Market Replay offers the ability to:
Upload Custom Trades (represented in a different color)
- Identify your trade within the market orders
- Upload a trade not reported to the consolidated tape
- Plot the trades by adjusting the timestamp
- Request a replay by issue, date and time
- View quotes and trades down to the millisecond level
- Replay the order book in simulated real-time
- View the National Best Bid and Offer at any point in time
- Sub-market center codes reporting; export to excel to view originating market center for FINRA reported trades
- Filter data by Exchange for a more targeted view of the market
- Share a replay with clients to confirm best execution
Nasdaq’s Web 2.0 Widget Plug-and-Play technology provides a ready-made display requiring no additional bandwidth and significantly reducing development time and cost. Plug and Play allows distributors to offer the premier Market Replay data in a customized format to fit their usage and capacity needs.
The enterprise license option for professional and non-professional subscribers is available to Nasdaq broker/dealer firms only. The enterprise license for non-display terminals is available to Nasdaq internal data distributors only. Enterprise licenses cover subscriber fees only; firms must still pay applicable distributor fees. For some products, there may be a minimum subscription length. Please contact your Nasdaq Global Data Product account manager to discuss these pricing options.
Nasdaq Market Replay Pro
Designed for the professional trading audience, Market Replay PRO allows you to view trades at any point in time
- Trade support and compliance desks can use Market Replay to help validate best execution and Reg NMS compliance.
- Investors and Brokers can use the tool to reconstruct the events around a single point in time to determine whether there was a missed opportunity or an unforeseen event.
- Brokers can send clients a Nasdaq-validated screen shot of the moment their particular trade occurred, confirming the quality of the execution.
PRO Features Improved Export Functionality:
- Trade Modifiers - Included in export data
- Replay Panel Export - Users can export the entire replay regardless of the time range selected including the symbol, sequence number, date, exchange, last sale price, last sale quantity, trade and cancel indicators, bid quantity, ask quantity, bid price, ask price, start and end times.
- Export the Consolidated Book - Users can export the consolidated book including the National Best Bid and Offer by venue.
- Sub-market center codes viewable in the trades grid
- Automated symbol look-up functionality
Data is available intraday and will be delayed at least 15-minutes for Nasdaq-, NYSE- and other regional exchange- listed securities.
Nasdaq Market Replay Plus
Designed for the professional trading audience, Market Replay PRO allows you to view trades at any point in time.
Market Replay PLUS offers an unlimited number of replays and access to intraday quote and trade data. It allows users to rewind and re-examine the order book and time-and-sales data at historic points in time, providing the chance to confirm the quality of their trade and review missed opportunities.