HistoricalView
Two sets of files are created each evening after the trading close:
- Full order data of the trading day in text file format
- The historical record of order and trade transaction data from the Nordic Equity TotalView-ITCH data feed
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Two sets of files are created each evening after the trading close:
- Full order data of the trading day in text file format
- The historical record of order and trade transaction data from the Nordic Equity TotalView-ITCH data feed
Product Features
- Detailed order information in daily and monthly reports
- Streamlined data formats to allow for easy firm implementation
- Manageable data sets
- Flexible access options
- Help researchers and analysts perform back-testing of program trading models for quality control purposes
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- Detailed order information in daily and monthly reports
- Streamlined data formats to allow for easy firm implementation
- Manageable data sets
- Flexible access options
- Help researchers and analysts perform back-testing of program trading models for quality control purposes
HistoricalView - ITCH
The Nordic HistoricalView-ITCH file provides the full tick orderbook and trade transactions at the Nasdaq Nordic and Baltic markets traded on the INET Nordic trading platform. The file content is based on the Nordic Equity TotalView-ITCH daily transaction logs on a T+1 basis. The file is created each morning by 7am CET.
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The Nordic HistoricalView-ITCH file provides the full tick orderbook and trade transactions at the Nasdaq Nordic and Baltic markets traded on the INET Nordic trading platform. The file content is based on the Nordic Equity TotalView-ITCH daily transaction logs on a T+1 basis. The file is created each morning by 7am CET.
Delivery Details
The files are compressed in ZIP format and are available for download within a pre-specified window of time on the Nasdaq file delivery system (FDS). The expected time between when an order has been placed and final delivery is three to five working days.
Daily files are kept available online for 30 days, but older files can be requested via Market Data Sales.
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The files are compressed in ZIP format and are available for download within a pre-specified window of time on the Nasdaq file delivery system (FDS). The expected time between when an order has been placed and final delivery is three to five working days.
Daily files are kept available online for 30 days, but older files can be requested via Market Data Sales.
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