LEARN ABOUT NORDIC & BALTIC HISTORICALVIEW
The Nordic HistoricalView products are daily historical data files from Nasdaq Nordic and Baltic markets for equity, derivatives, fixed income and index values that can meet a variety of back-testing and research needs.
Two sets of files are created each evening after the trading close:
- Full order data of the trading day in text file format, and
- The historical record of order and trade transaction data from the Nordic Equity TotalView-ITCH data feed
- 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 7:00 CET.
The files are compressed in zip format and will be 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 3-5 working days.
Daily files are kept available online for 30 days, but older files can be requested via Market Data Sales.