Nasdaq offers a historical record of the order and trade transaction data from the TotalView-ITCH data feed. Subscribers to this historical product may download the TotalView-ITCH daily transaction logs on a T+1 basis from a secured website or FTP server.
Benefits and Features
The Historical TotalView-ITCH product is designed to:
- Helps perform back-testing of program trading models for quality control purposes by TotalView-ITCH data feed subscribers and market data distributors
- Provides historical tick-by-tick Nasdaq order data needed by researchers and analysts
- Uses Binary File specifications to enable firms to easily translate the ITCH files for data storage and query
Nasdaq offers access to the Historical-ITCH download files via secured FTP and website interface. Please note that Nasdaq retains a minimum of three months of TotalView-ITCH files on its secured FTP server.
Please refer to the U.S Equities Price List for pricing information.
Agreements & Forms
To initiate this data on a data feed, firms must submit the appropriate documentation and receive prior approval from Nasdaq:
- Data Feed Request Form - Required for all firms
- Nasdaq Global Data Agreement - Required for all firms prior to initiation of the first Nasdaq data service only
- System Application - 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 Nasdaq Global Data Products Agreements and Forms page.
FINRA™, Trade Reporting Facility™ and TRF™ are trademarks of Financial Industry Regulatory Authority.