Frequently Asked Questions About Data Feeds

TotalView is a NASDAQ real-time market data feed providing full quotation and order depth at all price levels for NASDAQ market participants in NASDAQ-listed issues and the Net Order Imbalance Indicator (NOII) for the NASDAQ Opening and Closing Crosses as well as the IPO Cross. TotalView also includes full quotation and order depth for NYSE and AMEX issues.

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What is NASDAQ Level 1?

NASDAQ Level 1 refers to a group of data feeds providing national best bid and offer (BBO) quotations for NASDAQ and OTC Bulletin Board (OTCBB) issues, BBO quotations from UTP market centers in NASDAQ-listed issues, NASD market participant quotes for OTCBB issues, and last sale data for NASDAQ and OTCBB issues. This data is provided by the NASDAQ UTDF, UQDF, BBDS, and TDDS feeds.

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What is NASDAQ Level 2?

Level 2 provides top-of-file quotations for NASDAQ market participants in NASDAQ-listed issues and NASDAQ Inside quotation for NASDAQ-listed issues. (Top)

What is the NASDAQ OMDF data feed for ADF?

NASDAQ OMDF provides top-of-file quotations for the NASD Alternative Display Facility (ADF) market participants in NASDAQ-listed issues. (Top)

How do you get NASDAQ Indices and ETF data in real-time?

NASDAQ provides intra-day values for NASDAQ-licensed indices through the GIDS data feed. The feed also provides intra-day portfolio values and daily valuation data for NASDAQ-listed exchange traded funds (ETFs). (Top)

How do you get mutual fund pricing data?

NASDAQ provides daily price data for more than 22,000 mutual funds, money market funds and unit investment trusts through the MFDS data feed. (Top)

What is SIAC?

SIAC is the initials for the Securities Industry Automation Corporation, a New York Stock Exchange company and the designated operator of the Consolidated Tape Association National Market System for dissemination of quote and trade data from the NYSE, AMEX, and US regional stock exchanges. SIAC operates and maintains two separate computer environments to process trade and quote information. Trade information is process by the Consolidated Tape System (CTS); quote information by the Consolidated Quotation System (CQS). These systems are operated on fault tolerant computer platforms at different physical computer sites; the MetroTech complex in Brooklyn, and the Water Street complex in lower Manhattan, thereby providing redundancy in the event of a site disaster. (Top)

What are CQS, CTS, and CTA?

The Consolidated Quotation System (CQS) is the electronic service that provides quotation information for issues admitted to dealings on the American Stock Exchange, New York Stock Exchange, and U.S. regional stock exchanges. The Consolidated Tape System (CTS) provides last sale and trade data for the exchanges. The Consolidated Tape Association (CTA) is the operating authority for CQS and CTS. (Top)

What are CQS Network A and Network B?

Network A carries quotation and last sale information for issues admitted to dealings on the New York Stock Exchange. Network B carries quotation and last sale information for issues listed on the American Stock Exchange. (Top)

What is OPRA?

The Options Price Reporting Authority (OPRA) provides real-time quotation and trade data for all options listed on the five U.S. options exchanges: the American Stock Exchange, Chicago Board Options Exchange (CBOE), International Securities Exchange, Pacific Exchange and Philadelphia Stock Exchange. SIAC is responsible for the OPRA systems and networks, and CBOE serves as the OPRA administrator.

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What does the NYBOT Live feed provide?

NYBOT Live provides futures, options, and indice data from the New York Board of Trade. (Top)

What is the CME MDP?

The CME Group's Market Data Platform (MDP) supports both pit and electronically traded market data for commodities, futures, and other issues traded on:

Chicago Mercantile Exchange

Chicago Board of Trade

Minneapolis Grain Exchange

Kansas City Board of Trade

New York Mercantile Exchange

Winnipeg Commodity Exchange

It also supports the Dow Jones Index datafeed.

What are the CME Data Feed protocols?

The CME Group data is delivered in FAST FIX format (for electronically traded CME® Globex® data) and the CME version of the ITC protocol (for pit channels). Hosted exchanges, such as the MGEX and KCBT are delivered in the former industry standard version of the ITC 2.1 protocol. (Top)

What is the Pink Sheets QDIST?

The Pink Sheets Electronic Quotation Service (EQS) is a quote service for OTC securities on a real time basis. The EQS allows market makers to publish quotes that are redistributed in real-time over its proprietary network. PinkSheets QDIST is a vendor level data feed that gives access to the entire EQS quote montage or the top of the book (NBBO). (Top)

What is NYSE OpenBook?

NYSE OpenBook provides a real-time view of the exchange's limit-order book for all NYSE-traded securities. (Top)

What is NYSE ArcaBook?

ArcaBook provides limit order book information for NYSE Arca and ArcaEdge (OTCBB) as well as information from the NYSE Arca auction process. (Top)

What is the NYSE Quotes data feed?

The NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. (Top)

What is fundamental, corporate action, and reference data?

Essex Radez defines fundamental data as consisting of the following fields:

Equity Symbol	Earnings Diluted	Special Dividend Ex-Date
Primary Exchange	Regular Dividend Type	Special Dividend Declare Date
Equity Fundamental Status	Dividend Calculation Method	Special Dividend Record Date
Entitlement	Regular Dividend Frequency	Special Dividend Pay Date
Source Content	Regular Dividend Amount	Special Dividend Currency
Activity Date	Regular Dividend Ex-Date	Special Dividend Tax Status
Issue Type	Regular Dividend Declare Date	Special Dividend Tax Base Code
Issue Status	Regular Dividend Record Date	Special Dividend DTC Reinvest
Issuer Name	Regular Dividend Pay Date	Special Dividend Reinvest
Issue Description	Regular Dividend Currency	Net Asset Value
SIC Code	Regular Dividend Tax Status	Total Cash Per Unit
Beta	Regular Dividend Tax Base Code	Estimated Cash Per Unit
Volatility	Regular Dividend DTC Reinvest	VWOP Market Value
High 52 Week	Regular Dividend Reinvest	Round Lot Size
Low 52 Week	Special Dividend Type	Average 10 Day Volume
Shares Outstanding	Special Dividend Frequency	Average 30 Day Volume
Earnings Per Share	Special Dividend Amount

We define corporate action data as that related to stock dividends, splits, trading exchange listings, identifier changes, and related information. Reference data refers to a far wider range of information and may include such data as regulatory and legal actions, income and balance sheets, copyright and patent information, etc. (Top)

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