21 datasets found
  1. d

    Nasdaq Stock Market Data (Nasdaq TotalView-ITCH feed)

    • databento.com
    csv, dbn, json
    Updated Jan 14, 2025
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    Databento (2025). Nasdaq Stock Market Data (Nasdaq TotalView-ITCH feed) [Dataset]. https://databento.com/datasets/XNAS.ITCH
    Explore at:
    dbn, json, csvAvailable download formats
    Dataset updated
    Jan 14, 2025
    Dataset authored and provided by
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Get Nasdaq real-time and historical data with support for fast market replay at over 19 million book updates per second. Test our data for free with only 4 lines of code.

    Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.

    With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.

    Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details or to upgrade your plan.

    Breadth of coverage: 20,329 products

    Asset class(es): Equities

    Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  2. EOD data for all Dow Jones stocks

    • kaggle.com
    zip
    Updated Jun 12, 2019
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    Timo Bozsolik (2019). EOD data for all Dow Jones stocks [Dataset]. https://www.kaggle.com/timoboz/stock-data-dow-jones
    Explore at:
    zip(1697460 bytes)Available download formats
    Dataset updated
    Jun 12, 2019
    Authors
    Timo Bozsolik
    Description

    Update

    Unfortunately, the API this dataset used to pull the stock data isn't free anymore. Instead of having this auto-updating, I dropped the last version of the data files in here, so at least the historic data is still usable.

    Content

    This dataset provides free end of day data for all stocks currently in the Dow Jones Industrial Average. For each of the 30 components of the index, there is one CSV file named by the stock's symbol (e.g. AAPL for Apple). Each file provides historically adjusted market-wide data (daily, max. 5 years back). See here for description of the columns: https://iextrading.com/developer/docs/#chart

    Since this dataset uses remote URLs as files, it is automatically updated daily by the Kaggle platform and automatically represents the latest data.

    Acknowledgements

    List of stocks and symbols as per https://en.wikipedia.org/wiki/Dow_Jones_Industrial_Average

    Thanks to https://iextrading.com for providing this data for free!

    Terms of Use

    Data provided for free by IEX. View IEX’s Terms of Use.

  3. Stock Market Sentiment Data: Historical tick-by-tick sentiment data,...

    • datarade.ai
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    InfoTrie, Stock Market Sentiment Data: Historical tick-by-tick sentiment data, real-time updates, and market indices globally [Dataset]. https://datarade.ai/data-products/stock-market-sentiment-data-historical-tick-by-tick-sentimen-infotrie
    Explore at:
    .json, .xml, .csv, .xls, .sql, .txtAvailable download formats
    Dataset provided by
    InfoTrie Financial Solutions
    Authors
    InfoTrie
    Area covered
    United Republic of, Monaco, Sao Tome and Principe, Mongolia, Libya, Lesotho, Brazil, South Sudan, Sierra Leone, Qatar
    Description

    Gain data-driven insights for informed investment decisions. Access market sentiment data since 2013 and customize the API for seamless integration. Maximize your stock market understanding with comprehensive analytics on global stock indices, and public and private companies. Analyze sentiment trends and investor behavior with confidence.

    Sample Dataset - Historical News Sentiment data for your reference.

    Key Features:

    1. Tick-by-Tick Sentiment: Access detailed market dynamics with tick-by-tick sentiment data.
    2. Custom API: Request a customizable API covering over 70,000 tickers, including major FX, commodities, topics, and people.
    3. Proven Expertise: Trust our track record since 2013 for historical data on long-term sentiment patterns.
    4. Uncover Hidden Insights: Gauge investor sentiment and reveal market opportunities with the custom API.
    5. Real-Time Benchmarks: Enhance your strategies with real-time sentiment indicators.
    6. Customizable and Flexible Delivery: Tailor the dataset to your requirements and integrate seamlessly into your workflows.

    Gain a competitive edge with InfoTrie's Historical Tick-by-Tick Stock Market Sentiment Data. Request access now to elevate your investment strategies and make data-driven decisions.

    More information on : https://infotrie.com/sentiment-analysis/

  4. F

    S&P 500

    • fred.stlouisfed.org
    • you.radio.fm
    json
    Updated Mar 26, 2025
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    (2025). S&P 500 [Dataset]. https://fred.stlouisfed.org/series/SP500
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 26, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Description

    View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

  5. o

    Datasets in 2019 to 2021

    • optiondata.org
    Updated Sep 3, 2022
    + more versions
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    (2022). Datasets in 2019 to 2021 [Dataset]. https://optiondata.org/
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    Dataset updated
    Sep 3, 2022
    License

    https://optiondata.org/about.htmlhttps://optiondata.org/about.html

    Time period covered
    Jan 1, 2019 - Dec 31, 2021
    Description

    Historical option data in 2019 to 2021, dataset files in CSV format.

  6. D

    Tesla Inc stock price history (TSLA)

    • databento.com
    csv, dbn, json
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    Tesla Inc stock price history (TSLA) [Dataset]. https://databento.com/catalog/us-equities/XNAS.ITCH/equities/TSLA
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Browse Tesla Inc (TSLA) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    Nasdaq TotalView-ITCH is the proprietary data feed that provides full order book depth for Nasdaq market participants.

    Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  7. F

    CBOE Volatility Index: VIX

    • fred.stlouisfed.org
    json
    Updated Mar 25, 2025
    + more versions
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    (2025). CBOE Volatility Index: VIX [Dataset]. https://fred.stlouisfed.org/series/VIXCLS
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 25, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-03-24 about VIX, volatility, stock market, and USA.

  8. F

    NASDAQ Composite Index

    • fred.stlouisfed.org
    json
    Updated Mar 25, 2025
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    (2025). NASDAQ Composite Index [Dataset]. https://fred.stlouisfed.org/series/NASDAQCOM
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 25, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for NASDAQ Composite Index (NASDAQCOM) from 1971-02-05 to 2025-03-24 about NASDAQ, composite, stock market, indexes, and USA.

  9. Dataset Saham Indonesia / Indonesia Stock Dataset

    • kaggle.com
    zip
    Updated Jan 8, 2023
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    Muammar Khadafi (2023). Dataset Saham Indonesia / Indonesia Stock Dataset [Dataset]. https://www.kaggle.com/datasets/muamkh/ihsgstockdata
    Explore at:
    zip(343768044 bytes)Available download formats
    Dataset updated
    Jan 8, 2023
    Authors
    Muammar Khadafi
    License

    Attribution-NonCommercial 4.0 (CC BY-NC 4.0)https://creativecommons.org/licenses/by-nc/4.0/
    License information was derived automatically

    Area covered
    Indonesia
    Description

    Context

    This dataset contains historical data of stocks listed on IHSG with time ranges per minutes, hourly, and daily. The source of the dataset is taken from Yahoo Finance's public data and the IDX website which is listed in the metadata tab. This dataset was created with the intention of academic research purposes and not to be commercialized. If you have questions about the dataset, please ask in the discussion tab. Code snippet: https://github.com/muamkh/IHSGstockscraper

    Content

    Stock minutes data is taken from 1 November 2021 until 6 January 2023. Stock hourly data is taken from 16 April 2020 until 6 January 2023. Stock daily data is taken from 16 April 2001 until 6 January 2023. All of the data is using CSV format. Stock data isnt adjusted with dividend, stock split, and other corporate action.

    Stocklist Structure

    • Code = Stock code
    • Name = Company name
    • ListingDate = Listing date of stock on Indonesia Stock Exchange
    • Shares = Amount of shares
    • ListingBoard = Board category (Main Board, Development Board or Acceleration). More info: https://www.idx.co.id/en-us/products/stocks/
    • Sector = Sector Category based on IDX-IC. More info: https://www.idx.co.id/en-us/products/stocks/
    • LastPrice = Last stock price
    • MarketCap = Market Capitalization.
    • MinutesFirstAdded = Date the data first retrieved in minute range
    • MinutesLastAdded = Date the data last retrieved in minute range
    • HourlyFirstAdded = Date the data first retrieved in hourly range
    • HourlyLastAdded = Date the data last retrieved in hourly range
    • DailyFirstAdded = Date the data first retrieved in daily range
    • DailyLastAdded = Date the data last retrieved in daily range

    Struktur Data Saham

    • timestamp = Date and time of stock transaction
    • open = opening price
    • low = lowest price in the timespan
    • high = highest price in the timespan
    • close = closing price
    • volume = Total volume traded in the timespan
  10. T

    Indonesia Stock Market (JCI) Data

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +14more
    csv, excel, json, xml
    Updated Feb 15, 2025
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    TRADING ECONOMICS (2025). Indonesia Stock Market (JCI) Data [Dataset]. https://tradingeconomics.com/indonesia/stock-market
    Explore at:
    csv, excel, json, xmlAvailable download formats
    Dataset updated
    Feb 15, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 6, 1990 - Mar 26, 2025
    Area covered
    Indonesia
    Description

    The main stock market index in Indonesia (JCI) decreased 608 points or 8.58% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Indonesia. Indonesia Stock Market (JCI) - values, historical data, forecasts and news - updated on March of 2025.

  11. b

    Yahoo Finance Dataset

    • brightdata.com
    .json, .csv, .xlsx
    Updated Dec 23, 2024
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    Bright Data (2024). Yahoo Finance Dataset [Dataset]. https://brightdata.com/products/datasets/yahoo-finance
    Explore at:
    .json, .csv, .xlsxAvailable download formats
    Dataset updated
    Dec 23, 2024
    Dataset authored and provided by
    Bright Data
    License

    https://brightdata.com/licensehttps://brightdata.com/license

    Area covered
    Worldwide
    Description

    Yahoo Finance dataset provides information on top traded companies. It contains financial information on each company including stock ticker and risk scores and general company information such as company location and industry. Each record in the dataset is a unique stock, where multiple stocks can be related to the same company. Yahoo Finance dataset attributes include: company name, company ID, entity type, summary, stock ticker, currency, earnings, exchange, closing price, previous close, open, bid, ask, day range, week range, volume, and much more.

  12. T

    Brent crude oil - Price Data

    • tradingeconomics.com
    • zh.tradingeconomics.com
    • +17more
    csv, excel, json, xml
    Updated Mar 27, 2025
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    TRADING ECONOMICS (2025). Brent crude oil - Price Data [Dataset]. https://tradingeconomics.com/commodity/brent-crude-oil
    Explore at:
    xml, csv, excel, jsonAvailable download formats
    Dataset updated
    Mar 27, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 15, 1970 - Mar 27, 2025
    Area covered
    World
    Description

    Brent decreased 0.64 USD/BBL or 0.85% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Brent crude oil - values, historical data, forecasts and news - updated on March of 2025.

  13. d

    MixRank - Global Professionals Dataset | 785M+ Records | 150M+ Updates/Month...

    • datarade.ai
    .json, .csv
    Updated Nov 14, 2023
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    MixRank (2023). MixRank - Global Professionals Dataset | 785M+ Records | 150M+ Updates/Month | Hourly Delivery via CSV/JSON/PostgreSQL Database Delivery [Dataset]. https://datarade.ai/data-categories/linkedin-data/datasets
    Explore at:
    .json, .csvAvailable download formats
    Dataset updated
    Nov 14, 2023
    Dataset authored and provided by
    MixRank
    Area covered
    Mongolia, Western Sahara, Solomon Islands, Vietnam, Slovenia, Latvia, Palau, Colombia, Congo, Puerto Rico
    Description

    Global Professional Profiles Dataset covers over 785M+ professional profile records.

    We do 150M+ updates a month (most updates of any vendor), and deliver the data as JSONL flat-files, or PostgreSQL database delivery.

    We track every public profile and capture publicly available info on all these records.

    | Volume and Stats | - 785M+ total records (and growing). - 150M+ updates/month, and growing even more! Most updates/month than anyone else! - First-party data curation — we power the world's best sales and recruitment platforms that build on top of this data. - Delivery frequency is hourly (fastest in the industry today). - Additional datapoints and linkages available. - Delivery formats: JSONL, PostgreSQL, CSV, S3, BigQuery, Redshift

    | Datapoints | - Over 150+ unique datapoints available! - Key fields like Current Title, Current Company, Work History, Educational Background, Certificates, Patents, People in the Network, and more. - Unique linkage data to other social networks or contact data available.

    | Use Cases |

    Sales Platforms, ABM Vendors, Intent Data Companies, AdTech and more: - Build the best end-customer experience with our people feed powering your solution! - Be the first to know when someone changes jobs, and share that with end-customers. - Industry-leading data accuracy - Connect our professional records to your existing database, as well as find new connections to other social networks, and contact data. - Hashed records also available for advertising use-cases.

    Venture Capital and Private Equity: - Track every company and employee that has a publicly available profile. - Keep track of your portfolio founders, employees and ex-employees, and be the first to know when they move or startup. Also maintain the anti-portfolio list of companies, founders and key employees. - Keep an eye on the pulse by following the most influential people and human capital in industries and segments you care about. - Provide your portfolio companies with access to the best data for recruitment and talent sourcing. - Review departmental headcount growth of private companies and benchmark their strength against competitors.

    HR Tech, ATS Platforms, Recruitment Solutions, as well as Executive Search Agencies: - Build products for industry-specific and industry-agnostic candidate recruiting platforms. - Track person job changes and immediately refresh profiles to avoid stale data. - Identify ideal candidates through work experience and education history. - Keep ATS systems and candidate profiles constantly updated. - Link data from this dataset into GitHub, Linktree, Behance, Dribble and other social networks.

    | Delivery Options | - Flat files via S3 or GCP - PostgreSQL Shared Database - PostgreSQL Managed Database - REST API - Snowflake - Other options available at request, depending on scale required

    | Other key features |
    - Over 65M US Company Profiles.
    - 150+ Data Fields (available upon request)
    - Free data samples, and evaluation.

    Tags: Professionals Data, People Data, Work Experience History, Education Data, Employee Data, Workforce Intelligence, Identity Resolution, Talent, Candidate Database, Sales Database, Contact Data, Account Based Marketing, Intent Data.

  14. Copper Prices - Spot Price Per Ounce & Pound, Historical Data, Chart Trends

    • moneymetals.com
    csv, json
    Updated Feb 7, 2025
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    Money Metals (2025). Copper Prices - Spot Price Per Ounce & Pound, Historical Data, Chart Trends [Dataset]. https://www.moneymetals.com/copper-prices
    Explore at:
    json, csvAvailable download formats
    Dataset updated
    Feb 7, 2025
    Dataset authored and provided by
    Money Metals
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    Global
    Variables measured
    Copper Price Per Ounce, Copper Price Per Pound, Copper Price Historical Trend
    Description

    About This Dataset: Copper Prices and Market Trends

        This dataset provides **insights into copper prices**, including current rates, historical trends, and key factors affecting price fluctuations. Copper is essential in **construction**, **electronics**, and **transportation** industries. Investors, traders, and analysts use accurate copper price data to guide decisions related to **trading**, **futures**, and **commodity investments**.
    
        ### **Key Features of the Dataset**
    
        #### **Live Market Data and Updates**
        Stay updated with the latest **copper price per pound** in USD. This data is sourced from exchanges like the **London Metal Exchange (LME)** and **COMEX**. Price fluctuations result from **global supply-demand shifts**, currency changes, and geopolitical factors.
    
        #### **Interactive Copper Price Charts**
        Explore **dynamic charts** showcasing real-time and historical price movements. These compare copper with **gold**, **silver**, and **aluminium**, offering insights into **market trends** and inter-metal correlations.
    
        ### **Factors Driving Copper Prices**
    
        #### **1. Supply and Demand Dynamics**
        Global copper supply is driven by mining activities in regions like **Peru**, **China**, and the **United States**. Disruptions in production or policy changes can cause **supply shocks**. On the demand side, **industrial growth** in countries like **India** and **China** sustains demand for copper.
    
        #### **2. Economic and Industry Trends**
        Copper prices often reflect **economic trends**. The push for **renewable energy** and **electric vehicles** has boosted long-term demand. Conversely, economic downturns and **inflation** can reduce demand, lowering prices.
    
        #### **3. Impact of Currency and Trade Policies**
        As a globally traded commodity, copper prices are influenced by **currency fluctuations** and **tariff policies**. A strong **US dollar** typically suppresses copper prices by increasing costs for international buyers. Trade tensions can also disrupt **commodity markets**.
    
        ### **Applications and Benefits**
    
        This dataset supports **commodity investors**, **traders**, and **industry professionals**:
    
        - **Investors** forecast price trends and manage **investment risks**. 
        - **Analysts** perform **market research** using price data to assess **copper futures**. 
        - **Manufacturers** optimize supply chains and **cost forecasts**.
    
        Explore more about copper investments on **Money Metals**:
    
        - [**Buy Copper Products**](https://www.moneymetals.com/buy/copper) 
        - [**95% Copper Pennies (Pre-1983)**](https://www.moneymetals.com/pre-1983-95-percent-copper-pennies/4) 
        - [**Copper Buffalo Rounds**](https://www.moneymetals.com/copper-buffalo-round-1-avdp-oz-999-pure-copper/297)
    
        ### **Copper Price Comparisons with Other Metals**
    
        Copper prices often correlate with those of **industrial** and **precious metals**:
    
        - **Gold** and **silver** are sensitive to **inflation** and currency shifts. 
        - **Iron ore** and **aluminium** reflect changes in **global demand** within construction and manufacturing sectors.
    
        These correlations help traders develop **hedging strategies** and **investment models**.
    
        ### **Data Variables and Availability**
    
        Key metrics include:
    
        - **Copper Price Per Pound:** The current market price in USD. 
        - **Copper Futures Price:** Data from **COMEX** futures contracts. 
        - **Historical Price Trends:** Long-term movements, updated regularly. 
    
        Data is available in **CSV** and **JSON** formats, enabling integration with analytical tools and platforms.
    
        ### **Conclusion**
    
        Copper price data is crucial for **monitoring global commodity markets**. From **mining** to **investment strategies**, copper impacts industries worldwide. Reliable data supports **risk management**, **planning**, and **economic forecasting**.
    
        For more tools and data, visit the **Money Metals** [Copper Prices Page](https://www.moneymetals.com/copper-prices).
    
  15. d

    Gamma Exposure (GEX) measurement of US stocks and options by Trading...

    • datarade.ai
    .json, .csv
    Updated Feb 4, 2021
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    Trading Volatility (2021). Gamma Exposure (GEX) measurement of US stocks and options by Trading Volatility [Dataset]. https://datarade.ai/data-products/gamma-exposure-gex-measurement-of-us-companies-and-indexes-tickerized-trading-volatility
    Explore at:
    .json, .csvAvailable download formats
    Dataset updated
    Feb 4, 2021
    Dataset authored and provided by
    Trading Volatility
    Area covered
    United States
    Description

    Our proprietary Skew-Adjusted Gamma Exposure measurements make adjustments to Naive GEX calculations to more accurately reflect actual gamma positioning of Market Makers who employ delta-hedging strategies. When Market Makers carry substantial negative gamma a security will often "over-react" to fundamental news. Conversely, when MMs carry substantial positive gamma a security will often "under-react" to news. Our data includes a quantified segmentation of a security's gamma distribution across all option strikes as well as across relevant expiration dates. Our website provides numerical, graphical, and historical views of all gamma data in our database. Additionally, our API access allows for easy download of csv files or import into Excel for further analysis and custom applications.

  16. d

    IEX TOPS Historical Data - Top of book and last sale

    • databento.com
    csv, dbn, json
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    Databento, IEX TOPS Historical Data - Top of book and last sale [Dataset]. https://databento.com/datasets/IEXG.TOPS
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    Mar 28, 2023 - Present
    Area covered
    United States
    Description

    IEX TOPS is a proprietary data feed that provides top-of-book quotes and last sale (trades) price and size information, also known as L1 data. It covers all stocks and ETFs traded on the Investors Exchange (IEXG). As of January 2025, IEX accounted for approximately 2.18% of the average daily volume (ADV) across all U.S. exchange-listed securities.

    Historical data is available for usage-based rates or with any Databento US Equities subscription. Visit our pricing page for more details.

    Asset classes: Equities

    Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

    Supported data encodings: DBN, CSV, JSON (Learn more)

    Supported market data schemas: MBP-1, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status (Learn more)

    Resolution: Immediate publication, nanosecond-resolution timestamps

  17. D

    OPRA (Options Price Reporting Authority)

    • databento.com
    csv, dbn, json
    Updated Mar 26, 2025
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    Databento (2025). OPRA (Options Price Reporting Authority) [Dataset]. https://databento.com/datasets/OPRA.PILLAR
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset updated
    Mar 26, 2025
    Dataset provided by
    OPRA (Options Price Reporting Authority)
    Authors
    Databento
    Time period covered
    Mar 28, 2023 - Present
    Area covered
    United States
    Description

    Databento's OPRA (Options Price Reporting Authority) dataset provides consolidated trades and NBBO across US options venues, covering all 17 national exchanges. Participants include BOX, Cboe BZX Options, Cboe C2 Options, Cboe EDGX Options, Cboe Options Exchange, Miami International Securities Exchange, MIAX Emerald, MIAX PEARL, Nasdaq BX, Nasdaq GEMX, Nasdaq ISE, Nasdaq MRX, Nasdaq PHLX, The Nasdaq Stock Market, NYSE American and NYSE Arca. OPRA data is captured and published at our Equinix NY4 colo and is available over our Python, Rust, and C++ clients and market data APIs.

    Consolidated last sale, exchange BBO and national BBO across all US equity options exchanges. Includes single name stock options (e.g. TSLA), options on ETFs (e.g. SPY, QQQ), index options (e.g. VIX), and some indices (e.g. SPIKE and VSPKE). This dataset is based on the newer, binary OPRA feed after the migration to SIAC's OPRA Pillar SIP in 2021. OPRA is notable for the size of its data and we recommend users to anticipate several TBs of data per day for the full dataset in its highest granularity (MBP-1).

    Breadth of coverage: 7,604 products

    Asset class(es): Options

    Origin: Options Price Reporting Authority

    Supported data encodings: DBN, JSON, CSV Learn more

    Supported market data schemas: MBP-1, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, TBBO, Trades, Statistics, Definition Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  18. F

    Crude Oil Prices: Brent - Europe

    • fred.stlouisfed.org
    json
    Updated Mar 5, 2025
    + more versions
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    (2025). Crude Oil Prices: Brent - Europe [Dataset]. https://fred.stlouisfed.org/series/DCOILBRENTEU
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 5, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Crude Oil Prices: Brent - Europe (DCOILBRENTEU) from 1987-05-20 to 2025-03-03 about crude, oil, Europe, commodities, and price.

  19. d

    Get small and mid-cap market data with NYSE American Integrated

    • databento.com
    csv, dbn, json
    Updated Jan 15, 2025
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    Get small and mid-cap market data with NYSE American Integrated [Dataset]. https://databento.com/datasets/XASE.PILLAR
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset updated
    Jan 15, 2025
    Dataset authored and provided by
    Databento
    Time period covered
    Mar 28, 2023 - Present
    Area covered
    United States
    Description

    NYSE American Integrated is a proprietary data feed that provides full order book depth, including every quote and order at each price level, on the American market (formerly AMEX, the American Stock Exchange). It operates on NYSE's Pillar platform and disseminates all order book activity in an order-by-order view of events, including trade executions, order modifications, cancellations, and other book updates.

    NYSE American specializes in listing growing companies and is the leading exchange for small-cap stocks, as well as offering mid-cap insights. As of January 2025, it represented approximately 0.23% of the average daily volume (ADV) across all exchange-listed securities.

    With L3 granularity, NYSE American Integrated captures information beyond the L1, top-of-book data available through SIP feeds, enabling accurate modeling of the book imbalances, trade directionality, quote lifetimes, and more. This data includes explicit trade aggressor side, odd lots, and auction imbalances. Auction imbalances offer valuable insights into NYSE American’s opening and closing auctions by providing details like imbalance quantity, paired quantity, imbalance reference price, and book clearing price.

    Historical data is available for usage-based rates or with any Databento US Equities subscription. Visit our pricing page for more details or to upgrade your plan.

    Asset class: Equities

    Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

    Supported data encodings: DBN, CSV, JSON (Learn more)

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance (Learn more)

    Resolution: Immediate publication, nanosecond-resolution timestamps

  20. D

    Databento US Equities Market Data and APIs

    • databento.com
    Updated Jan 15, 2025
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    Databento US Equities Market Data and APIs [Dataset]. https://databento.com/datasets/XASE.PILLAR
    Explore at:
    Dataset updated
    Jan 15, 2025
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Breadth of coverage: 14,160 products

    Asset class(es): Equities

    Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

Share
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Email
Click to copy link
Link copied
Close
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Databento (2025). Nasdaq Stock Market Data (Nasdaq TotalView-ITCH feed) [Dataset]. https://databento.com/datasets/XNAS.ITCH

Nasdaq Stock Market Data (Nasdaq TotalView-ITCH feed)

Download Nasdaq real-time and historical intraday tick data, including share price data

Explore at:
dbn, json, csvAvailable download formats
Dataset updated
Jan 14, 2025
Dataset authored and provided by
Databento
Time period covered
May 1, 2018 - Present
Area covered
United States
Description

Get Nasdaq real-time and historical data with support for fast market replay at over 19 million book updates per second. Test our data for free with only 4 lines of code.

Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.

With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.

Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details or to upgrade your plan.

Breadth of coverage: 20,329 products

Asset class(es): Equities

Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Supported data encodings: DBN, CSV, JSON Learn more

Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

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