100+ datasets found

  1. 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 provided by
    Databento Inc.
    Authors
    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. Bitwise Bitcoin ETF stock price history (BITB)

    • databento.com
    csv, dbn, json
    Updated May 1, 2018
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    Databento (2018). Bitwise Bitcoin ETF stock price history (BITB) [Dataset]. https://databento.com/catalog/us-equities/XNAS.ITCH/etf/BITB
    Explore at:
    dbn, csv, jsonAvailable download formats
    Dataset updated
    May 1, 2018
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Browse Bitwise Bitcoin ETF (BITB) 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

  3. iShares Inc. stock price history (EEM)

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

    Browse iShares Inc. (EEM) 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

  4. Sunrun Inc stock price history (RUN)

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

    Browse Sunrun Inc (RUN) 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

  5. iShares Trust stock price history (HYG)

    • databento.com
    csv, dbn, json
    Updated May 1, 2018
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    Databento (2018). iShares Trust stock price history (HYG) [Dataset]. https://databento.com/catalog/us-equities/XNAS.ITCH/etf/HYG
    Explore at:
    csv, json, dbnAvailable download formats
    Dataset updated
    May 1, 2018
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Browse iShares Trust (HYG) 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

  6. iShares Trust stock price history (IWM)

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

    Browse iShares Trust (IWM) 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. Bit Digital Inc stock price history (BTBT)

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

    Browse Bit Digital Inc (BTBT) 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

  8. Quantum Computing, Inc. stock price history (QUBT)

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

    Browse Quantum Computing, Inc. (QUBT) 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

  9. Healthcare Triangle, Inc. stock price history (HCTI)

    • databento.com
    csv, dbn, json
    Updated May 1, 2018
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    Databento (2018). Healthcare Triangle, Inc. stock price history (HCTI) [Dataset]. https://databento.com/catalog/us-equities/XNAS.ITCH/equities/HCTI
    Explore at:
    dbn, json, csvAvailable download formats
    Dataset updated
    May 1, 2018
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Browse Healthcare Triangle, Inc. (HCTI) 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

  10. DoorDash, Inc. stock price history (DASH)

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

    Browse DoorDash, Inc. (DASH) 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

  11. Select Sector SPDR Trust stock price history (XLI)

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

    Browse Select Sector SPDR Trust (XLI) 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

  12. Shopify Inc. stock price history (SHOP)

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

    Browse Shopify Inc. (SHOP) 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

  13. Amazon.com Inc stock price history (AMZN)

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

    Browse Amazon.com Inc (AMZN) 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

  14. Bank of America Corporation stock price history (BAC)

    • databento.com
    csv, dbn, json
    Share
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    Databento, Bank of America Corporation stock price history (BAC) [Dataset]. https://databento.com/catalog/us-equities/XNAS.ITCH/equities/BAC
    Explore at:
    json, dbn, csvAvailable download formats
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    United States
    Description

    Browse Bank of America Corporation (BAC) 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

  15. Newell Brands Inc stock price history (NWL)

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

    Browse Newell Brands Inc (NWL) 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

  16. NVIDIA Corporation stock price history (NVDA)

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

    Browse NVIDIA Corporation (NVDA) 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

  17. D

    SoundHound AI, Inc. stock price history (SOUN)

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

    Browse SoundHound AI, Inc. (SOUN) 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

  18. Ondas Holdings Inc. stock price history (ONDS)

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

    Browse Ondas Holdings Inc. (ONDS) 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

  19. Microvast Holdings, Inc. stock price history (MVST)

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

    Browse Microvast Holdings, Inc. (MVST) 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

  20. AST SpaceMobile, Inc. stock price history (ASTS)

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

    Browse AST SpaceMobile, Inc. (ASTS) 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

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