Nasdaq Basic with NLS Plus is our most cost-effective solution for real-time US equities, offering the broadest coverage and added granularity—such as trade aggressor side—for a fraction of the cost of consolidated feed alternatives like SIP data.

This proprietary, consolidated data feed disseminates top-of-book (L1) data from every Nasdaq-operated venue and covers all US stocks and ETFs, including those listed on the NYSE, NYSE Arca, NYSE American, and Cboe exchanges. As the premium tier of Nasdaq's Basic product, it combines Nasdaq Last Sale (NLS) Plus and Nasdaq BBO (QBBO) to provide: - Best bid and offer (BBO) quotes for the Nasdaq stock market (XNAS), which are within 1% of the NBBO 99.22% of the time. - Tick-by-tick price and size for orders executed on Nasdaq (XNAS), Nasdaq BX (XBOS), and Nasdaq PSX (XPSX). - All off-exchange trades reported to FINRA/Nasdaq's Carteret and Chicago Trade Reporting Facilities (TRFs), which aggregate data from most of the 30 ATSs and account for approximately 45% to 49% of the average daily volume (ADV) in all exchange-listed securities.

With the addition of TRF data, Nasdaq Basic with NLS Plus captures the majority of the trading activity and liquidity within US equity markets. As of January 2025, this dataset represented 62.9% ADV, including both on-exchange and off-exchange trades.

This dataset is an ideal choice for market participants who need an accurate BBO but don't directly execute trades or display quotes for FINRA broker-dealer obligations. It also features substantially lower exchange license fees for real-time data compared to Nasdaq TotalView-ITCH, with pricing designed for distribution use cases and per-user rates that are reduced by more than 65%.

Real-time Nasdaq Basic with NLS Plus 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.

Breadth of coverage: 11,595 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: MBP-1, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

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

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/

Finnhub is the ultimate stock api in the market, providing real-time and historical price for global stocks with Rest API and websocket. We also support a tons of other financial data like stock fundamentals, analyst estimates, fundamental data and more. Download the file to access balance sheet of Amazon.

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.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Nasdaq MRX offers a customer priority, pro-rata allocation market and a price-time complex market. MRX provides similar features to ISE such as price improvement, routing strategies, and complex order book, with one main difference being an alternative pricing model.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. The NASDAQ Options Market offers immediate and automatic price improvement to orders. Orders designated to use the options routing feature are routed to other markets to ensure orders get the best price available. The NASDAQ Options Market also links to and complies with the obligations of the Options InterMarket Linkage.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Nasdaq International Securities Exchange (ISE) was the first all-electronic options exchange to launch in the United States. ISE holds a modified maker-taker model and a pro-rata allocation model focusing on executions for Simple, Complex, and Crossing Orders. It aims to meet the needs of the entire trading industry, offering features such as: routing strategies, implied orders, complex order book, and more.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Nasdaq PHLX is a full service options trading platform offering both electronic and floor-based trading. PHLX runs a customer priority, pro rata allocation model focused on executions for Complex and Simple Orders. Features of PHLX include: price improvement on XL (PIXL), complex order systerm, flexible routing strategies, and more.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Nasdaq BX utilizes a taker-maker pricing model and offers economic incentives for liquidity takers. Nasdaq BX features popular order types such as Mid-Point Peg and Post-Only orders, Order Modify functionality and Self Match Prevention. It also offers a Retail Price Improvement Program for retail investors.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Nasdaq GEMX is a traditional maker-taker exchange, offering a unique structure intended to attract liquidity and offer price improvment opportunities. GEMX offers features similar to ISE with routing strategies and a full suite of auction and crossing orders, but also provides high-speed automated opening to allow access to better execution quality and additional liquidity.

Browse Invesco QQQ Trust (QQQ) 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. This proprietary feed provides additional information about activity on the Nasdaq market that is not present on data sourced from the SIPs. Nasdaq TotalView-ITCH provides information about every order on the book, allowing you to model quote lifetimes, queue dynamics and depth at every price level - all of which are not possible with the SIPs. Moreover, Nasdaq TotalView-ITCH data generally disseminates faster in real-time, and provides more accurate and precise exchange-side timestamping. TotalView-ITCH also disseminates the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross. Databento captures and normalizes the Nasdaq TotalView-ITCH feed losslessly, and combines it with other US equities proprietary feeds to consolidate a faster, more granular, synthetic NBBO than the SIPs. This dataset and feed is not adjusted for corporate actions and delistings, allowing the user to perform simulation and backtests without look-ahead bias. In addition, we also aggregate top of book (TBBO) and bar aggregate (OHLCV) data from the original data.

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

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. MIAX Emerald is an all-electronic options exchange that holds a maker-taker and pro-rata allocation model, encouraging market participants to quote in large bid and offer sizes. It was designed to act as a counterpart to both MIAX Options and MIAX Pearl, focusing on both Simple Orders/Quotes and Complex Orders/Quotes.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. MIAX Pearl is an all-electronic options exchange that holds a maker-taker and price-time allocation model, encouraging market participants to aggressively quote in the market. It was designed to act as a counterpart to MIAX Options, mainly focusing on Simple Orders.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. BOX is an electronic trading exchange that holds a price-time priority model, with the exception of certion options classes using a pro rata priority model. BOX is the first options market to offer a Price Improvement Period which allows investors the potential for price improvements through an electronic auction process.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. NYSE American Options is an electronic trading platform that's part of a dual market structure providing access to both NYSE American and ARCA. NYSE American offers a blend of customer priority and size pro-rata allocation.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Cboe was the first options exchange to launch in the United States. It currently operates a hybrid system offering electronic and floor-based trading, and holds a pro rata allocation model.

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

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Cboe EDGX is an all-electronic options exchange that holds a classic pro rata/customer priority/designated market maker (DMM) model, and was designed to complement Cboe BZX.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. Cboe C2 is an all-electronic options exchange that holds a maker-taker and pro-rata allocation model, as well as a price-time priority model for specific options being traded. C2 was partially designed to compete against companies with multiple exchanges and various pricing structures.