Access NYSE Arca Integrated market data feed for ETPs and ETFs with enhanced granularity and determinism not available via the SIPs or the Openbook feed.

NYSE Arca Integrated is a proprietary data feed that provides full order book updates, including every quote and order at each price level, on the Arca market (formerly ArcaEX, the Archipelago 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 Arca is the leading US exchange for listing and trading exchange-traded funds (ETFs), offering the narrowest quoted spreads and maintaining the highest percentage of time (71.1%) at the NBBO for all U.S. ETFs. As of January 2025, it represented approximately 9.96% of the average daily volume (ADV) across all exchange-listed US securities, including those listed on Nasdaq, other NYSE venues, and Cboe exchanges.

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

Full depth of book data on Arca is particularly valuable over the SIPs for modeling pre-market, after-market and sweep-to-fill liquidity on U.S. exchange-traded products (ETPs) and ETFs.

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

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, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

NYSE Integrated is a proprietary data feed that disseminates full order book updates from the New York Stock Exchange (XNYS). 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.

NYSE is the leading venue for listing blue-chip companies and large-cap stocks. Powered by NYSE's Pillar platform, its hybrid market model of floor-based auction and electronic trading allows it to capture a significant portion of trading activity during the US equity market open and close. As of January 2025, the NYSE represented approximately 6.31% of the average daily volume (ADV) across all exchange-listed US securities, including those listed on Nasdaq, other NYSE venues, and Cboe exchanges.

NYSE is also the only exchange to offer Designated Market Maker (DMM) privileges, allowing the floor to send D-Quote Orders, short for Discretionary Orders, throughout the day. Most D-Quote Orders execute in the closing auction, where they're known as Closing D Orders and allow traders to access the NYSE closing auction after 3:50 PM. This creates significant price discovery during the NYSE Closing Auction, where interest represented via the floor contributes more than 40% of total volume.

NYSE is also unique for being the only exchange with a Parity/Priority Allocation model for matching. This resembles a mixed FIFO and pro-rata matching algorithm, where the participant who sets the best price is matched first, and then the remaining shares are allocated to other orders entered by floor brokers at that price (parity allocation). Floor brokers may utilize e-Quotes to to receive such parity allocation of incoming executions.

With L3 granularity, NYSE Integrated captures information beyond the L1, top-of-book data available through SIP feeds, enabling accurate modeling of the book imbalances, queue dynamics, and the auction process. This data includes explicit trade aggressor side, odd lots, and imbalances. Auction imbalances offer valuable insights into NYSE’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, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

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

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

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).

Nasdaq PSX TotalView-ITCH is a proprietary data feed that captures full order book depth and last sale information, including every quote and order at each price level, on the PSX market (formerly the Philadelphia Stock Exchange). It disseminates all order book activity, including trade executions, order modifications, cancellations, and other events that update the book's state. This L3 granularity offers data not found in SIP feeds—such as explicit trade aggressor side and odd lots—and enable accurate modeling of quote lifetimes and queue dynamics.

This dataset covers all securities traded or routed through the PSX execution system, including those listed on the Nasdaq, NYSE, NYSE American, NYSE Arca, and Cboe exchanges under Reg NMS. As of January 2025, the Nasdaq PSX exchange represented 0.13% of the average daily volume (ADV).

Nasdaq PSX incentivizes liquidity providers through its Price Setter Pro Rata model, which prioritizes larger displayed sizes, and its Qualified Market Maker Program, which rewards market makers for actively quoting at the NBBO. These mechanisms work together to drive price competition and support both passive trading and market-making strategies.

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.

Breadth of coverage: 11,592 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, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

Nasdaq BX TotalView-ITCH is a proprietary data feed that provides full order book depth and last sale information. It displays every quote and order at each price level on the BX market (formerly the Boston Stock Exchange) and captures all order book activity, including trade executions, order modifications, cancellations, and other events that update the book's state. This L3 granularity offers data not found in SIP feeds—such as explicit trade aggressor side and odd lots—and enable accurate modeling of quote lifetimes and queue dynamics.

This dataset covers all securities traded or routed through the BX exchange platform, including those listed on the Nasdaq, NYSE, NYSE American, NYSE Arca, and Cboe exchanges under Reg NMS. As of January 2025, the Nasdaq BX exchange represented 0.13% of the average daily volume (ADV).

Nasdaq BX attracts retail-focused brokers and traders with its inverted pricing model, offering rebates for liquidity removers and its Retail Price Improvement (RPI) program. It disseminates the Retail Price Improvement Indicator (RPII) to signal the availability of RPI orders, which are designed to improve upon the NBBO and promote better pricing opportunities for retail investors.

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

Breadth of coverage: 11,544 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, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps