API Crude Oil Stock Change in the United States decreased to -4.60 BBL/1Million in March 21 from 4.59 BBL/1Million in the previous week. This dataset provides - United States API Crude Oil Stock Change- actual values, historical data, forecast, chart, statistics, economic calendar and news.

API Distillate Stocks in the United States increased to 3.20 BBL/1Million in January 3 from -1.70 BBL/1Million in the previous week. This dataset provides - United States API Distillate Stocks Change- actual values, historical data, forecast, chart, statistics, economic calendar and news.

The best choice for those looking for license-free US market data for commercial use is US Equities Basic, which includes data display, redistribution, professional trading, and more.

US Equities Basic is based upon a derived IEX feed. The volume coverage is 3-5% of the total trading volume in North America, which helps entities mitigate license expenses and start with real-time data.

US Equities Basic provides raw quotes, trades, aggregated time series (OHLCV), and snapshots. Both REST API and WebSocket API are available.

End-of-day price information disseminated after 12:00 AM EST does not require licensing in the United States by law. This applies to all exchanges, even those not included in the US Equities Basic. Finazon combines all price information after every trading day, meaning that while markets are open, real-time prices are available from a subset of exchanges, and when markets close, data is synced and contains 100% of US volume. All historical prices are adjusted for corporate actions and splits.

Tip: Individuals with non-professional usage are not required to get exchange licenses for real-time data and, hence, are better off with the US Equities Max dataset.

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.

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

API Gasoline Stocks in the United States decreased to 0.58 BBL/1Million in January 26 from 7.18 BBL/1Million in the previous week. This dataset provides - United States Api Gasoline Stocks- actual values, historical data, forecast, chart, statistics, economic calendar and news.

This dataset contains Weekly U.S. Ending Stocks of Distillate Fuel Oil 2015-2022. Data from US Energy information administration.This series is available through the EIA open data API and can be downloaded to Excel or embedded as an interactive chart or map on your website.

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 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. 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.

United States banks that were looking into APIs to help develop BaaS, or banking-as-a-service, largely did so to leverage them for customized workflows. This is according to a survey held among bank representatives in the country, when asked about API strategies followed and their primary goals within their organization. APIs have increasingly become a trend topic within the finance industry since 2022, as they may enable a smoother user experience (i.e., embedded finance) or could be a way to help smoothen cross-border payments. The source states the focus on third-party integration was “unsurprising”, as – in their observation – most banks rely on third parties to provide digital technologies. There is no indication what is meant with “none of the above”, although the source believes it may be an indicator of how similar terms like BaaS, embedded finance or Open Banking are. When asked about BaaS specifically, roughly a third of all the U.S. banks found BaaS an opportunity to streamline operations – more so than a potential way to create new revenue streams.

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 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.

This dataset provides values for API CRUDE OIL STOCK CHANGE reported in several countries. The data includes current values, previous releases, historical highs and record lows, release frequency, reported unit and currency.

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.

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

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

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.