What is NASDAQ TotalView ITCH?

NASDAQ's full-depth market-data feed provides ultra-low latency and high-performance visibility of NASDAQ's equities markets.

Nasdaq TotalView ­ITCH features the following data elements (in binary number format) for equities securities traded via the Nasdaq execution system:

  • Order level data with attribution
  • Trade messages
  • Net Order Imbalance Data
  • Administrative messages
  • Event controls

The TotalView--­ITCH feed is made up of a series of sequenced messages. Each message is variable in length based on the message type. The messages that make up the TotalView–ITCH protocol are typically delivered using a lower level protocol that takes care of sequencing and delivery guarantees.

Nasdaq offers the TotalView–ITCH data feed in three protocol options:

  • SoupBinTCP
  • Compressed viaSoupBinTCP
  • MoldUDP64

Learn more

Asset Classes: Equities
Markets: NASDAQ