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:
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:
Asset Classes: Equities