NASDAQ Analytics

Make Smart Trading Decisions with Level 1 Historical Stock Analytics Data

Get easy, instant access to years of Level 1 historical Analytics data for securities traded on every major U.S. exchange, including:
NASDAQNYSENYSE AMEXOTCBBOTC Markets*


NASDAQ Analytics provides on-demand access to customized historical stock analysis data. With NASDAQ Data-On-Demand, you'll get sub-second analytics dating back to January 1, 2008, including:
  • End of Day Data
  • Volume Weighted Average Price (VWAP)
  • Time Weighted Average Price (TWAP)
  • Average Market Spreads
  • Crossed and Locked Market Quotes
  • Quote Highs and Lows
  • Summarized Trades
*'OTC Markets' data represent trade data only.

Get Only the Stock Analytics Tick Data You Need

Filter Analytics By:
  • Symbol
  • Start Date & Time
  • End Date & Time
  • Market Center
  • Sale Condition
  • Summarized Trade Precisions
  • Spreads

Unlike traditional market data files and feeds, with NASDAQ Data-On-Demand you get to choose the exact stock analytics data that matters to you, filtering out all the analytical data sets that don't.

Power Your Application with Historical Stock Analytics Data

Pull historical stock analytics data into your application or database systematically with minimal development effort. Unlike traditional files and feeds, NASDAQ Data-On-Demand uses open Internet standards to minimize the need for custom development. We offer two options to serve your needs:
Only 3 Lines of Code to Get Started:
  1. Declare web service object
  2. Fetch data into a new return object
  3. Use the data in your application
  • Web Services: With as few as three lines of code, your systems can start pulling historical stock tick data into applications or databases directly over the Internet by using industry standard Web services over either HTTP or SOAP. Explore web service operations and start pulling data now.
  • Mass Download: Let NASDAQ OMX do the work for you. Simply submit an online request through your Data-On-Demand Premier subscription and NASDAQ OMX systems will run and notify you when your historical stock analytics data download is ready. Ideal for mass downloads, this service can also be used for smaller requests. As an added feature, firms can schedule nightly recurring reports that will automatically download for viewing as soon as data is available. Click here for more information.