An example of a data file delivered with Mass Download. Generated for 6/23/2010 with symbols A-C:
An example of a data file delivered with Mass Download. Generated for the timespan between 10:20:00 am and 10:25:00 am EST on 6/23/2010 with all NASDAQ symbols:
An example of a data file delivered with Mass Download. Generated for the timespan between 10:20:00 am and 10:20:05 am EST on 6/23/2010 with all NASDAQ symbols:
An example of a data file delivered with Mass Download. Generated for the timespan between 10:20:04 am and 10:20:07 am EST on 6/23/2010 with all NASDAQ symbols:
Lists trades cancelled during a specific date for specified symbol(s) and market center(s).
Lists corrected trades (trades with corrections) for a specific time range for specified symbol(s) and market center(s).
Lists all trades in a specific time range by symbol(s), Market center, and/or Sub-market center. Please note: Cancelled trades are removed from calculations. Corrected trades are applied to the calculations.
Retrieves all quotes in a specific date and time range for specified symbol(s), market center and/or sub-market center.
Retrieves the average best offer minus the best bid (best offer - best bid) value for specified symbol(s) in a specific date and time range.
Retrieves quotes where the best offer is less than the best bid for specified symbol(s) within a specific date and time range.
Retrieves the open, high, low, close, last sale and volume for each day in a specified date range. If the market center code is left blank, the file returns consolidated data only. If a market center code is specified, the file returns the aggregate data of each market center passed in. Please note: Cancelled trades are removed from calculations. Corrected trades are applied to the calculations.
Retrieves quotes where the best offer equals the best bid for specified symbol(s) within a specific date and time range.
Retrieves trade records for specified symbol(s) and market center(s) within a specific date and time range, summarized by seconds, minutes, hours or period. Please note: Cancelled trades are removed from calculations. Corrected trades are applied to the calculations.
Retrieves VWAP and TWAP for a list of symbols within a specific date and time range using a custom comma-delimited list of sales conditions.