The Nasdaq#

The Nasdaq is an American multinational financial services corporation that operates the world’s second-largest stock exchange by market capitalization. Full L1 history for NASDAQ from the Consolidated Tape is available in the US_COMP dataset.

  • Country: USA United States [US]

  • Mkt Hours: 09:30-16:00

  • Time Zone: America/New_York

  • Start Date: 20250501

  • Real Time Available: No

  • Bars Available: No

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

NASDAQ - Coverage#

Security Type

# of Symbols

% of Total

ADR

403

3.03%

Corporate Bond

57

0.43%

ETF

5648

42.45%

ETN

45

0.34%

ETV

90

0.68%

Equity

5230

39.31%

Fund

335

2.52%

Preferred Stock

429

3.22%

Right

121

0.91%

Structured Product

155

1.16%

Test

27

0.2%

Unit

310

2.33%

Unknown

25

0.19%

Warrant

431

3.24%

Total

13306

100%

Consists of 2 Databases



NASDAQ#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • LULD - Limit Up / Limit Down price levels

  • MKT - Market phase / instrument status information

  • MM_STATUS - Information on the market makers registered in each security

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • TRD - Trades




NASDAQ_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type