Intrinio is excited to announce it has expanded its partnership with QUODD to now offer Nasdaq Basic Real-Time Prices via the popular WebSockets protocol. We also offer a Web API for quotes and trades from the Nasdaq stock exchange.  Real-time stock price feeds available for programmatic consumption used to be only available to a small minority on Wall Street who could afford to pay for the complicated connections and infrastructure.

This article will help you understand whats available in the Nasdaq Basic data, how much it costs, and what you need to know to get started accessing the data.

IMPORTANT LINKS

WHATS INCLUDED IN NASDAQ BASIC?

The Nasdaq Basic data includes quotes and last sale from the Nasdaq stock exchange.  The quotes are the best bid/ask on the Nasdaq stock market.  The last sale price is sent after each transaction on the exchange.  This data is available streaming through the WebSocket SDKs or by request through the Web API.

These are the fields available for a quote from the Nasdaq Basic data:

  • ask_price_4d - The price a seller is willing to accept for a security 
  • ask_size - The amount of a security that a market maker is offering to sell at the ask price 
  • ask_exchange - The market center from which the ask is being quoted 
  • bid_price_4d - A bid price is the price a buyer is willing to pay for a security
  • bid_size - The bid size number of shares being offered for purchase at a specified bid price 
  • bid_exchange - The market center from which the bid is being quoted 
  • quote_time - Time of the quote in milliseconds 

The following data is available for a trade record from the Nasdaq Basic data:

  • last_price_4d - The price at which the security most recently traded 
  • trade_volume - The number of shares that that were traded on the last trade
  • trade_exchange - The market center where the last trade occurred 
  • trade_time - The time at which the security last traded in milliseconds 
  • up_down - Tick indicator - up or down - indicating if the last trade was up or down from the previous trade 
  • change_price_4d - The difference between the closing price of a security on the current trading day and the previous day’s closing price
  • percent_change_4d - The percentage at which the security is up or down since the previous day’s trading 
  • total_volume - The accumulated total amount of shares traded 
  • volume_plus - NASDAQ volume plus the volumes from other market centers to more accurately match composite volume. Used for NASDAQ Basic 
  • vwap_4d - Volume weighted Average Price. VWAP is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the 
  • day_high_4d - A security’s intra-day high trading price
  • day_high_time - Time that the security reached a new high 
  • day_low_4d - A security’s intra-day low trading price
  • day_low_time - Time that the security reached a new low 
  • ext_last_price_4d - Extended hours last price (pre or post market) 
  • ext_trade_volume - The amount of shares traded for a single extended hours trade 
  • ext_trade_exchange - Extended hours exchange where last trade took place (Pre or post market) 
  • ext_trade_time - Time of the extended hours trade in milliseconds 
  • ext_up_down - Extended hours tick indicator - up or down 
  • ext_change_price_4d - Extended hours change price (pre or post market) 
  • ext_percent_change_4d - Extended hours percent change (pre or post market) 
  • is_halted - A flag indicating that the stock is halted and not currently trading 
  • is_short_restricted - A flag indicating the stock is current short sale restricted - meaning you can not short sale the stock when true 
  • open_price_4d - The price at which a security first trades upon the opening of an exchange on a given trading day 
  • open_time - The time at which the security opened in milliseconds 
  • open_volume - The number of shares that that were traded on the opening trade 
  • prev_close_4d - The security’s closing price on the preceding day of trading 

ACCESSING THE DATA

We currently offer the Nasdaq Basic data via a websocket API with these 6 SDKs for interfacing with it:

We also offer a Web API of the Nasdaq Basic Data.  This REST API allows you to request quotes and last sale data in a more traditional format.  

PRICING

For the first time ever, we are offering Nasdaq Basic real-time data at a price point anyone can afford.
The base plan, includes 50 simultaneous ticker streams through one connection.  If you need additional access to more ticker streams, you can purchase the QUODD Add-on plans, which will increase your limits up to 3,500 simultaneous ticker streams.  This data is available as a single user license, which allows you to use it in your own personal capacity only.  

Each plan includes access to the Web API as well.  With the base plan, 100 ticker updates per minute are permitted.  By upgrading to one of the QUODD Add-on plans, you can increase this limit up to 1,000 ticker updates per minute and you may request up to 6 full market updates per minute.

If you need greater access, such as redistribution or display licenses, we can work with you to find a solution that meets your needs at a price point that will be competitive with any solution on the market.   

AM I A NON-PRO OR A PRO?

According to Nasdaq, you are considered a non-professional if you meet all the following criteria:

  1. You are subscribing in your own individual capacity and not on behalf of a firm, corporation, partnership, trust, or association.
  2. You use the information solely in connection with your individual personal investment activities and not in connection with any trade or business activities.
  3. You receive the information only at your stated location and via the identified equipment and do not furnish the information to any other persons.
  4. You are not a securities broker-dealer, registered representative, investment advisor, futures commission merchant, commodities introducing broker or commodity trading advisor, member of the Securities Exchange or Association or Futures Contract market, or any owner, partner, or associated person of the foregoing.
  5. You are not employed by a bank or an insurance company or an affiliate of either to perform functions related to securities or commodity futures investment or trading activity.

If you meet any one of these criteria, you are considered a professional investor by Nasdaq and you would have to pay for the Pro plan.

GET STARTED TODAY

We want to learn more on how we can help you realize more value from your data provider.  We aim to offer stellar customer support with transparent and competitive pricing on all QUODD real-time data feeds.  

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