Nasdaq Basic Real-Time Prices | Intrinio

Nasdaq Basic Real-Time Prices

Provided by QUODD
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Flexible Access

Real-time prices are accessible via WebSocket and a REST Web API. For enterprise solutions, contact us via chat or at success@intrinio.com

REAL-TIME PRICES

Nasdaq Basic is a real-time data feed that offers Last Sale and bid/ask data for Nasdaq, NYSE, NYSE AMEX and NYSE Arca-listed securities from the NASDAQ Market Center (the most liquid U.S. exchange) and the FINRA/NASDAQ TRF.

With Nasdaq Basic, you get access to real-time prices that are extremely accurate at a fraction of the cost of other real-time data feeds.

THE MOST LIQUID U.S. EXCHANGE

The Nasdaq has by far the largest share of the U.S. markets, every day. This means that our pricing is extremely accurate. Quotes are within 1% of the NBBO 99.22% of the time. In addition, Nasdaq Basic includes consolidated volume from all market venues.

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Features
  • Real-time Stock Prices for US Securities
  • Significant Cost Savings (save an average of 75% off your Level 1 fees)
  • Bid, Ask, Last Price, Volume

Custom Pricing with Intrinio

We offer custom pricing and plans for enterprises and start-ups because we don't think that you should pay an outrageous cost for data you don't use.
With Intrinio, you'll only pay for the data you need an an affordable rate.

Nasdaq Basic Real-Time Prices

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Frequently Asked Questions

Below you will find the most frequently asked questions about this data feed. We have also curated some resources to help you get started, listed on the right. As always, feel free to chat with us if you have any questions.
What is the Nasdaq Basic? I need real time prices for securities on all of the major US exchanges, like NYSE and NYSE MKT as well. Does this include those securities?
  • NASDAQ Basic is a real-time data feed that offers Last Sale and bid/ask data for NASDAQ, NYSE, NYSE AMEX and NYSE Arca-listed securities from the NASDAQ Market Center (the most liquid U.S. exchange) and the FINRA/NASDAQ TRF.

    With NASDAQ Basic, you get access to real-time prices from all of those exchanges that are extremely accurate at a fraction of the cost of other real-time data feeds, as you are just responsible for paying the exchange fee to Nasdaq.

What data do I receive in this feed?
  • As an example of the data you receive in this feed, go to our python SDK here: https://github.com/intrinio/intrinio-realtime-python-sdk. Scroll down under "Quote Data Format", and take a look at the "Quote Message" and "Trade Message" listed under there. It includes field descriptions as well.
What does "ticker limit" mean?
  • Ticker limit refers to the number of securities, or tickers, you can stream at one time through the websocket. The basic plan listed on our product page allows you to stream a max of 50 securities at once, with the ability to switch the securities you're streaming an unlimited number of times per day.
What does "Connection Limit" mean?
  • Connection limit refers to the actual number of websocket connections you can have open at one time. You are allowed 1 connection to the websocket, with the ability to stream a certain number of securities through that 1 connection depending on your plan.
What is the difference between a "non-pro" and "pro"?
  • The non-pro and pro classifications are determined by Nasdaq, and impact the exchange fee Nasdaq charges for you to view and access the data. To view what Nasdaq classifies as a non-pro, click "limit" under either plan listed on the product page.
I need to stream more than 50 securities at one time, what are my options?
  • If you need to stream more than 50 securities at one time, you would need to subscribe to one of the add-on plans, found here: https://intrinio.com/data/quodd-add-ons. You would first subscribe to the basic plan to start your access, then once approved, subscribe to the add-on plan you need.
I subscribed and signed the agreement on my account page but still do not have access. How long does it take to get approved and turn on access?
  • It usually takes 24 hours to review your agreement. Once approved, you will receive an email from Intrinio stating that your access is live.
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Data Categories

Intrinio offers a variety of ways to access this data feed. Choose your preferred access method below:

WebSocket
API

API Documentation

There are two versions of our API. We recommend "v2". To learn which one may be right for you, click here.
API v1
API v2

{{ docSectionTitle }} Documentation

To start streaming real-time stock prices from the QUODD Nasdaq Basic data feed via WebSocket, use one of our Real-Time SDKs:

Example SDK Code

Here is a brief example of how to stream real-time stock prices from the QUODD Nasdaq Basic data feed using our NodeJS Real-Time SDK:

'use strict';
var IntrinioRealtime = require('intrinio-realtime')

// Create an IntrinioRealtime instance
var ir = new IntrinioRealtime({
  username: "INTRINIO_API_USERNAME",
  password: "INTRINIO_API_PASSWORD",
  provider: "quodd"
})

// Listen for quotes
ir.onQuote(quote => {
  var { ticker, type, price, size, timestamp } = quote
  console.log("QUOTE: ", ticker, type, price, size, timestamp)
})

// Join channels
ir.join("AAPL.NB", "MSFT.NB", "GE.NB")

Channels

In order to stream real-time stock prices, you must "join" a channel. The channels you join will determine which stock price quotes our SDK will send to you. A channel corresponds to a traded security on the Nasdaq Stock Exchange. To arrive at the channel name, append .NB to the common security ticker. For example: AAPL.NB MSFT.NB GOOG.NB .

Leaving Channels

In order to remain under your concurrent connection limit, you may have to "leave" channels you no longer want to receive stock price quotes from.

Limits

Depending on your subscription, the following limits may apply to your usage of our Real-Time SDKs for streaming stock price quotes from the QUODD Nasdaq Basic data feed:

Limit Type Example Explanation
Concurrent Connections 1 You may have 1 WebSocket connection open at a time.
Ticker Limit 50 You may join up to 50 unique channels at any time.

Message Format

QUODD provides two kinds of quote messages:

  • Trade Message - contains information about a specific stock trade
  • Quote Message - contains information about changes to the current bid/ask spread

Important: Quote messages from QUOOD reflect changes in market data. Not all fields will be present in every message. Upon subscribing to a channel, you will receive one quote and one trade message containing all fields of the latest data available.

Trade Message

Here is a sample trade message and the corresponding field definitions.


                            
  • ticker - The QUODD Stock Symbol for the security
  • root_ticker - Underlying symbol for a particular contract
  • 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 total shares traded for the day.
  • 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
  • protocol_id - Internal QUODD ID defining Source of Data
  • rtl - Record Transaction Level - number of records published that day

Quote Message

Here is a sample quote message and the corresponding field definitions.


                            
  • ticker - The QUODD Stock Symbol for the security
  • root_ticker - Underlying symbol for a particular contract
  • 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
  • rtl - Record Transaction Level - number of records published that day
  • protocol_id - Internal QUODD ID defining Source of Data

Handling Large Numbers of Quotes

Each Real-Time SDK has a method for handling large numbers of quotes, typically by using a queue pattern. This is to prevent your system's memory from being overloaded by quotes not yet handled by your code. For more details, refer to the specific documentation for your chosen Real-Time SDK.

Authentication

The QUODD Web API requires a token from your Intrinio account. You can retrieve this token from Intrinio's API by calling

GET https://api.intrinio.com/token?type=QUODD

In order to authenticate this request, you will need to use Basic Authentication over HTTPS.

You can find your API Username and API Password on your Account page. You must include these credentials in the token equest in order to receive access to the API.

To include the credentials in your token request, specify an Authorization header, with the value Basic (key) , replacing (key) with the Base-64 encoded string API_USERNAME:API_PASSWORD .

If your credentials are not authorized, a status code of 401 will be returned.

Ticker Updates

To retrieve quote and trade data for individual tickers, use your token to call

POST https://www5.quodd.com/quoddsnap/c/intrinio/t/{token}

The body of the request should contain JSON {"tickers":"AAPL.NB,MSFT.NB"} , where tickers is a comma-separated list of tickers using the QUODD Nasdaq Basic Symbology of appending .NB to the security's common ticker.

Market Updates

To retrieve quote and trade data for the entire market, use your token to call

POST https://www5.quodd.com/quoddsnap/c/intrinio/t/{token}/nb

Note: Market updates are available to subscribers with Gold-tier Add-On plans and higher.

Limits

Depending on your subscription, the following limits may apply:

Limit Type Example Explanation
Ticker Updates 500/minute You may request 500 ticker updates per minute.
Market Updates 1/minute You may request 1 market update per minute.