Databento US Equities
This service provides live and historical data from 45 US equities exchanges and ATSs under a single pricing plan. It features 19 datasets sourced directly from Nasdaq, NYSE, Cboe, IEX, MEMX, and MIAX-operated venues, along with major ATSs like Blue Ocean.
Asset class
Equities
Venues
15 exchanges and 30 ATSs
Available history
8 years
Symbols
20,000+
Asset class
Equities
Venues
15 exchanges and 30 ATSs
Available history
8 years
Symbols
20,000+
19 datasets in 1 service
Nasdaq TotalView-ITCH
Nasdaq Basic with NLS Plus
Nasdaq Texas TotalView-ITCH
Nasdaq PSX TotalView-ITCH
NYSE Integrated
NYSE Arca Integrated
NYSE American Integrated
NYSE Trades
NYSE Texas Integrated
NYSE National Trades and BBO
Databento US Equities Max
Databento US Equities Mini
Databento US Equities Summary
Cboe EDGA Depth
Cboe EDGX Depth
Cboe BZX Depth
Cboe BYX Depth
MEMX MEMOIR Depth
MIAX Pearl Depth of Market
IEX TOPS
Blue Ocean ATS MEMOIR Depth
Dataset highlights
Databento US Equities Mini
Accurate real-time trades, quotes, and BBO depth. Derived from our proprietary blend of top-of-book direct feeds.
L1
No exchange license fees
Nasdaq Basic with NLS Plus
Top of book feed for all Nasdaq exchanges and TRFs (off-exchange trades). Best value for most coverage.
L1
Off-exchange trades
Nasdaq TotalView-ITCH
Full order book data from Nasdaq. Recommended for users who require MBP-10, MBO, and auction imbalance.
L3
Imbalance
Cboe EDGX Depth
Full order book data from Cboe’s largest venue. Recommended for users who want to supplement MBO on Nasdaq TotalView.
L3
NYSE and NYSE Arca Integrated
Full order book data from NYSE and NYSE Arca. Real-time auction imbalance data can be licensed separately.
L3
Imbalance
Blue Ocean ATS MEMOIR Depth
Full order book data from Blue Ocean ATS (BOATS), a leading venue enabling 24-hour US equity trading for global participants.
L3
Off-exchange trades
Products
Batch download
Symbol | Product name | Asset class | Sector | EOD volume | EOD price | Select |
|---|---|---|---|---|---|---|
It’s easier to handle a large number of symbols using our API. Read our API guide ->
Details
Nasdaq TotalView-ITCH
Dataset ID: XNAS.ITCH
Asset class
Equities
Available from
2018-05-01
UTC
Symbols
20,000+
Venue
Data category
Normalized market data, Reference data
Schemas
MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance
Encodings
DBN, CSV, JSON
Origin
Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Source resolution
Immediate publication, nanosecond-resolution timestamps
Databento resolution
Immediate publication, nanosecond-resolution timestamps
Release time
EST/EDT
Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.
With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.
Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Explore pricing for more details or to upgrade your plan.
Pricing
Usage-based
Pay as you go for historical data. Lowest cost to get started.
Pricing
Estimated - GB
0 products
31 days
<$0.01
Estimated
No subscription required
Features
Historical data only
15 exchanges and 30 ATSs
8+ years of available history
All stocks and ETFs
20,000+ symbols
Pay as you go
Standard
Popular
Frequently-used data. Ideal for individuals and small teams.
$199
per month
Monthly subscription
All Usage-based features, and:
Live data
No license fees
8+ years of
history1 year of L1 history
1 month of L2 and L3 history
Pay as you go for more history
Plus
Ideal for investment firms and institutional service providers.
$1,500
per month
Annual contract required
All Standard features, and:
External distribution
8+ years of L1 history
Dedicated account manager
Dedicated connectivity
ACH and wire payments
Unlimited
Ideal for firms requiring complete history.
$4,000
per month
Annual contract required
All Plus features, and:
8+ years in all schemas
Compare all features
Historical data
45 venues
24,000+
8+ years
Live data
Billing
Billed monthly
Support
Usage-based | Standard | Plus | Unlimited | |
|---|---|---|---|---|
Historical data | ||||
45 venues | 45 venues | 45 venues | 45 venues | |
24,000+ | 24,000+ | 24,000+ | 24,000+ | |
8+ years | 8+ years | 8+ years | 8+ years | |
L0 | 8+ years | 8+ years | 8+ years | |
L0 | 8+ years | 8+ years | 8+ years | |
L0 | 8+ years | 8+ years | 8+ years | |
L0 | 8+ years | 8+ years | 8+ years | |
L1 | Last 12 months | 8+ years | 8+ years | |
L1 | Last 12 months | 8+ years | 8+ years | |
L1 | Last 12 months | 8+ years | 8+ years | |
L1 | Last 12 months | 8+ years | 8+ years | |
L2 | Last 1 month | Last 1 month | 8+ years | |
L3 | Last 1 month | Last 1 month | 8+ years | |
L3 | Last 1 month | Last 1 month | 8+ years | |
Live data | ||||
Databento US Equities Mini | Databento US Equities Mini Nasdaq TotalView-ITCH Nasdaq Basic with NLS Plus Blue Ocean ATS MEMOIR Depth Cboe EDGX Depth NYSE Texas Integrated NYSE National Trades and BBO | Databento US Equities Mini Nasdaq TotalView-ITCH Nasdaq Basic with NLS Plus Blue Ocean ATS MEMOIR Depth Cboe EDGX Depth NYSE Texas Integrated NYSE National Trades and BBO | ||
20,000+ | 20,000+ | 20,000+ | ||
L0 | ||||
L0 | ||||
L0 | ||||
L0 | ||||
L1 | ||||
L1 | ||||
L1 | ||||
L1 | ||||
L2 | ||||
L3 | ||||
L3 | ||||
Databento US Equities Mini only | Databento US Equities Mini only | |||
Billing | ||||
Billed monthly | Monthly | Annual | Annual | |
Support | ||||
Historical data
45 venues
45 venues
45 venues
45 venues
24,000+
24,000+
24,000+
24,000+
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
8+ years
Last 12 months
8+ years
8+ years
Last 12 months
8+ years
8+ years
Last 12 months
8+ years
8+ years
Last 12 months
8+ years
8+ years
Last 1 month
Last 1 month
8+ years
Last 1 month
Last 1 month
8+ years
Last 1 month
Last 1 month
8+ years
Live data
Databento US Equities Mini
Databento US Equities Mini
Nasdaq TotalView-ITCH
Nasdaq Basic with NLS Plus
Blue Ocean ATS MEMOIR Depth
Cboe EDGX Depth
NYSE Texas Integrated
NYSE National Trades and BBO
Databento US Equities Mini
Nasdaq TotalView-ITCH
Nasdaq Basic with NLS Plus
Blue Ocean ATS MEMOIR Depth
Cboe EDGX Depth
NYSE Texas Integrated
NYSE National Trades and BBO
20,000+
20,000+
20,000+
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