Nasdaq Basic Vendors

NASDAQ BASIC VENDOR MATRIX
THOMSON
REUTERS
INTERACTIVE DATA
CORPORATION
FACTSET
DATAFEED
QUODD
Bloomberg
Professional (Terminal)
and BPIPE
ThomsonOne, TDF,
Elektron, Eikon
MarketQ (Terminal
-eSignal) and RTS
Consolidated Feed
FactSet (Terminal)
Equity+ (Terminal)
NLS OR NLS +
NLS + for data feed
and NLS for Terminal
(terminal data from
IDC)
NLS
NLS+
NLS, planning to
migrate to NLS+
NLS+
NLS
SEPARATE
ENTITLEMENTS FOR
EACH TAPE?
Y
N
Y
Y
Y
Y
Tape C = YB6, Tape
A = YB5, Tape B
= YB4
2 Entitlements (Tape
C, Tape A/B, Tape
A/B (10V), Tape C =
10U ). Must contact
account manager for
entitlement swap
3 Separate
Entitlements
(Tape A, B and
C). Must contact
account manager
to remove UTP and
CTA and then add
them
Separate the feed
by NASDAQ ONLY or
NYSE/AMEX ONLY,
but can’t separate
NYSE and AMEX
none, if NB is enabled
.NB for RDF based
products; .US
for TDF based
products
“-QB” however, can
set default extension
to automatically
apply to each symbol
“-NASQ” or the
ability to set the
Default Home
Exchange to
NASDAQ Basic
No
VENDOR
SUNGARD
BLOOMBERG
PLATFORMS
MarketMap
Terminal, Market
MapData Feed
Set PCS code to NBSC
for each security type,
region
ENTITLEMENT
DETAILS
3 Separate
Entitlements (Tape
A, B and C). Must
remove UTP and CTA
and then add BASIC
1. Entitlement swap to
NASDAQ Basic
2. Set PCS code to
NBS...
3. PCS code must be
set to NBSC. Can be
administered on a
macro-user basis.
.OOB - NASDAQ Basic
(NASDAQ Issues)
SYMBOLOGY
EXTENSION(S)
.OAB - NASDAQ Basic
(AMEX Issues)
.ONB - NASDAQ Basic
(NYSE Issues)
HISTORICAL DATA
SOURCE
NASDAQ Basic
NASDAQ Basic/
consolidated delayed
consolidated
delayed
consolidated
delayed
consolidated
delayed
consolidated
historical data
CHARTING SOURCE
NASDAQ Basic
NASDAQ Basic
consolidated
delayed
Intraday- NASDAQ
Basic HistoricalConsolidated
consolidated
delayed
Intraday- NASDAQ
Basic HistoricalConsolidated
TIME AND SALES
SOURCE
NASDAQ Basic
NASDAQ Basic
consolidated
delayed
NASDAQ Basic
consolidated
delayed
NASDAQ Basic
VWAP SOURCE
NASDAQ Basic
NASDAQ Basic
consolidated
consolidated
delayed
NASDAQ Basic
NASDAQ Basic with
NLS Plus
NASDAQ Basic
INDEX DATA
CHANGES
none
none
delayed
none
none
Displays all
Real-Time Index
Exchanges
NET CHANGE
CALCULATIONS
NASDAQ Basic
Based on
previous close
Based on
previous close
Based on
previous close
Based on
previous close
Based on
previous close
consolidated
delayed
NASDAQ Basic
CLOSING PRICE
SOURCE
PRE/POST MARKET
DATA WITH NB?
NASDAQ Basic
NASDAQ Basic
consolidated
delayed
match factsets
NOCP with
overnight
check and
replace against
consolidated
close
NASDAQ Basic
No, only shows realtime in NASDAQ Basic
the regular session
NASDAQ Basic
none
none
NASDAQ Basic
WHAT ARE THE DATA DIFFERENCES BETWEEN NASDAQ BASIC AND UTP LEVEL 1?
NASDAQ BASIC (QBBO AND NLS PLUS)
QUOTE/TRADE SIZE
UTP LEVEL 1
All quotations and trades based on actual order size
SECURITY COVERAGE –
QUOTATIONS
All NASDAQ-, NYSE-, NYSE MKT- and NYSE Arca-listed
securities
NASDAQ-listed securities
MARKET COVERAGE –
QUOTATIONS
NASDAQ market center system
UTP participants for NASDAQ-listed issues
SECURITY COVERAGE – TRADES
MARKET COVERAGE – TRADES
VOLUME
OTC Bulletin Board (OTCBB) issues
FINRA participants for OTCBB issues
All NASDAQ-, NYSE-, NYSE MKT- and NYSE Arca-listed
securities
NASDAQ-listed securities
NASDAQ, BX and PSX market center systems
UTP participants (NASDAQ-listed issues)
FINRA/NASDAQ Trade Reporting Facility (TRF)
FINRA OTC Reporting Facility (OTCBB and other OTC issues)
Consolidated volume on real-time basis for NASDAQ-listed
issues
Consolidated real-time volume for NASDAQ-listed issues
Delayed consolidated volume for NYSE-, NYSE Amex- and
NYSE-Arca listed issues
© COPYRIGHT 2014, THE NASDAQ OMX GROUP, INC. ALL RIGHTS RESERVED. Q14-0321
OTCBB and other OTC issues
Consolidated volume for OTCBB and other OTC issues
No data for NYSE-, NYSE Amex- and NYSE Arca-listed issues

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