These products are available through the REST API for Real-Time or Delayed Data. To gain access to these products, please contact our Sales Team. One of our Sales executives can help you start a trial, at which point we will send you an onboarding email with the required credentials to access the data. Credentials include: client ID, client secret, and base_URL.

• Detailed instructions:
  https://github.com/Nasdaq/NasdaqCloudDataService-REST-API
• Authentication:
  https://github.com/Nasdaq/NasdaqCloudDataService-REST-API#authentication
• POST and GET endpoints:
  https://github.com/Nasdaq/NasdaqCloudDataService-REST-API#api-resources. As you go through the different GET endpoints, please note that there is a parameter called “offset” which may be set to “realtime” or “delayed”. Once you’ve started a trial through our Sales Team, we will send you an onboarding email with credentials and which offset to use. You may set it to the offset indicated in the onboarding email.

Basic Guide

The API for real-time or delayed data offers subscribers efficient and user-friendly access to a range of custom endpoints, including:

• Last Sale
• Last Trade
• Last Quote
• Snapshot
• Trends (Gainers/Decliners)
• Bar

Note again these products which are available through the API for real-time or delayed data.

Last Sale

Get the latest last sale eligible transaction, according to condition rules, for a given symbol.

Data Sources:
Nasdaq, BX, PSX

Response Attributes:
timestamp – string:
Timestamp of the trade. Nasdaq states time as the number of nanoseconds past midnight. The time zone is U.S. Eastern Time. (YYYY-MMDDThh:mm:ss.s)

symbol – string:
The ticker symbol of the last trade.

price – number:
The price of the trade.

size – integer:
The size of a trade (also known as volume).

conditions – string:
Sales conditions on the trade (CTA / UTP).

exchange – string:
The exchange ID of where the trade took place.

change – integer:
Change from previous trade:

• Downtick (-1)
• Flat (0)
• Uptick (+1)

Last Trade

Get the latest price, regardless of conditions, for a given symbol.

Data Sources:
Nasdaq, BX, PSX

Response Attributes:
timestamp – string:
Timestamp of the trade. Nasdaq states time as the number of nanoseconds past midnight. The time zone is U.S. Eastern Time. (YYYY-MMDDThh:mm:ss.s)

symbol – string:
The ticker symbol you want the last trade for.

price – number:
The price of the trade.

size – integer:
The size of a trade (also known as volume).

conditions – string:
Conditions of the trade (CTA/UTP).

exchange – string:
The exchange ID of where the trade took place.

change – integer:
Change from previous sale:

• Downtick (-1)
• Flat (0)
• Uptick (+1)

Last Quote

Get the latest quote for a given symbol.

Data Sources:
Nasdaq, BX, PSX

Response Attributes:
timestamp – string:
Timestamp of the trade. Nasdaq states time as the number of nanoseconds past midnight. The time zone is U.S. Eastern Time. (YYYY-MMDDThh:mm:ss.s)

symbol – string:
The ticker symbol you want the last trade for.

bidPrice – number:
The highest price a buyer will pay to buy a specified number of shares of a stock at any given time.

bidSize – integer:
This represents the number of round lot orders at the given bid price.

askPrice – number:
The lowest price at which a seller will sell the stock.

bidVenue – string:
The exchange ID here the quote took place.

askSize – integer:
This represents the quantity of a security that people are willing to sell at a specified ask price.

askVenue – string:
The exchange ID where the quote took place.

condition – string:
Conditions of the trade (CTA/UTP).

Snapshot

Get the latest snapshot of stats for a given symbol

Data Sources:
Nasdaq, BX, PSX

Response Attributes:
timestamp – string:
Timestamp of the trade. Nasdaq states time as the number of nanoseconds past midnight. The time zone is U.S. Eastern Time. (YYYY-MMDDThh:mm:ss.s)

symbol – string:
The ticker symbol you want the last trade for.

open – number:
The open price for the symbol in the given time period.

high – number:
The highest price for the symbol in the given time period.

low – number:
The lowest price for the symbol in the given time period.

close – number:
The close price for the symbol in the given time period.

lastTrade – number:
The most recent price of the symbol.

volume – number:
The trading volume of the symbol in the given time period.

highVolume – number:
The high volume for the current market session (with cancelations, corrections).

lowVolume – number:
The low volume for the current market session (with cancelations, corrections).

lastSale – number:
The latest last sale eligible transaction.

previousClose – number:
The adjusted close price for the symbol for the previous day.

netChange – number:
The value of the change from the previous day.

percentChange – number:
The percentage change since the previous day.

Trends (Gainers and Decliners)

Get the top 5 gaining and declining equities, returned in sequence 1-5. Top gainers are the symbols whose price has increased by the highest percentage since the previous day’s close. Top decliners are the symbols whose price has decreased by the highest percentage since the previous day’s close. Note: For market hours only.

Data Sources:
Nasdaq

Response Attributes:
timestamp – string:
Trade timestamp, including the date.

Gainers:

symbol – string:
The ticker symbol.

lastTrade – number:
The most recent price of the symbol.

lastSale – number:
The latest last sale eligible transaction.

netChange – number:
The lowest price for the symbol in the given time period.

percentChange – number:
The close price for the symbol in the given time period.

Decliners:

symbol – string:
The ticker symbol.

lastTrade – number:
The most recent price of the symbol.

lastSale – number:
The latest last sale eligible transaction.

netChange – number:
The value of the change from the previous day.

percentChange – number:
The percentage change since the previous day

Bar

Realtime latest last sale eligible transactions, according to condition rules, aggregated to bars over a time window for a given symbol. Up to 10 Years of History for Nasdaq, CQT and OTCBB. And, up to 5 days of history for BX and PSX.

Data Sources:
Nasdaq, BX, PSX, CQT and OTCBB

Response Attributes:
symbol – string:
The ticker symbol.

Precision – string:
1 min increment or 5 seconds.

timestamp – string:
Format: YYYY-MM-dd'T'HH:mm:ss

open – number:
The open price is for the beginning of the one-minute period, not the trading session.

high – number:
The high price during the candlestick period is indicated by the top of the shadow or tail above the body. If the open or close was the highest price, then there will be no upper shadow

low – number:
The low is indicated by the bottom of the shadow or tail below the body. If the open or close was the lowest price, then there will be no lower shadow.

close – number:
Last trade of that precision. The close price is for the end of the one-minute period, not the trading session.

size – number:
Aggregated shares in that precision. The size of the trades in the time segment selected