LARGE TABLE DOWNLOAD

Users that wish to obtain a full history of any large tables on Data Link will want to consider our bulk download API. Users can request various slices of the data, full history, or partial based on desired predicates. A list of files will be made available for you to download and load into your desired data store.

Consider using our convenience utility bulkdownload, which handles multi-threaded downloads and retries.

API Reference

The bulkdownload API is broken into two parts. An initial request with desired predicates, followed by the subsequent file download.

Prerequisite

All requests will require the use of an API Key. You can set the api key by defining an appropriate HTTP Header. You can obtain your API Key by reviewing your Account Profile.

X-Api-Token: <your api key>

Request Files

Definition:
GET https://data.nasdaq.com/api/v1/bulkdownloads/{datatable_code}?<row_filter_criteria>

The parameters depend on the product schema. Add query parameters based on the given product's schema. We'll include a sample schema for the purposes of this document.

Sample Datatable Schema

The above column names are used to define request predicates that make up the request query parameter key-names.

FILTER OPERATORS

The following are filter operators, which can be appended to all filters, regardless of the table. The filter operators will further modify your results. Callers will combine these filter options with the name of the column defined by the datatable schema.

Example Request

Given the above sample schema, make a request with query parameters using the available filter predicates as follows:

curl -v -H "X-Api-Token: <your api key>" \
"https://data.nasdaq.com/api/v1/bulkdownloads/FOO/BAR?date.eq=2024-03-20&symbol.eq=ZZYZ"

curl -v -H "X-Api-Token: <your api key>" \
"https://data.nasdaq.com/api/v1/bulkdownloads/FOO/BAR?date.eq=2024-03-20&symbol.in[]=XXX&symbol.in[]=YYYY"

Example Response

{
    "bulk_download": {
        "code": "FOO/BAR",
        "columns": [],
        "filters": [
            {
                "key": "date",
                "value": "2024-03-20",
                "operator": "gt"
            },
            {
                "key": "symbol",
                "value": "ZZYZ",
                "operator": "eq"
            }
        ],
        "status": "PENDING",
        "total_size": 0,
        "schema": null,
        "files": [
            {
                "url": "https://data.nasdaq.com/api/v1/bulkdownloads/file/xxxxxxxxxxxxxxxxxxxxxxxxxxx.parquet",
                "size": 134068222
            },
            ...
        ],
        "errors": null,
        "rate_limited_until: ""
    }
}

JSON Response Breakdown

Files Object

{
  "url": "https://data.nasdaq.com/api/v1/bulkdownloads/file/xxxxxxxxxxxxxxxxxxxxxxxxxxx.parquet",
  "size": 134068222
}

Download the Files

Once callers receive a list of files to download, make subsequent requests to download the file. The following API will require setting the X-API-Token with your API Key.

Definition:
GET https://data.nasdaq.com/api/v1/bulkdownloads/file/{filename}.{ext}

curl -v -H "X-Api-Token: <your api key>" \
"https://data.nasdaq.com/api/v1/bulkdownloads/file/xxxxxxxxxxxxxxxxxxxxx.parquet

Rate Limits

For successful API requests, subscribers should attempt to download all files in the response before the same request is made again.

For ongoing daily requests, a limit of 30 requests per table is applied.

For new subscribers, an initial 25 request limit will be available after which the ongoing daily limit applies.

Subscribers will receive 'rate_limited_until' with the time when they should attempt the next request.

Status Codes

HTTPS

All REST API requests for bulk download must be made using HTTPS. Requests made over HTTP will fail.

HTTP/Nasdaq Data Link error codes

The Nasdaq Data Link REST API for bulk download returns standard HTTP status codes to indicate the success or failure of requests.

• A 2XX response indicates that the request was processed successfully.
• A 4XX response indicates that there was something wrong with the request.
• A 5XX response indicates that the server encountered an error while processing the request.

In addition to HTTP status codes, the Nasdaq Data Link REST API for bulk download returns custom success and error messages for specific error types. These are tabulated below: