The Volume Summary contains a detailed breakdown of NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc. History available for NYSE Volume Summary as of 1 April 2004; History available for NYSE American 1 December 2008; History available for NYSE Arca as of 24 July 2017; and, History available for NYSE Chicago as of 4 November 2019.
The Consolidated Volume Summary of this package provides the total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue. History available as of 18 June 2002.
Each Daily Short Volume daily file includes the symbol, short exempt volume, short volume, and total volume of the short sale transactions for NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago markets. History available for Daily NYSE and NYSE American Short Volume as of 1 August 2009; History available for Daily NYSE Arca as of 29 July 2009; History available for NYSE National as of 21 May 2018; and, History available for NYSE Chicago as of 4 November 2019.
FAQs
Level II stock data can give you unique insight into a stock's price action, supply and demand, and levels of support and resistance. But there are also a lot of things that market makers can do to disguise their true intentions. The average trader shouldn't rely on Level II quotes alone.
How to get real time data from NYSE? ›
NYSE BBO feed is a real-time data feed that provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. This is a top of book feed that publishes updates for every event in real-time. NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.
How do I get all stock market data? ›
Internet Sources for Historical Market & Stock Data
- Yahoo! Finance - Historical Prices. ...
- Dow Jones Industrial Averages. Historical and current performance data. ...
- S&P Indices. Historical performance data.
- IPL Newspaper Collection. ...
- Securities Industry and Financial Markets Association. ...
- FINRA: Market Data Center.
The NYSE Pillar Depth feed provides market participants with a unified view of NYSE Level 2 and auction imbalance data at a cost-effective rate using the combined data of all five NYSE equity exchanges in one feed.
How to read Level 2 market data for dummies? ›
The highest current bid prices in order from highest to lowest. Each entry shows which investor placed the order, how many they ordered, and the price they paid. The lowest current ask prices in order from lowest to highest. Each entry shows who placed the order, how many were purchased, and at what price.
Do you need level 2 data for time and Sales? ›
Traders may be able to get deeper insights by combining Level 2 data with Time & Sales data. Whereas Level 2 data shows open orders, Time & Sales data shows executed orders. So, you can use Time & Sales to see what orders that showed up in the Level 2 data stream were actually executed.
Is there an index that tracks the entire stock market? ›
Total market funds typically track an index such as the MSCI U.S. Broad Market Index or Dow Jones U.S. Total Stock Market Index, which also are cap-weighted and which attempt to measure the performance of all publicly traded U.S. stocks.
What is level 1 market data? ›
Level 1 Data is the basic quote data available to investors. It displays the national best bid and offer (NBBO) quote in real time, i.e. the highest bid and lowest ask price for an individual security. Users can also see other real time information such as volume, last price, and best bid/ask size.
Where can I get daily stock data? ›
Online brokerage sites such as eTrade and TD Ameritrade or apps like Robinhood will have both real-time and historical quote data for customers and usually limited access for non-customers as well. Financial websites like Motley Fool or Google Finance will also provide quote information for both stocks and indices.
Can you get level 2 data for free? ›
Level 2 (NYSE Arcabook) data is free for Moomoo Financial Inc. accounts with a minimum 30-day average account value of $100+.
For futures, since they each trade on a single exchange, Level II displays first several layers of that exchange's book. When you specify the symbol in the symbol selector, you will see the real-time quotes in the working area.
How do I check my level 2 market data? ›
You can find Level II Market Data for securities traded on Nasdaq within your Robinhood account:
- Go to a security's detail page.
- In the app, select the arrow next to the current trading price. ...
- On the web, under Level II Market Data, select +Add to add Order Book and Depth Chart.
Level II market data
This won't help all Robinhood users. But it's useful if you're an active trader who uses technical analysis. You may find seeing the full list of current bid and ask prices for a stock helpful.
What is the difference between Level 1 and Level 2 market data? ›
Level 1 data, also known as Top of Book data, includes the best bid and best ask. If you are chart trading, this is the data you are using. Level 2 data, also known as Depth of Market data, includes 5-10 of the best bid and ask prices so you can see sell and buy orders waiting to be placed.
What is the difference between Level 2 and Level 3 market data? ›
Level II quotes provide more information than level I quotes by adding market depth. Level II typically shows up to the 5-10 best bid and offer prices. Level III quotes add greater market depth by providing up to 20 of the best bid and ask prices.
What is a Level 2 market value? ›
Level 2 is a generalized term for market data that includes the scope of bid and ask prices for a given security. Also called depth of book, Level 2 includes the price book and order book, listing all price levels of quotes submitted to an exchange and each individual quote.
