Condolidated (5 Exchanges) Level 2 Data
Includes 5 Exchanges: Nasdaq, NYSE OpenBook, NYSE Arca, Bats, Direct Edge
Daily Updates £2750 per subscription quarter (end-of-day session updates via FTP) £2750
1 year Historical Data (Physical Shipment Only - Min 30 Day Delivery) Jan 2011 -> Current £5995
2 years Historical Data (Physical Shipment Only - Min 30 Day Delivery) Jan 2010 -> Current £9495
3 years Historical Data (Physical Shipment Only - Min 30 Day Delivery) Jan 2009 -> Current £13995
Consolidated (14 Exchanges) Level 1 Data
Includes: NYSE AMEX, NASDAQ OMX BX, National Stock Exchange, International Securities Exchange, Direct Edge A, Direct Edge X, Chicago Stock Exchange, New York Stock Exchange, NYSE Arca, NASDAQ OMX, CBOE Stock Exchange, NASDAQ OMX PSX, BATS Y-Exchange Inc., BATS Exchange, Inc.
Daily Updates £1495 per subscription quarter (end-of-day session updates via FTP) £1495
  download physical shipment
1 year Historical Data Jan 2011 > Current £1995 £2295
2 years Historical Data Jan 2010 > Current £3495 £3795
3 years Historical Data Jan 2009 > Current £4995 £5295
Nasdaq TotalView complete ITCH 3.0/4.0 sessions
Sample - Click here to download
Files are in 7z format you will require a compatible unarchiving application to open - we suggest: http://www.7-zip.org/
Daily Updates £750 per subscription quarter (end-of-day session updates via FTP) £750
  download physical shipment
1 year Historical Data Jan 2011 -> Current £1250 £1550
2 years Historical Data Jan 2010 -> Current £2395 £2695
3 years Historical Data Jan 2009 -> Current £3495 £3795
4 years Historical Data Jan 2008 -> Current £4595 £4895
5 years Historical Data Jan 2007 -> Current £5595 £5895
10 years Historical Data Jan 2002 -> Current £9995 £10495
NYSE Open Book
Daily Updates £995 per subscription quarter (end-of-day session updates via FTP) £995
  download physical shipment
1 year Historical Data Jan 2011 -> Current £1650 £1950
2 years Historical Data Jan 2010 -> Current £3295 £3595
3 years Historical Data Jan 2009 -> Current £4795 £5095
4 years Historical Data Jan 2008 -> Current £5995 £6295
5 years Historical Data Jan 2007 -> Current £6995 £7295
Arca Book Equities
Daily Updates £995 per subscription quarter (end-of-day session updates via FTP) £995
  download physical shipment
1 year Historical Data Jan 2011 -> Current £1650 £1950
2 years Historical Data Jan 2010 -> Current £3295 £3595
3 years Historical Data Jan 2009 -> Current £4795 £5095
4 years Historical Data Jan 2008 -> Current £5995 £6295
5 years Historical Data Jan 2007 -> Current £6995 £7295
BATS
Daily Updates £595 per subscription quarter (end-of-day session updates via FTP) £595
  download physical shipment
1 year Historical Data Jan 2011 -> Current £995 £1295
2 years Historical Data Jan 2010 -> Current £1895 £2195
3 years Historical Data Jan 2009 -> Current £2795 £3095
Direct Edge
Daily Updates £595 per subscription quarter (end-of-day session updates via FTP) £595
  download physical shipment
1 year Historical Data Jan 2011 -> Current £995 £1295
2 years Historical Data Jan 2010 -> Current £1895 £2195
3 years Historical Data Jan 2009 -> Current £2795 £3095

Entire Market Packages - Historical Tick Data  

Good quality historical tick data is the lifeblood of successful financial modelling.  Automated Trader are pleased to offer a range of data packages offering extensive coverage of US equity markets.

Packages now include individual 'entire market' Level 2 historical data packages for Nasdaq, NYSE Open Book, Arca, BATS and Direct Edge, together with a consolidated Level 2 data package of those five exchanges.  We're also offering a consolidated Level 1 package of fourteen US equity trading venues including:

NYSE AMEX, NASDAQ OMX BX, National Stock Exchange, International Securities Exchange, Direct Edge A, Direct Edge X, Chicago Stock Exchange, New York Stock Exchange, NYSE Arca, NASDAQ OMX, CBOE Stock Exchange, NASDAQ OMX PSX, BATS Y-Exchange Inc., BATS Exchange, Inc.

Delivery

Depending on the package you choose, data can be supplied via download or physical shipment on internal hard disk drive.   Please note, the current lead time on our 5 Exchange Consolidated Level 2 package is approximately one month, and because of the volume of data it's only available for physical shipment.  All other packages are usually shipped in less than 48 hours.

Subscription

So you can keep your database up to date, there's now an end-of-day update service via ftp download on a quarterly subscription basis for each individual data package.



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