A new version of Nasdaq OMX Group’s Market Replay data analysis tool will allow users to view the price and size of all trades of US-listed equity securities.
The new services, available from 1 July, supplements the best bid and offer quotations already available via Market Replay.
The exchange group said Market Replay now allows same-day access to data for US-listed equity securities. Previously, the service provided historical data that was accessible to users beginning with the previous trading day. It also now allows users to access data for NYSE-listed and Amex-listed equity securities, in addition to Nasdaq-listed securities.
According to Nasdaq OMX, Market Replay provides replay and analysis of quote and trade activity in simulated real-time, with a customisable zoom feature to view events at the millisecond level to see exactly what happened. Following the completion of a trade, the firm claims, Market Replay allows users to analyse whether their trade received best execution and permits compliance officers to confirm if a trade met compliance standards.
“These enhancements to Market Replay give all investors and traders unprecedented access to the details of US equity trading in an extremely efficient and highly affordable fashion,” said