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Market Data Feeds

Market Velocity & Forces

Provide a deeper view, and an unparalled market experience.

Market Velocity & Forces

Nasdaq Velocity and Forces measure levels of pre-trade order activity in the Nasdaq trading system. These indicators are more effective than gauging physical activity or audible noise on a trading floor because they precisely measure and benchmark real-time activity. Additionally, it filters out irrelevant messages (such as orders priced far from the inside market). The data feed uses 21-days of historical data to calculate an expected value for Market Velocity for each stock at each time of day.


Market Velocity

Market Velocity measures the current activity in a particular stock using order messages entering the Nasdaq trading system. It includes displayable orders and non-display orders, providing unique data that doesn’t show up in a traditional quote feed. Market Velocity then compares the current order activity to the expected order activity to determine surges in trading interest.


Market Forces

Provides a real-time, pre-trade indication of the direction of the market by indicating whether trading interest is surging in buy or sell orders. Used in conjunction with the trading activity indicators from Market Velocity, traders can determine which stocks are hot and when to place buy or sell orders to secure the best prices.


Data & Delivery Details

The Market Velocity and Forces data feed supports the following data elements for the full range of U.S. exchange-listed equities:

  • Market Velocity and Forces Indictors - disseminated at one second intervals - based on displayable orders and non-displayable such as routed orders and Immediate-or-Cancel orders for Nasdaq-, NYSE- and MKT-listed issues entered into the Nasdaq trading system.
  • Nasdaq exchange event messages to signal specific events including but not limited to market open, market close and halts.
  • Expected order volume based on 21 days of historical data.
  • Messages disseminated once a second, for each issue covered.
  • For the complete message layout for the NASDAQ Market Velocity and Forces feeds, please refer to the NASDAQ Market Velocity and Forces 2.0 specification.

Market Velocity and Forces is offered in UDP/IP protocol only. For network capacity recommendations for the Market Velocity and Forces direct feed, please refer to the Nasdaq - U.S. Data Feed Bandwidth Report.

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Historical Nasdaq Velocity and Forces

Nasdaq offers a historical record of the order and pre-trade indications of price movement, momentum and liquidity from the Nasdaq Velocity and Forces data feed. Subscribers to this historical product may download the Velocity and Forces daily transaction logs on a T+1 basis from a secured website or FTP server.

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