NBBO for USA Equities
Tick Data, LLC now offers a quote dataset that contains only the National Best Bids & Offers (NBBO) for U.S. Equities. The NBBO for USA Equities dataset is built from our USA Equities data, and includes the best (lowest) available offer prices and the best (highest) available bid prices across all U.S. exchanges for listed equities going back to January 2004.
While it is commonly believed that the NBBO file provided by the Consolidated Tape Association (CTA) is the actual NBBO, this file contains only a part of the data and information required to calculate the true NBBO. After extensive research, Tick Data has developed a dataset that is representative of the complete NBBO.
The data is presented tick-by-tick in a smaller and more manageable file size compared to the complete Level I quote dataset.
This dataset also includes trade data files and Tick Data’s suite of data management tools, TickWrite 7 and TickWrite Web. Using Tick Data’s proprietary Ticker Mapping® (symbol changes, exchange hops, etc.) and corporate actions information (splits, dividends), TickWrite is all you need to build accurate time series data files.
The fields included in our NBBO for USA Equities include:
- Time (HH:MM:SS.000)
- Bid Price
- Bid Exchange
- Bid Size
- Ask Price
- Ask Exchange
- Ask Size
Sample Data Download a sample of our data to see exactly what you’d receive when you order.
File Format Guides See technical specs of the fields and values included in each of our data sets.
Data File Sizes
Considering storing the data yourself? See how large the as-traded data files are by granularity and year.
Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).