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:

  • Date
  • Time (HH:MM:SS.000)
  • Bid Price
  • Bid Exchange
  • Bid Size
  • Ask Price
  • Ask Exchange
  • Ask Size

NBBO Resources

Sample Data

Sample Data Download a sample of our data to see exactly what you’d receive when you order.

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File Format Guide

File Format Guides See technical specs of the fields and values included in each of our data sets.

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Data File Sizes

Data File Sizes
Considering storing the data yourself? See how large the as-traded data files are by granularity and year.

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Data Delivery Options

Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).

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NBBO Data File Sizes

NBBO for USA Equities

NBBO for all listed USA equities on NYSE, AMEX, NASDAQ, and all other Consolidated Tape Association (CTA) participants from Jan-1-2004.
All prices are in USD.

Includes TickWrite® Web, for Windows® or Linux®. To programmatically request this data, see the TickAPI® pricing.

See Pricing Information below for more details on how our pricing works.
NBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
Per Symbol-Year$35$30$25$20$15
PICK 100$33$28$23$19$14
PICK 250$31$26$21$17$13
PICK 500$29$24$19$16$12
12 Months of Updates$35$30$25$20$15
NBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades Only Minute Trades
Complete Data Set (through order date)$78,400$102,900$54,700$72,000$50,400
1 Year$16,800$14,400$11,800$10,080$7,060
2 Years (save 13%)$29,400$25,200$20,600$17,640$12,350
3 Years (save 17%)$42,000$36,000$29,500$25,200$17,640
4 Years (save 25%)$50,400$43,200$35,400$30,240$21,170
5 Years (save 30%)$58,800$50,400$41,200$35,280$24,700
Each Additional Year$4,200$3,600$2,900$2,520$1,760
12 Months of Updates$21,000$18,000$14,700$12,600$8,820

Pricing Information

You may order data for a particular symbol(s) and date(s) under our PER SYMBOL-YEAR pricing, or order data for all available symbols (both active & inactive) for a particular date(s) under our ALL SYMBOLS pricing.

Per Symbol-Year

Rates are for 1 year of data for 1 symbol. In the case of Futures and OPRA Options, a ‘symbol’ is the underlying symbol, and you will receive data for all the contracts that quoted or traded on the dates you specify. For example, ES is the underlying symbol for S&P 500 E-mini Futures, and if you asked for data for the month of January 2015, you would receive data for all the ES contracts (no matter what their expiration date) that quoted or traded during January 2015.

Minimum Order Amounts

$1,000 for new clients and $500 for returning clients.

Pick X Discount

We offer volume discounts based on the number of Symbol-Years of data you order. For example, our PICK 15 Discount applies when you order any combination of 15 Symbol-Years of data (e.g. 5 underlying futures symbols x 3 years = 15 Symbol-Years).

Complete Symbol History

For our Futures, Cash Indices and Market Indicators data, you may order all the available history we have for a particular underlying symbol.

All Symbols

Includes both active & inactive symbols.

Complete Data Set

Applies to the complete data set up to your order date.

Per Symbol-Month Unit (TickAPI® Only)

For TickAPI® clients only, a Symbol-Month Unit is a request for any number of days within the calendar month for a symbol. For example, if you request data for ABC from Jan-1-2014 through Jan-15-2014, that is one Symbol-Month Unit and you’d be charged the 1st Request fee. If you ever request data for ABC for any other day(s) in Jan 2014, you’d be charged the Each Add’l Request fee.

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