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Equities Data | Pricing

Equities - Nasdaq Level 2

Nasdaq Level 2 equity pricing data for market monitoring, analysis and trading workflow support.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Equities - Nasdaq Level 2

Coverage metric

Geography:
EMEA
History:
From 1987
Coverage count:
Legal entities - 1000+ Public companies
Asset Class
Commodity Spots, Open-End Funds, Closed-End Funds, Bonds, Mortgage-Backed Securities, Depository Receipts, Funds, Warrants, Mini Futures (AssetClass), Units, FX & Money, Futures, Fixed Income, Rights, Unit Investment Trusts (AssetClass), Commodity Forwards, Preference Shares, Forward Rate Agreements / Fixings / Spreads (AssetClass), Other Equities (AssetClass), Contracts for Difference, Spreads, Swaps, Ordinary Shares, Depositary Shares, Company Warrants, Commodities, Equities, Interest Rate Derivatives, Company Options, Participation Shares, Securitised Products, Derivatives, Commodity Derivatives, Options, Money Market

Delivery metadata

Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Web Service, FTP, Bulk, Snowflake, Digital Files, Deployed/Onsite Servers, API, SFTP, Cloud, Desktop, SQL, RSS Feed, Website
Data formats:
CSV, GZIP, JSON, Delimited, Metafile Picture, SQL, Text, Bitmap, Parquet, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Continuous

Overview of Equities - Nasdaq Level 2

Description of the dataset

  • LSEG provides Nasdaq Level 2 equity market data for clients requiring deeper visibility into Nasdaq order book and market participant activity. Our coverage helps trading and analytics teams evaluate liquidity beyond top-of-book pricing.
  • We deliver Level 2 equity information such as bid and ask depth, market maker or participant quotes, price levels, sizes, trade context and instrument reference fields where available. LSEG supports Real-Time and end-of-day delivery so customers can monitor live market conditions and retain closing or historical observations for analysis.
  • Our Nasdaq Level 2 content is built for execution analysis, liquidity discovery, best-execution review, algorithmic strategy design, surveillance and transaction cost analysis. We help clients compare displayed depth, spread behaviour and order book dynamics across Nasdaq-listed equities.
  • LSEG normalises and quality-checks Nasdaq Level 2 data for integration into low-latency feeds, trading applications, analytics platforms and enterprise repositories. Our market data infrastructure supports consistent, scalable use of equity depth data across front-office and control functions.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Real-Time Distribution System
Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.

All categories

Full list of all categories