NASDAQ Market Replay PRO

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NASDAQ Market Replay PRO is an extremely powerful replay and analysis tool, allowing users to view the consolidated order book and trade data for NASDAQ-, NYSE- and other regional exchange-listed securities at any point in time.

Investors can use Market Replay to help validate best execution and Reg NMS compliance. Brokers and traders can use the tool to reconstruct the events around their trade to determine whether there was a missed opportunity or an unforeseen event. Brokers can send clients a NASDAQ-validated screen shot of the moment their particular trade occurred, confirming the quality of the execution and reducing the number of customer inquiries.

Data is available intraday and will be delayed at least 15-minutes for NASDAQ, NYSE- and other regional exchange-listed securities.

Now Featuring:

  • Now offering pre/post market queries!
  • Enhanced Export Functionality:
    • Trade Modifiers — now included in export data.
    • Replay Panel Export — users can now export the entire replay regardless of the time range selected including the symbol, sequence number, date, exchange, last sale price, last sale quantity, trade and cancel indicators, bid quantity, ask quantity, bid price, ask price, start and end times.
    • Export the Consolidated Book — users can now export the consolidated book including the National Best Bid and Offer, and Best Bid and Offer information by venue.
  • Sub-market center codes now viewable in the trades Trades Panel.
  • Automated symbol look-up functionality.

NASDAQ Market Replay PRO also offers the ability to:

  • Upload custom trades (represented in a different color)
    • Identify your trade within the market orders
    • Upload a trade not reported to the consolidated tape
    • Plot the trades by adjusting the timestamp
  • Filter data by Exchange for a more targeted view of the market
  • Analyze execution quality and Reg NMS compliance
  • Select a time range to learn the full price range of bids and offers
  • View the number of trades occurring within a specific timespan
  • View the National Best Bid and Offer at any point in time
  • Review a situation for analysis or training
  • Sub-market center codes reporting; export to excel to view originating market center for FINRA reported trades

View the NASDAQ Market Replay PRO Quick Reference Guide for more information.

Read the Case Study on the Implementation of Cloud Computing (To order the full publication, please contact Anthony at

Replays Made Easy

Market Replay provides access to quote and trade detail unmatched in the industry today. Featuring an easy-to-use interface, you can request a replay by issue, date and time in a matter of seconds. Control the zoom and replay the order book in simulated real-time or at an accelerated/decelerated speed. The time-span analysis provides the highest and lowest priced quotes that existed over a specific span of time, even if they lasted less than a millisecond.

For more information on becoming a distributor of Market Replay US, contact your NASDAQ OMX Global Data Products Account Manager at