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    Options Market Data

    Nasdaq GEMX Options Data

    The Nasdaq GEMX (GEMX) is designed to attract liquidity and offer price improvement opportunities. Unique among maker taker exchanges, GEMX offers PMMs and CMMs, preferenced orders and customer priority, pro-rata allocations.

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    Access the GEMX Order Book

    Nasdaq offers full coverage of GEMX data via depth and other real-time data products. Through trader sentiment tools and aggregated trading activity indicators, you can analyze options trade and volume data, and create and test trading models and strategies.

    Offers direct access to the Nasdaq GEMX best bid and offer quotation.

    • Eliminate any extra transmission and processing latencies introduced by the Securities Information Processor. Allowing you to process this data faster, giving you a competitive advantage against those taking it from OPRA.
    • An astute perspective on the options market by providing Best Bid and Offer Quotations.
    • Last trade information along with opening price, high and low prices for the day, and cumulative volume. 

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    Price List

    Provides the bids and offers of the full Nasdaq GEMX order book.

    • A more complete and sophisticated view of the options market by showcasing all levels of the order book.
    • Last trade information along with opening price, cumulative volume, high and low prices for the day.
    • Access to invaluable imbalance information about opening and reopening orders.

    Specification

    Price List

    Provides a snapshot of each order that rests on the Nasdaq GEMX order book and auction messages for simple (single legged) instruments.

    • Notifies about imbalances on opening and reopening (resumption from halt) periodically before the events.
    • Advises participants that a new Order is resting on the book.
    • Announces that a new auction order is in the market. For public (exposed) auctions, auction responses are also disclosed.

    Specification

    Price List

    Provides Nasdaq GEMX last sale information along with opening price, cumulative volume, high and low prices for the day.

    • Valuable last trade information on option series traded on the exchange.
    • A well-rounded perspective on the options market by displaying additional information including opening price, cumulative volume, high and low prices for the day on each option traded on the exchange.

    Specification

    Price List

    Aggregate trade quantity and volume data by customer origin type and trade type for all electronic trades on Nasdaq GEMX.

    • Use option trade quantity and volume data to create and test trading models and analytical strategies.
    • Use various measures from the value added data fields to gain a more holistic view of the options market, allowing you to make better-informed trading decisions.
    • Provides valuable trade data that investors can use to build customized sentiment indicators.

    Interested in accessing Trade Outline for Nasdaq's suite of options exchanges? Discover the full suite.

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