View the number of trades occurring within a specific timespan Overview

NASDAQ OMX Market Replay Europe is an extremely powerful replay and analysis tool, allowing users to view the data from major European exchanges at any point in time. Market Replay Europe will provide users with instant access to historical quote and trade data, helping to alleviate confusion and frustration from fragmentation between the European markets. Filter by exchange for a more targeted view of the market. Use the time-span analysis tool to view the highest and lowest priced quotes that existed over a specific span of time, even if they lasted less than a millisecond.

Traders and investors struggle with the question “What happened?” Market Replay Europe, a market analysis tool, answers that question by providing an extremely powerful replay of consolidated market intraday quote and trade data. It allows users to rewind and re-examine the order book and time-and-sales data at any point in time, providing the chance to review missed opportunities and execution quality. Users can navigate through time and replay events in real-time or speed them up and slow them down. They can zoom in to the sub-second level to see and analyze the detail of every market update, even quotes that last less than a millisecond. 

Benefits and Features

Brokers can use Market Replay Europe to monitor best execution compliance. Brokers and traders can view where their trades occurred within the different market center quotes. Brokers can send clients a NASDAQ OMX-validated screen shot of the moment their particular trade occurred, confirming the quality of the execution and reducing the number of customer inquiries. 

Featuring: 

• Custom trades upload (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

• Replay and trade list sort functionality
• Symbol and ISIN Lookup Tools
• Select preferred currency

Market Replay Europe offers the ability to:

• Filter data by exchange for a more targeted view of the market
• Analyze execution quality
• Select a time range to learn the full price range of bids and offers
• View the number of trades occurring within a specific timespan  

Market Replay Europe consolidates trade and quote data from the 17 following European markets: 

• NASDAQ OMX Copenhagen
• NASDAQ OMX Helsinki
• NASDAQ OMX Stockholm
• NASDAQ OMX Europe
• NYSE Euronext Amsterdam
• Borsa Italia
• NYSE Euronext Brussels
• Frankfurt Stock Exchange
• NYSE Euronext Lisbon
• London Stock Exchange
• NYSE Euronext Paris
• Oslo Børs
• BATS
• Turquoise
• Burgundy
• Virt-X
• Chi-X

Access Options

NASDAQ OMX Web 2.0 Widget Plug-and-Play technology provides a ready-made display requiring no additional bandwidth and significantly reducing development time and cost. Plug and Play allows distributors to offer the premier Market Replay data in a customized format to fit their usage and capacity needs. Market Replay Europe is powered by data from Neonet.
 

Pricing

To determine which option is best suited to your business needs, please contact your NASDAQ OMX Global Data Products Account Manager.
 

Agreements and Forms

To subscribe to the data feed products of NASDAQ OMX, firms are required to be a party to a NASDAQ OMX Global Data Agreement. For more information about our subscription offerings and our agreements and forms, please visit the NASDAQ OMX Global Data Products Administration page.

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