XigniteNASDAQLastSale FAQs

Official NASDAQ Stock Market Trading Hours run from 9:30 am to 4:00 pm Eastern.

Note: NASDAQLastSale reflects data (open, high, low, last, etc.) from the normal trading session only, with the exception of volume. Volume includes pre- and post-trading activity per guidance from NASDAQ.

The fields "PreviousClose" and "PreviousCloseDate" represent the last trade price from the day before. Around 4am each trading day (i.e., a few hours before trading opens), xBATSRealTime and xNASDAQLastSale retrieve the close price for the prior trading day and store it as the previous day close. These values will not be visible in data results until the first trade of the day. Once the first trade is executed for a security, the PreviousClose and PreviousCloseDate fields are filled in and returned with the quote.

Note that PreviousClose represents the official market close (i.e., not just the previous close trade from a given exchange such as BATS or NASDAQ). This is intentional, so that Change/PercentChange reflect the change between the most recent price and the close on the consolidated feed.

If you have any further questions on the PreviousClose data, send your inquiries to support@xignite.com.

NASDAQ’s website reflects the volume from the NLS Plus feed, while we receive the NLS feed. The difference is that the NLS Plus feed includes trades from the exchanges NASDAQ OMX BXSM (Boston) and NASDAQ OMX PSXSM (Philadelphia) in addition to the exchanges for the NLS feed, those being the NASDAQ Stock Market (NASDAQ) and FINRA/NASDAQ Trade Reporting Facility (TRF) only. NASDAQ OMX BXSM and NASDAQ OMX PSXSM only account for a very small volume of trades but those differences are visible.

XigniteNASDAQLastSale is a “last sale” API that specifically is designed and priced by NASDAQ to exclude bid/ask data (which is licensed at a higher price).