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.
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