Level 1 Composite Data Overview

R. Todd Gafford -

The API provides Level 1 bids, quotes, and trade data. Use the API to get a current snapshot of data or to receive streaming data for a symbol.

The Level 1 data feed provides:

  • Access to more than 125 global exchanges
  • Real-time and delayed global data across all asset classes
  • Streaming data for up to 2500 unique symbols simultaneously (with provision for supporting more)

Level 1 data consists of the following:

  • Best-Bid-Offer (BBO): Get the real-time best bid (highest) and ask (lowest) quotes for a symbol.
  • Trade data: Get the information for the last the trades on a symbol. The data includes the volume traded, trade price, and time of the sale.
  • Reference data: Get information on a symbol, such as its list exchange, description, identifiers, P/E Ratio, and security type.

For a list of supported exchanges and venues, see the Exchange Coverage List.