UPDATE new source data format.

Nasdaq has introduced a new ITCH format last Monday. We are testing our updated platform currently and plan to roll out the new LOBSTER version next Monday (Oct 13th). The service will not be available for about two hours on that day. Until then you will still be able to access data up to Sep 26th.

With the new version we also update the whole LOBSTER platform and with it the possibility to add even more historical data. As a first step, data from Jan 6th 2009 on up until yesterday will be available starting next Monday. More historical data will follow swift.