Upcoming changes to Nasdaq historical data

On October 31, 2026, we're making three improvements to historical Nasdaq TotalView-ITCH (XNAS.ITCH) data:

1. New instrument_id assignments for data before November 28, 2023
2. A fix for missing after-hours data during winter months (EST)
3. New midnight UTC snapshots

These updates apply retroactively across the dataset's full history. Depending on how your application uses the historical data, they may introduce breaking changes. Live data is not affected.

Starting today, September 30, the updated data is available in a separate preview environment so you can validate your integration before the October 31 cutover.

In November 2023, we introduced synthetic instrument IDs for Nasdaq TotalView-ITCH data. We're now applying the same convention to data before November 28, 2023. This makes instrument IDs consistent across the dataset's full history and with our other US equities datasets.

If you use instrument_id to match instruments across data sources, Nasdaq's original Stock Locate value is still available in the raw_instrument_id field of the definition schema.

During Eastern Standard Time (EST), the Nasdaq extended trading session runs until 01:00 UTC, which falls on the following UTC date. Historical Nasdaq TotalView-ITCH data currently ends at 00:00 UTC, so the final hour of after-hours trading is omitted.

For dates during EST, the updated data includes the full trading session through 01:00 UTC. As a result, data for each UTC date begins with the final hour of the trading session.

As part of the after-hours coverage fix, the updated historical Nasdaq TotalView-ITCH data includes snapshots at 00:00 UTC for the MBO, definition, and status schemas. Snapshots are available Tuesday through Saturday during EST and Tuesday through Friday during Eastern Daylight Time (EDT).

For these schemas, snapshot records are returned automatically when 00:00 UTC falls within the requested time range. View our MBO snapshot documentation for an example of how these records are structured.

Requests to the preview environment follow the same usage-based pricing and Databento US Equities plan coverage as the historical API. To use it, point your historical client at the preview gateway, hist-preview.databento.com:

import databento as db

client = db.Historical(gateway="hist-preview.databento.com")

• September 30, 2026: The updated data is available for testing in the preview environment.
• October 31, 2026: The updated data becomes available in the historical API, and the preview environment closes.