We extract real-time quotes, options chains, short interest, dividend history, and earnings calendars from Nasdaq. Delivered as clean JSON, CSV, or Parquet to S3, BigQuery, or Snowflake on your cadence.
Structured, schema-consistent data across all major object types — delivered clean, typed, and ready to query.
Complete list of extractable fields for Real-Time Quotes objects from nasdaq.com. All fields typed and schema-versioned.
"symbol": "AAPL", "company_name": "Apple Inc.", "last_sale_price": 173.5, "net_change": 1.25, "pct_change": 0.72, "volume": 45210934, "market_cap": 2810000000000, "previous_close": 172.25
| # | symbol | company_name | last_sale_price | net_change | pct_change | volume |
|---|---|---|---|---|---|---|
| 1 | ||||||
| 2 | ||||||
| 3 |
Complete list of extractable fields for Options Chains objects from nasdaq.com. All fields typed and schema-versioned.
"symbol": "TSLA", "expiration_date": "2026-05-15", "strike_price": 200.0, "call_put": "call", "last_price": 12.45, "bid": 12.4, "ask": 12.5, "open_interest": 15432
| # | symbol | expiration_date | strike_price | call_put | last_price | bid |
|---|---|---|---|---|---|---|
| 1 | ||||||
| 2 | ||||||
| 3 |
Complete list of extractable fields for Historical Prices objects from nasdaq.com. All fields typed and schema-versioned.
"symbol": "MSFT", "date": "2026-04-10", "open": 410.5, "high": 415.2, "low": 409.1, "close": 414.8, "volume": 22104500, "vwap": 412.35
| # | symbol | date | open | high | low | close |
|---|---|---|---|---|---|---|
| 1 | ||||||
| 2 | ||||||
| 3 |
Complete list of extractable fields for Institutional Holdings objects from nasdaq.com. All fields typed and schema-versioned.
"symbol": "NVDA", "institution_name": "Vanguard Group Inc", "shares_held": 185420100, "value": 165020000000, "change_in_shares": 1205000, "pct_change": 0.65, "report_date": "2026-03-31", "filing_type": "13F"
| # | symbol | institution_name | shares_held | value | change_in_shares | pct_change |
|---|---|---|---|---|---|---|
| 1 | ||||||
| 2 | ||||||
| 3 |
Complete list of extractable fields for Earnings & Dividends objects from nasdaq.com. All fields typed and schema-versioned.
"symbol": "JPM", "earnings_date": "2026-04-14", "eps_forecast": 4.15, "eps_actual": 4.3, "surprise_pct": 3.61, "dividend_ex_date": "2026-04-05", "dividend_amount": 1.15, "dividend_yield": 2.45
| # | symbol | earnings_date | eps_forecast | eps_actual | surprise_pct | dividend_ex_date |
|---|---|---|---|---|---|---|
| 1 | ||||||
| 2 | ||||||
| 3 |
Our Nasdaq scraper handles every layer of the platform: intraday quotes, options chains, short interest, and institutional filings. We manage the rate limits, proxy rotation, and API interception required for financial data.
Extract last sale price, bid/ask spread, volume, and intraday highs/lows for all US-listed equities and ETFs.
Capture strike prices, expirations, greeks, and open interest for complex derivatives trading models across all expiry dates.
Download daily, weekly, or monthly OHLCV data spanning decades for backtesting algorithms and quantitative research.
Track Form 13F filings, insider buys/sells, and institutional ownership percentages to monitor smart money movements.
Monitor upcoming earnings dates, consensus EPS forecasts, and historical beat/miss metrics for thousands of tickers.
Extract bi-monthly short interest reports, days to cover, and settlement dates per ticker to gauge market sentiment.
Capture extended trading hours data when market volatility peaks and earnings announcements occur.
Extract net asset value, expense ratios, top 10 holdings, and sector weightings for index funds.
Run one-off historical dumps or configure continuous intraday pipelines at minute-level cadences.
Brief in. Clean data out.
Provide ticker lists, asset classes, or index constituents. We design the extraction schema together.
We configure Scrapy and Playwright crawlers, proxy rotation, and session management for nasdaq.com.
Schema validation, null-rate checks, and price-outlier detection before full launch.
JSON, CSV, or Parquet pushed to your S3 bucket, BigQuery dataset, or Snowflake stage on agreed cadence.
Financial portals use aggressive rate limiting and complex API structures to protect market data. Here is how we maintain reliable extraction.
Nasdaq uses Datadome and Cloudflare to block automated traffic. We route requests through US residential IPs with TLS fingerprinting aligned to standard Chrome builds to mimic human behaviour.
Instead of parsing HTML tables, our Playwright workers intercept the underlying XHR requests driving the dynamic charts and grids, extracting clean JSON payloads directly for maximum fidelity.
Aggressive polling triggers IP bans. We implement distributed token buckets and randomised request delays to stay under Nasdaq threshold limits while maintaining data freshness.
Market data layouts change during major site updates. We monitor API schema drift and maintain fallback parsers to ensure your options chains and historical data streams never break.
Every run emits structured logs to our observability stack. We alert on null-rate spikes, stale quotes, and coverage drops. SLA uptime is contractual, not aspirational.
Quant funds use historical OHLCV data and options greeks to backtest trading strategies and train predictive models.
Hedge funds track institutional ownership shifts and insider trading patterns to gauge market sentiment.
Risk desks monitor short interest and implied volatility across portfolios to stress-test market exposure.
Fintech apps ingest end-of-day pricing and dividend calendars to populate user dashboards and portfolio trackers.
Universities extract decades of earnings surprise data and corporate actions for financial market studies.
Corporate strategy teams monitor peer valuations, dividend yields, and analyst consensus estimates.
"Nasdaq holds the definitive record for US equity markets, but extracting options chains and historical pricing at scale requires infrastructure most teams do not have."
Most teams underestimate the investment required: reliable Nasdaq scraping requires defeating Datadome, intercepting hidden APIs, managing US residential proxies, and maintaining minute-level scheduling. DataFlirt absorbs that complexity so your quants can focus on alpha generation, not pipeline maintenance.
Everything supported by our nasdaq.com scraper — rendered SPA elements, auth walls, rate-limit evasion and beyond.
Open-source tooling on proven cloud infra — no vendor lock-in, full observability.
Scrapy handles crawl orchestration, deduplication, and retry logic. Playwright handles JavaScript rendering and XHR interception. Combined via scrapy-playwright middleware.
We maintain pools of residential ISP proxies across US regions to bypass Datadome. Rotation happens per-request with sticky sessions where required.
Pipelines run on AWS Lambda and ECS. Airflow handles minute-level scheduling and dependency management. All state stored in managed Postgres.
Data delivered to where your team already works — no new tooling required.
About nasdaq.com scraping, legality, and pipeline operations.
Ask us directly →Scraping publicly available market data is generally permissible. We target public quotes, historical prices, and SEC filings surfaced on the site. We do not bypass authentication walls or extract proprietary licensed feeds.
We use US-based residential proxies, Playwright sessions with realistic browser fingerprints, and randomised request pacing to avoid triggering bot mitigations.
Yes. Our crawlers iterate through every available expiration date and strike price, capturing bid, ask, volume, and open interest for both calls and puts.
Web scraping introduces inherent latency. While we can poll at minute-level frequencies, this is not a substitute for SIP feeds if you require sub-millisecond tick data for high-frequency trading.
Yes. We can pull daily historical pricing spanning decades for any active US-listed equity or ETF, including dividend-adjusted close prices.
Yes. We extract 13F filing summaries, total shares held, and position changes for institutional holders listed on Nasdaq.
Our smallest packages start at a defined ticker list of 500 equities with daily delivery. We price based on volume and delivery frequency.
Yes. We provide a sample run of up to 50 tickers across equities and options as part of the pre-engagement scoping process to validate schema fit.
20-minute scoping call. Pilot dataset within the week. Production within two. Whether you need a historical OHLCV dump or a continuous options chain feed across 5,000 tickers, we scope, build, and operate the pipeline. Tell us what you need.
