Market Data Fees
Subscription Billing
Market data and research subscription fees are assessed beginning on the day of subscription and the first business day of each subsequent month for as long as the services are active. Subscription fees are assessed based on the number of users subscribed to the service on an account. If multiple users are subscribed, there will be multiple charges assessed to the account. There will be additional charges for Snapshot data requests (see below). In relation to the fees quoted for Market Data, Capstoneretains 5% - 10% of these fees to cover administrative and other costs related to the provision of these data services. The remainder of the fee is paid to the vendor.
Snapshot Data and Delayed Data
By default, users will receive free delayed market data for available exchanges. If needed, users can subscribe to real-time streaming market data for the prices listed in the tables below. Once a subscription is active, the delayed market data will be replaced with the real-time quotes. In addition, clients who do not need streaming real-time quotes will have the ability to request snapshot data from multiple exchanges worldwide. This request will provide a static quote for the instrument. U.S. listed equities are USD 0.01 per quote request and all other instruments are USD 0.03 per quote request. As a courtesy, accounts will receive a waiver of USD 1.00 per month for snapshot quotes. Learn more.
Market Data Subscription Minimum and Maintenance Equity Balance Requirements
| Category | The following minimums are required to subscribe and maintain market data and research subscriptions. This does not include the cost of the service. |
|---|---|
| Individual Accounts (unless listed below) | USD 500 (or non-USD equivalent) |
| Financial Advisor Client Accounts | USD 500 (or non-USD equivalent) |
| Institutional and/or Organizational Accounts | USD 500 (or non-USD equivalent) |
| Financial Advisor | USD 500 (or non-USD equivalent) |
| Friends and Family Advisor | USD 200 (or non-USD equivalent) |
| Introducing Broker Clients | USD 200 (or non-USD equivalent) |
| Indian residents 1 trading with an IB India account | USD 100 (or non-USD equivalent) |
Notes:
- The minimum requirements plus the cost of the subscription are required to have the data activated.
- Indian resident is an individual who resides in India for more than 182 days per year.
Subscription fees are assessed based on the number of users subscribed to the service on an account. If multiple users are subscribed, there will be multiple charges assessed to the account.
We provide real-time streaming market data for the prices listed in the sections below. For the exchanges which we provide, you will automatically receive free delayed market data for financial instruments for which you do not currently hold market data subscriptions.
Commission Waivers for Market Data
Select market data services are eligible for commission-related waivers. Waiver-enabled services are identified in Client Portal and/or listed below.
Services are waived once the commission threshold is met for each service. Calculations for waivers are not cumulative and are applied first to the highest priced service.
For example, if you subscribe to waiver-enabled services with the following thresholds:
| Subscription | Fee | Commissions Waiver |
|---|---|---|
| US Securities Snapshot and Futures Value Bundle | USD 10.00 | USD 30.00 |
| OPRA Top of Book (L1) (US Option Exchanges) | USD 1.50 | USD 20.00 |
| Shanghai Stock Exchange 5 Second Snapshot (via HKEx) | USD 1.00 | USD 5.00 |
| Shenzhen Stock Exchange 3 Second Snapshot (via HKEx) | USD 1.00 | USD 5.00 |
Waivers would be applied in descending order based on the commissions waiver.
| Subscription Waived | ||||
|---|---|---|---|---|
| Commissions Generated | US Securities Snapshot and Futures Value Bundle |
OPRA Top of Book (L1) (US Option Exchanges) |
Shanghai Stock Exchange 5 Second Snapshot (via HKEx) |
Shenzhen Stock Exchange 3 Second Snapshot (via HKEx) |
| USD 60.00 | Yes | Yes | Yes | Yes |
| USD 30.00 | Yes | No | No | No |
| USD 25.00 | No | Yes | Either | |
| USD 10.00 - 20.00 | No | No | Yes | Yes |
| USD 5.00 - 10.00 | No | No | Either | |
Professional versus Non-Professional
Most exchanges and data vendors classify clients as either non-professional or professional. By default, organizations such as corporations, limited liability companies, partnerships and any account where the data is used for more than personal investment purposes is deemed to be professional. In addition, private persons may be considered professional if they are registered as a security or investment advisor, or act in a similar capacity. A trader who is employed by a financial services business may also be considered a professional. Click here for more information about non-professional qualifications.
Use these buttons to display only those exchanges featuring the selected filter category.
Filter Category:
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| CapstoneCurrencies | Fee Waived | Fee Waived |
| N/A |
United States
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month30 |
|---|---|---|
| US Securities Snapshot and Futures Value Bundle 1, 2, 3, 4 — CapstonePro | USD 10.00 Base Waived for Activity 4 + USD 0.01 per Snapshot 23 |
N/A |
| Professional US Securities Snapshot Bundle 1, 6 — CapstonePro | N/A | USD 10.00 Waived for Activity 6 + USD 0.01 per Snapshot 23 |
| US Futures Value PLUS Bundle 5 — CapstonePro | USD 5.00 | N/A |
| US Equity and Options Add-On Streaming Bundle 25,26 — CapstonePro | USD 4.50 | USD 125.00 |
| Bond Ratings | USD 3.00 | USD 3.00 |
| Cboe BZX Depth of Book 13 | USD 8.00 | USD 47.00 |
| Cboe MSCI Indexes (L1) | USD 4.50 | USD 4.50 |
| Cboe One — CapstonePro | USD 1.00 | USD 5.00 |
| Cboe One Add-On 29 — CapstonePro | USD 1.0027 | USD 5.0028 |
| Cboe Streaming Market Indexes | USD 3.50 | USD 3.50 |
| CBOT Real-Time Depth of Book (L2) 3 | USD 11.0014 | USD 118.0010 |
| CBOT Real-Time Top of Book (L1) | USD 1.2514 | N/A |
| CFE Enhanced Top of Book (L1) | USD 4.50 | USD 12.00 |
| CFE Enhanced with Depth of Book (L2) | USD 7.00 | USD 18.50 |
| CME Real-Time Depth of Book (L2) 3 | USD 11.0014 | USD 118.0010 |
| CME Real-Time Top of Book (L1) | USD 1.2514 | N/A |
| CME S&P Indexes | USD 5.00 | USD 5.00 |
| COMEX Real-Time Depth of Book (L2) 3 | USD 11.0014 | USD 118.0010 |
| COMEX Real-Time Top of Book (L1) | USD 1.2514 | N/A |
| CUSIP | USD 1.00 | USD 2.00 |
| Dow Jones Global Indices | USD 2.50 | USD 4.00 |
| ICE Endex Futures | USD 118.00 | USD 118.00 |
| ICE Futures U.S. (NYBOT) 11 | USD 120.75 | USD 120.75 |
| ICE Futures US - Canadian Grain | USD 38.00 | USD 38.00 |
| ICE Futures US - Digital Asset Futures (L2) | Fee Waived | Fee Waived |
| ISE Options Depth of Book (L2) | USD 10.00 | USD 60.00 |
| NASDAQ BX TotalView (L2) 13 | USD 3.50 | USD 45.00 |
| NASDAQ Global Index Data Service | USD 3.50 21 | USD 12.00 21 |
| NASDAQ Options Market Depth of Book (L2) | USD 11.50 | USD 62.50 |
| NASDAQ TotalView-OpenView Bundled 13 | USD 16.50 | USD 86.50 |
| NASDAQ TotalView-OpenView EDS 22 | USD 1.00 | USD 10.00 |
| NYSE (Network A/CTA) Top of Book (L1) - Billed by the NYSE | N/A | USD 45.00 |
| NYSE (Network A/CTA) Top of Book (L1) - Billed by CapstoneBrokers | USD 1.50 | USD 45.00 |
| NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) Top of Book (L1) | USD 1.50 | USD 25.007 |
| NASDAQ (Network C/UTP) Top of Book (L1) | USD 1.50 | USD 25.00 |
| Global OTC Equities(L2) | USD 1.50 | USD 64.50 |
| Global OTC and OTC Markets | USD 18.00 | USD 142.00 |
| NYMEX Real-Time Depth of Book (L2) 3, 10 | USD 11.0014 | USD 118.0010 |
| NYMEX Real-Time Top of Book (L1) | USD 1.2514 | N/A |
| NYSE AMEX Options Depth of Book (L2) | USD 11.50 | USD 62.50 |
| NYSE Arca Options Depth of Book (L2) | USD 11.50 | USD 62.50 |
| NYSE Arca Order Imbalances | USD 1.00 | USD 1.00 |
| NYSE ArcaBook Depth of Book (L2) 13 | USD 11.00 | USD 65.008 |
| NYSE Global Index Feed | USD 1.00 | USD 19.50 |
| NYSE MKT Order Imbalances | USD 1.00 | USD 1.00 |
| NYSE OpenBook Depth of Book (L2) 13 | USD 25.00 | USD 64.50 |
| NYSE Order Imbalances | USD 1.00 | USD 1.00 |
| OPRA Top of Book (L1) (US Option Exchanges) 15 | USD 1.5016 | USD 32.75 (includes all exchanges) |
| OTC Markets Top of Book (L1) | USD 6.00 | USD 35.00 |
| OTC Markets Depth of Book (L2) | USD 17.00 | USD 85.00 |
| RussellTick Indices Real-Time | USD 2.00 | USD 15.00 |
| Small Exchange Futures Market Data | Fee Waived | Fee Waived |
| TRACE (BTDS) Corporate Bond Data | N/A | USD 65.00 |
| US Mutual Funds | Fee Waived21 | Fee Waived21 |
| US Bond Real-Time Data 12 | Fee Waived | Fee Waived |
| N/A |
Canada
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Canadian Exchange Group (TSX/TSXV) Top of Book (L1) (Non-Canadian Residents Only) | USD 20.00 | USD 74.00 |
| Canadian Securities Exchange (L1) | Fee Waived31 | Fee Waived31 |
| Toronto Stock Exchange Top of Book (L1) (Canadian Residents Only) | CAD 9.00 | CAD 34.50 |
| Toronto Market by Price Depth of Book (L2) 18 | USD 14.0020 | USD 32.0020 |
| TSX Venture Exchange Top of Book (L1) (Canadian Residents Only) | CAD 9.00 | CAD 27.00 |
| TSX Venture Market by Price Depth of Book (L2) 19 | USD 16.0020 | USD 17.0020 |
| Montreal Exchange Top of Book (L1) (CDE) | USD 7.0020 | USD 43.0020 |
| Montreal Exchange Depth of Book (L2) (CDE) | USD 10.0020 | USD 54.5020 |
| NEO Exchange Top of Book (L1) | Fee Waived | Fee Waived |
| N/A |
Mexico
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Mexican Derivatives Exchange Top of Book (L1) | USD 5.00 | USD 15.00 |
| Mexican Stock Exchange Top of Book (L1) | USD 17.50 | USD 47.00 |
| N/A |
Sample Market Data Subscriptions
The sample market data subscriptions in the following table below can help you choose the right subscriptions for your trading needs.
| Market Data Desired | Non-Professional subscription(s) needed |
Professional subscription(s) needed |
|---|---|---|
| AMEX-, ARCA-, BATS-listed top-of-order book (NBBO) streaming quotes | NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) OR US Securities Snapshot and Futures Value Bundle AND US Equity and Options Add-On Streaming Bundle |
NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) OR Professional US Securities Snapshot Bundle AND US Equity and Options Add-On Streaming Bundle |
| NASDAQ-listed (ex: MSFT) top-of-order book (NBBO) streaming quotes | NASDAQ (Network C/UTP) OR US Securities Snapshot and Futures Value Bundle AND US Equity and Options Add-On Streaming Bundle |
NASDAQ (Network C/UTP) OR Professional US Securities Snapshot Bundle AND US Equity and Options Add-On Streaming Bundle |
| NYSE-listed (ex: IBM) top-of-order book (NBBO) streaming quotes | NYSE (Network A/CTA) OR US Securities Snapshot and Futures Value Bundle AND US Equity and Options Add-On Streaming Bundle |
NYSE (Network A/CTA) OR Professional US Securities Snapshot Bundle AND US Equity and Options Add-On Streaming Bundle |
Notes:
- Includes snapshot data for Consolidated Tapes A, B, and C (NYSE, NYSE American, NASDAQ) to provide NBBO. Requesting snapshot quotes will result in extra fees on top of the base value of the service. Also includes top of book quotes for OTC Markets, Dow Jones Indices, CBOE Market Data Express Indices, and US Bond Quotes. For more information on snapshot quotes, please visit http://ibkb.interactivebrokers.com/node/2830
- Includes top of book quotes for CBOT, CME, COMEX, and NYMEX
- Access to US Futures data requires clients to have US Futures Trading Permissions.
- Accounts must generate at least USD 30 in commissions per month per each user subscribed.
- Requires a subscription to the US Securities Snapshot and Futures Value Bundle. Includes depth of book quotes for CBOT, CME, COMEX, and NYMEX.
- Accounts must generate at least USD 30 in commissions per month per each user subscribed.
- Subscribing to NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) will allow a client to SMART route AMEX and ARCA listed stocks.
- Subscribing to NYSE ArcaBook Depth of Book (L2) will allow a client to see ARCA Depth of book quotes on the ARCA exchange. For a top of book quote, the client will need a subscription to NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B).
- Floor-based data generally only includes last sale, as there are rarely bid-ask quotes.
- Top of Book data is included in the Depth of Book subscription.
- Includes options and Liffe precious metals futures and futures options.
- Includes US corporate bonds and US-Treasuries.
- Must subscribe to NYSE (Network A/CTA), NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) and NASDAQ (Network C/UTP) data.
- Fee is waived if commissions generated are greater than USD 20.00
- Includes all options exchanges
- For each subscriber the account must generate at least USD 20 in commissions per month to have the monthly fee waived for all users.
- Must have appropriate CDE trading permission
- Top of Book (L1) quotes are not included in Depth of Book (L2) services. Depth of Book (L2) quotes require Canadian Exchange Group (TSX/TSXV) Top of Book (L1) or Toronto Stock Exchange Top of Book (L1).
- Top of Book (L1) quotes are not included in Depth of Book (L2) services. Depth of Book (L2) quotes require Canadian Exchange Group (TSX/TSXV) Top of Book (L1) or TSX Venture Exchange Top of Book (L1).
- Service is denominated in CAD for Canadian Accounts.
- These services can trigger Hosted Solutions fees. For more information, please go to https://Capstone.info/article/1852.
- Must subscribe to the standard NASDAQ TotalView-OpenView Bundled data. This data is intended for display use only.
- Snapshots are capped and switched to streaming quotes when the total snapshot cost equals the streaming equivalent.
- The streaming service for Network A, B, or C (NYSE, NYSE American, NASDAQ) supersedes their respective snapshot service. If a client subscribes to the streaming service of NYSE, NYSE American, or NASDAQ before being capped for the exchanges' snapshot service, they will only pay for the streaming service, not the month's previous snapshots for the respective service.
- Includes NYSE (Network A/CTA), NYSE American, BATS, ARCA, IEX, and Regional Exchanges (Network B), NASDAQ(Network C/UTP), and OPRA(US Options).
- Requires US Securities Snapshot and Futures Value Bundle for NonProfessionals or Professional US Securities Snapshot Bundle.
- Fee is waived if commissions generated are greater than USD 5.00.
- Fee is waived if commissions geenrated are greater than USD 15.00.
- Requires a subscription to either the Professional US Securities Snapshot Bundle or the US Securities Snapshot and Futures Value Bundle. Available in TWS version 978 and above.
- Fees in the Pro Fees/month relate to Market Data status designation as a Professional user as defined by the exchanges. It is not related to Capstone-PRO or Capstone-LITE.
- Market Data waived through September 2021.
EuroNext (Belgium, France, Netherlands, Portugal)
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Euronext All Indices Real-Time Data | Included in Euronext Data Bundle Top of Book (L1) and Depth of Book (L2) | EUR 19.00 |
| Euronext Cash Top of Book (L1) | Available as Euronext Data Bundle – Top of Book (L1) (Stock Depth of Book (L2) – Equity Derivatives Top of Book (L1) ) | EUR 74.50 |
| Euronext Cash Depth of Book (L2) | Available as Euronext Data Bundle – Top of Book (L1) (Stock Depth of Book (L2) – Equity Derivatives Depth of Book (L2) | EUR 102.50 |
| Euronext Commodity Derivatives Depth of Book (L2) | EUR 19.00 | EUR 19.00 |
| Euronext Currency Derivatives Depth of Book (L2) | EUR 3.00 | EUR 3.00 |
| Euronext Data Bundle - Level I (Stocks Depth of Book (L2) - Equity Derivatives Top of Book (L1) ) | EUR 3.00 | N/A |
| Euronext Data Bundle - Level II (Stocks Depth of Book (L2) - Equity and Index Derivatives Depth of Book (L2) ) | EUR 40.00 | Available as Euronext Cash Market Depth of Book (L2) plus Euronext Equity and Index Derivatives Depth of Book (L2) |
| Euronext Equity and Index Derivatives - Depth of Book (L2) | EUR 39.00 | EUR 39.00 |
| N/A |
Austria
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Vienna Stock Exchange Indices | Available as Vienna Stock Exchange Level 1 + Indices | EUR 14.00 |
| Vienna Stock Exchange Cash Market Top of Book (L1) | Available as Vienna Stock Exchange Level 1 + Indices | EUR 40.00 |
| Vienna Stock Exchange Cash Market - Depth of Book (L2) | Available as Vienna Stock Exchange Level 2 + Indices | EUR 53.50 |
| Vienna Stock Exchange - Top of Book (L1) + Indices | EUR 5.00 | Available as Vienna Stock Exchange Level 1 plus Vienna Stock Exchange Indices |
| Vienna Stock Exchange - Depth of Book (L2) + Indices | EUR 9.00 | Available as Vienna Stock Exchange Level 2 plus Vienna Stock Exchange Indices |
| N/A |
Baltic (Estonia, Latvia, Lithuania)
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Baltic Equity Top of Book (L1) | EUR 1.25 | EUR 18.50 |
| Baltic Equity Depth of Book (L2) | EUR 2.50 | EUR 29.00 |
| N/A |
Czech Republic
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Prague Stock Exchange Cash Market Top of Book (L1) | EUR 5.00 | EUR 19.00 |
| Prague Stock Exchange Cash Market Depth of Book (L2) | EUR 12.00 | EUR 31.00 |
| N/A |
Germany
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Deutsche Boerse Indices & Xetra ETFs | EUR 1.25 | EUR 11.00 |
| Eurex Retail Europe | EUR 2.00 | N/A |
| Eurex Core Top of Book (L1) 3 | EUR 8.75 | N/A |
| Eurex Core Depth of Book (L2) 4 | EUR 13.00 | EUR 56.00 |
| Spot Market Germany (Frankfurt/Xetra) Top of Book (L1) | EUR 16.25 | EUR 67.50 |
| Spot Market Germany (Frankfurt/Xetra) Depth of Book (L2) (1) | EUR 21.75 | EUR 81.50 |
| STOXX© Index Data Real-Time | EUR 9.00 | EUR 15.00 |
| Stuttgart Boerse incl. Euwax (SWB) | EUR 6.00 | EUR 9.00 |
| Deutsche Boerse Volatility Index (L1) | EUR 4.50 | EUR 4.50 |
| N/A |
Hungary
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Budapest Stock Exchange (L2) | EUR 2.50 | EUR 27.007 |
| N/A |
Israel
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Tel Aviv Stock Exchange (L1) - clients residing in Israel | USD 2.00 | USD 66.00 |
| Tel Aviv Stock Exchange (L1) - clients residing outside Israel | USD 2.50 | USD 52.00 |
| N/A |
Italy
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Borsa Italiana (BVME stock / SEDEX / IDEM deriv) Top of Book (L1) | EUR 4.00 | EUR 16.50 |
| Borsa Italiana (BVME stock / SEDEX / IDEM deriv) Depth of Book (L2) | EUR 17.00 | EUR 51.50 |
| N/A |
Nordic (Denmark, Finland, Norway, Sweden)
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Nordic Derivatives Top of Book (L1) 6 | EUR 4.00 | Top of Book (L1) Data not Available to Professional Subscribers |
| Nordic Derivatives Depth of Book (L2) 6 | EUR 6.00 | EUR 36.00 |
| Nordic Equity Top of Book (L1) 6 | EUR 2.00 | EUR 36.00 |
| Nordic Equity Depth of Book (L2) 6 | EUR 6.00 | EUR 69.00 |
| Oslo Bors Depth of Book (L2) | NOK 110 | NOK 387.50 |
| Turquoise Derivatives (Nordic) | NOK 5.00 | NOK 5.00 |
| N/A |
Other European Exchanges
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| European Equities and Derivatives Display Value Bundle 8 | EUR 12.50 Base Waived for Activity 8 |
N/A |
| European (BATS/Chi-X) Equities Depth of Book (L2) 2, 6 | Fee Waived | USD 10.00 |
| European (BATS/Chi-X) Equities Top of Book (L1) | Fee Waived | GBP 29.00 |
| Turquoise ECNs Level 1 | GBP 8.00 | GBP 9.50 |
| Turquoise ECNs Level 2 | GBP 13.00 | GBP 17.50 |
| N/A |
Poland
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Warsaw Stock Exchange (L1) | PLN 11.00 | N/A |
| Warsaw Stock Exchange (L2) | PLN 95.00 | PLN 211.00 |
| N/A |
Russia
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Moscow Exchange Professional | USD 11.00 | USD 91.00 |
| N/A |
Spain
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Bolsa de Madrid Top of Book Plus (L1) | EUR 7.00 | EUR 37.00 |
| Bolsa de Madrid Depth of Book (L2) | EUR 18.00 | EUR 63.50 |
| IBEX and LATIBEX Indices | EUR 10.00 | EUR 11.00 |
| BME (MEFF) Top of Book (L1) | EUR 3.75 | EUR 18.00 |
| BME (MEFF) Depth of Book (L2) | EUR 6.00 | EUR 28.00 |
| N/A |
Switzerland
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| SIX Structured Basic Access | CHF 6.50 | CHF 15.25 |
| SIX Structured Advanced Access | CHF 8.75 | CHF 22.00 |
| SIX Swiss Exchange Top of Book (L1) | N/A | CHF 32.00 |
| SIX Swiss Exchange Indices | CHF 4.00 | CHF 4.00 |
| SIX Swiss Exchange Depth of Book (L2) | CHF 13.50 | CHF 103.00 |
| N/A |
United Kingdom
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| ICE Futures E.U. - Commodities (IPE) 5 | USD 133.75 | USD 133.75 |
| ICE Futures E.U. – Financials (LIFFE) 5 | USD 120.75 | USD 120.75 |
| London Metal Exchange (L2) | USD 54.00 | USD 54.00 |
| LSE International Top of Book (L1) | GBP 4.25 | GBP 29.50 |
| LSE International Depth of Book (L2) | GBP 6.00 | N/A |
| LSE UK Top of Book (L1) | GBP 5.00 | GBP 53.50 |
| LSE UK Depth of Book (L2) | GBP 7.00 | N/A |
| N/A |
Notes:
- FWB floor data is provided at Level I only.
- Includes Chi-X, NURO.
- Level I does not provide any market depth (just bid /ask).
- Level II only shows a market depth of 5.
- Includes options.
- These services can trigger Hosted Solutions fees. For more information please go to http://ibkb.interactivebrokers.com/article/1852
- This price goes into effect April 1, 2020.
- Accounts must generate at least USD 35 in commissions per month, per each user subscribed. Includes top-of-book data from Borsa Italiana, Eurex Retail Europe, Euronext Basic, Cboe Global Markets Europe, Nordic Equity and Derivatives, Tradegate, and Turquoise Equity and Derivatives. Service not eligible for use in alternative display formats.
Australia
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| ASX Total Depth of Book (L2) | AUD 25.00 | AUD 109.50 |
| Chi-X Australia 2 | USD 11.00 | USD 49.00 |
| ASX24 Commodities and Futures Depth of Book (L2) | AUD 21.50 | AUD 109.50 |
| N/A |
China
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Shanghai Stock Exchange 5 Second Snapshot (via HKEx) 3, 8 | USD 1.00 | USD 1.00 |
| Shanghai Stock Exchange 5 Second Snapshot via HKEx Alternative Display 3, 8 | USD 5.00 | USD 5.00 |
| Shanghai Stock Exchange Top of Book (L1) (non-Mainland China residents) 4, 6 | USD 12.00 | USD 30.00 |
| Shanghai Stock Exchange Alternative Display Top of Book (L1) 4 | USD 20.00 | N/A |
| Shanghai Stock Exchange Depth of Book (L2) (non-Mainland China residents) 5, 6 | USD 35.00 | USD 35.00 |
| Shanghai Stock Exchange Levels 1 & 2 (Mainland China residents) 5, 7 | USD 5.00 | USD 5.00 |
| Shenzhen Stock Exchange 3 Second Snapshot (via HKEx) 3, 8 | USD 1.00 | USD 1.00 |
| Shenzhen Stock Exchange 3 Second Snapshot via HKEx Alternative Display 4 | USD 5.00 | USD 5.00 |
| Shenzhen Stock Exchange Top of Book (L1) (non-Mainland China residents) 4, 6 | USD 11.00 | USD 26.00 |
| Shenzhen Stock Exchange Alternative Display Top of Book (L1) 4 | USD 30.00 | N/A |
| Shenzhen Stock Exchange (Mainland China residents) 5, 7 | USD 5.50 | USD 5.50 |
| N/A |
Hong Kong
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Hang Seng Indexes | HKD 19.50 | HKD 19.50 |
| Hong Kong Derivatives (Fut & Opt) Top of Book (L1)11 | HKD 25.00 | HKD 27.00 |
| Hong Kong Derivatives (Fut & Opt) Depth of Book (L2)11 | HKD 100.00 | HKD 100.00 |
| Hong Kong Securities Exchange (Stocks, Warrants & Bonds) Top of Book (L1) | HKD 130.00 | HKD 130.00 |
| Hong Kong Securities Exchange (Stocks, Warrants & Bonds) Depth of Book (L2) | HKD 225.00 | HKD 225.00 |
| N/A |
India
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| National Stock Exchange of India, Capital Market Segment, Top of Book (L1) 10 | Fee Waived | Fee Waived |
| National Stock Exchange of India, Capital Market Segment, Depth of Book (L2) 10 | Fee Waived | Fee Waived |
| National Stock Exchange of India, Futures and Options Segment, Top of Book (L1) 10 | Fee Waived | Fee Waived |
| National Stock Exchange of India, Futures and Options Segment, Depth of Book (L2) 10 | Fee Waived | Fee Waived |
| N/A |
Japan
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Chi-X | JPY 100.00 | JPY 100.00 |
| Japannext Top of Book (L1) | N/A | JPY 330.00 |
| Japannext Depth of Book (L2) | JPY 100.00 | JPY 1650.00 |
| Osaka Exchange Top of Book (L1) 1 | JPY 200.00 | JPY 1500.00 |
| Osaka Exchange Depth of Book (L2) 1 | JPY 400.00 | JPY 2200.00 |
| Tokyo Stock Exchange Top of Book (L1) | JPY 300.00 | JPY 3000.00 |
| Tokyo Stock Exchange Depth of Book (L2) | JPY 380.00 | JPY 3600.00 |
| N/A |
Singapore
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Singapore Exchange (SGX) – Derivatives Top of Book (L1) | SGD 2.00 | SGD 2.00 |
| Singapore Exchange (SGX) – Stocks Top of Book (L1) | SGD 13.009 | SGD 13.009 |
| N/A |
Notes:
- Includes Derivatives and Indices.
- Allows subscribers to see true NBBO when also subscribed to ASX Total Depth of Book.
- 5 second snapshot data for bid/ask and last.
- Real-time last with 3 second bid/ask snapshot data.
- Real-time last with 3 second bid/ask snapshot data and market depth.
- For clients who have accounts registered outside of Mainland China.
- For clients who have accounts registered inside Mainland China.
- For each subscriber the account must generate at least USD 5 in commissions per month to have the monthly fee waived for all users.
- Price increase from SGD 12.00 to SGD 13.00 effective January 1, 2019.
- Services only available for Indian Residents.
- Available as a fee waived service for clients registered in the countries and region of China, India, South Korea, Thailand, Vietnam, Malaysia and Singapore.
South Africa
| Region/Exchange | Non-Pro Fees/month | Pro Fees/month |
|---|---|---|
| Johannesburg Stock Exchange | USD 13.50 | USD 46.50 |
| N/A |
Notes:
- Accounts will be assessed a separate market data subscription fee for each user that subscribes to data. Subscriptions are charged on a per username basis and subscriptions cannot be shared between usernames even if they are on the same account.
- Customers without enough cash to pay market data fees will have positions liquidated to cover the fees. Those customers without enough equity to pay market data fees will have their remaining equity applied to the market data fees, and then the account will be closed.
- Partial month subscriptions will be charged at the full month's rate.
- Requests to unsubscribe to market data which are received after midnight ET will be processed with an effective date of the following day.
- There is no cap on the quantity of market data lines allocated per customer.
- Market data for Advisors and Brokers is calculated based on aggregate commissions and equity for all accounts, and all accounts receive the same number of market data lines.
- Advisors and Brokers without any funds in their master account to cover their market data fees will have their market data turned off until there are funds in the master account to cover market data fees.
- Trading accounts with less than USD 500 (or non-USD equivalent) in equity will have their market data turned off. In the event market data is turned off, the account equity must be increased to USD 500 (or non-USD equivalent) before market data is re-enabled.
- Residents of Chicago, IL will be subject to a Chicago Personal Property Tax on select research subscriptions. For additional information, please refer to the following link https://Capstone.info/article/2964.
- Residents of Connecticut will be subject to a Connecticut Sales Tax on research and market data subscriptions. For additional information, please refer to the following link https://Capstone.info/article/2973.
- Sales tax and/or VAT is charged when applicable based on account's local jurisdiction.
- All data is provided by Global Financial Information Services GmbH.
Market Data Display
How Market Data is Allocated
In order to receive real-time market data, customers must be a subscriber to market data. All clients initially receive 100 concurrent lines of real-time market data (which can be displayed in TWS or via the API) and always have a minimum of 100 lines of data. After the first month of trading, the quantity of market data is allocated using the greater value of:
- USD monthly commissions divided by 8
- USD equity multiplied by 100 divided by $1,000,000
(rounded down to the nearest integer) - 100
- Example 1:
In month two, your account shows the following values: USD Monthly Commissions: $16, USD Equity: $950,000
Using the calculations above, you would still receive the minimum 100 lines of data, since: $16/8 = 2
$950,000 x 100 / $1,000,000 = 95 - Example 2:
In month three, your account shows the following values: USD Monthly Commissions: $500, USD Equity: $1,245,000
Using the calculations above, you would receive 124 lines of data, since: $500/8 = 62.5
$1,245,000 x 100 / $1,000,000 = 124.5, rounded down to 124.
Deep Data Allotment
The number of symbols that can be viewed simultaneously via the TWS deep book windows (including BookTrader, Market Depth and ISW) is determined as follows: one unique symbol for every 100 allowed lines of market data, with a minimum of three and a maximum of 60. For example, a client with the default allowance of 100 lines of data will be able to simultaneously view deep data for three different symbols. Note that multiple deep book windows for the same symbol can be opened without impacting market data limits. Continuing this example, this client could open the symbol Capstonein BookTrader, Market Depth and ISW and still be able to view deep data for two more symbols. A client who, based on commissions, equity or other criteria, is allowed 500 tickers will be able to simultaneously view deep data for five unique symbols. Note that this number may change month to month if the number of allowed tickers for your account changes.
Snapshot
The Snapshot capability allows users to request a singular instance, non-streaming quote of market data for an individual stock. Snapshot quotes do not update and do not refresh on their own. They are an alternative to streaming quotes as users are charged on a per request basis as opposed to a monthly flat fee. U.S. listed equities are USD 0.01 per request and all other instruments are USD 0.03 per request. Clients will be eligible for capping when their snapshot requests equal the price of the streaming quote service.
Sample Snapshot Caps:
| Listed Network Feed | Price per Snapshot Quote2 | Subscriber Status | Capped Snapshot | Streaming Service Activated |
|---|---|---|---|---|
| NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) Top of Book (L1) | USD 0.01 | Non-Pro | 150 | NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) Top of Book (NP,L1) |
| NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) Top of Book (L1) | USD 0.01 | Pro | 2300 | NYSE American, BATS, ARCA, IEX and Regional Exchanges (Network B) Top of Book (P,L1) |
| NASDAQ (Network C/UTP) | USD 0.01 | Non-Pro | 150 | NASDAQ (Network C/UTP) (NP,L1) |
| NASDAQ (Network C/UTP) | USD 0.01 | Pro | 2500 | NASDAQ (Network C/UTP) (P,L1) |
| NYSE (Network A/CTA) | USD 0.01 | Non-Pro | 150 | NYSE (Network A/CTA) (NP,L1) |
| NYSE (Network A/CTA) | USD 0.01 | Pro | 4500 | NYSE (Network A/CTA) (P,L1) |
| OPRA Top of Book (L1) (US Option Exchanges) | USD 0.03 | Non-Pro | 50 | OPRA (US Options Exchanges) (NP,L1) |
| OPRA Top of Book (L1) (US Option Exchanges) | USD 0.03 | Pro | 1092 | OPRA (US Options Exchanges) (P,L1) |
| Hong Kong Securities Exchange (Stocks, Warrants & Bonds) Top of Book (L1) | USD 0.03 | Pro and Non-Pro | 5641 | Hong Kong Securities Exchange (Stocks, Warrants, Bonds) (L1) |
Notes:
- Price conversion rate may vary depending on daily foreign exchange rate. The rate of HKD 1.00 is equal to USD 0.13 is being used for this calculation.
- All snapshot quote data requested in a paper trading account will result in the associated live account being charged for each snapshot quote request, per the current respective exchange quote structure.
Quote Booster
Increase your allowance of simultaneous quotes windows by purchasing monthly Quote Booster packs at USD 30.00 per pack.
- Each booster pack provides 100 simultaneous Level I quotes. Booster Pack quotes are additional to your monthly quote allotment from all sources, including commissions.
- Booster pack quotes are available for use in the desktop systems and in the API.
- Once subscribed, quotes are available immediately and will display the next time you log into the system.
- Data from a cancelled booster pack subscription remains available through the end of the current billing cycle.
- Limit of 10 Quote Booster packs per account.