Unlike aggregated historical datasets, Native IEX data preserves individual market events published by the exchange, allowing applications to analyze how the market evolved throughout each trading session.
Available datasets include:
| Dataset | Description |
|---|---|
| Level 1 Quotes | Historical best bid and ask prices, quote sizes, symbol availability, and market session indicators. |
| Level 2 Price Levels | Aggregated bid and ask price levels representing historical market depth. |
| Level 3 Order Book Events | Individual order additions, modifications, executions, deletions, and book reset events. |
| Trades | Historical trade executions with prices, sizes, timestamps, trade identifiers, and execution flags. |
| System & Administrative Events | Trading status updates, official prices, auctions, operational events, security directories, retail liquidity indicators, and additional exchange messages. |
Every dataset follows the same API conventions used throughout the platform, allowing applications to combine detailed Native IEX market activity with historical OHLCV and reference datasets through one consistent interface.
