Nasdaq faces criticism from algorithmic traders over high pricing for historical daily index constituent weight data, which commenters describe as costing five figures.

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    "summary": "Nasdaq faces criticism from algorithmic traders over high pricing for historical daily index constituent weight data, which commenters describe as costing five figures.",
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    "comments": [
      {
        "url": "https://www.reddit.com/r/algotrading/comments/1x72cnl/comment/ph1051o/",
        "depth": 0,
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        "author": "Aggressive_Listen849",
        "excerpt": "free anchor points: QQQ files N-PORT on SEC EDGAR, quarter-end holdings with exact share counts. take those, multiply by daily closes and renormalize, and you get daily weights that only drift from the real ones on corporate actions",
        "posted_at": "2026-10-16T02:13:05.000Z",
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        "url": "https://www.reddit.com/r/algotrading/comments/1x72cnl/comment/ph0idfp/",
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        "author": "CupLarge5014",
        "excerpt": "youre looking at a 5 figure data dump from nasdaq for clean daily constituent weights man its absurd how they gatekeep this stuff",
        "posted_at": "2026-10-16T00:40:13.000Z",
        "author_url": "https://www.reddit.com/user/CupLarge5014/"
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        "author": "quant-king",
        "excerpt": "good clean data is almost never cheap or free. sorry man",
        "posted_at": "2026-10-16T02:49:56.000Z",
        "author_url": "https://www.reddit.com/user/quant-king/"
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        "author": "LackofBinary",
        "excerpt": "Not sure if you tried it but Databento gives you $125 free credit when you sign up and their data is super cheap",
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        "author": "Exciting-World5861",
        "excerpt": "massive has an indices plan at $49 dunno if QQQ is on there but they do mention Nasdaq",
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        "author": "QuanTradin",
        "excerpt": "I don't know of a clean free archive, Invesco only shows today's holdings and the old snapshots on the Wayback Machine are patchy. What worked for me was rebuilding it: the index is modified cap weighted, so shares outstanding times close gets you most of the way between rebalances, and then you hard reset at each quarterly rebalance plus the special one in July 2023.",
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        "author": "feedjockey",
        "excerpt": "That's why I record my own. I have microsecond timestamped verified data on whatever I want using the IBKR Gateway. Im building my own library that I own. You have to back fill previous data. My system automatically backfills allbeit at a slower rate, a wider timeframe, and as far back as IBKR goes. The difference is from the time I start recording the data is mine as long as I'm not redistributin",
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        "author": "RhollingThunder",
        "excerpt": "QuantConnect has it for 600/yr. If you don't need it on a go forward basis, pay it once, pull what you need, and cancel.",
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      "[post] Getting NDX weightings directly from Nasdaq comes with a nosebleed price tag.",
      "[comment u/CupLarge5014] youre looking at a 5 figure data dump from nasdaq for clean daily constituent weights man its absurd how they gatekeep this stuff"
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    "post_date": "2026-10-16T00:37:29.000Z",
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    "post_text": "Does anyone have clean, high-quality historical daily QQQ constituent weighting data covering at least the last 12 months that they'd be willing to share?\n\nI haven't found a high-quality dataset at an affordable price. Getting NDX weightings directly from Nasdaq comes with a nosebleed price tag. Thanks!",
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