How do I get consolidated volume using Nasdaq Basic and NLS+?

Nasdaq Basic is a real-time data feed with trades being reports from the Nasdaq, BX, PSX, and two Nasdaq TRF’s. 

There are two options to get the consolidated data from the Nasdaq Basic feed: 

1. Trade Report message from: http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NLSPluscloud.pdf

Consolidated Volume: Reflects the volume for the Issue Symbol as reported on the consolidated market data feed at the time that the trade message was generated. See Appendix A for calculation and dissemination information for this data element. 

2. EOD Trade Summary Message: http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NLSPluscloud.pdf

Consolidated Volume: Consolidated Volume long Reflects the total volume for the issue reported at the consolidated market level. The Trade Report Message is appended to each real-time Trade update, so if the want is to have consolidated data in a more real-time manner, that may be the best way. 

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