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Tuesday, April 25, 2017

Options Technical Update #2017 - 20
Nasdaq ISE Announces Updates To Technical Specifications

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  • System Impact

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ISE Technical Specification Updates

Nasdaq ISE (ISE) has updated the technical specification documents with critical information needed to ensure a smooth transition from ISE technology to the Nasdaq INET platform. The updates made to each specification document are provided below. Please note, additional clarifying language has been made to the specifications which is denoted in the revision tracking section of each document.

Clearing Trade Interface (CTI), Version 2.1

  • Origin Source enumeration updated to “X” for Block Response in Trade message

ISE Depth Combo Feed, Version 1.0

  • Added Security Symbol to the Complex Instrument Directory Message

ISE Order Combo Feed, Version 1.0

  • Added Security Symbol to the Complex Instrument Directory Message

ISE Top Combo Quote Feed, Version 1.0

  • Added Security Symbol to the Complex Instrument Directory Message

ISE Trade Combo Quote Feed, Version 1.0

  • Added Security Symbol to the Complex Instrument Directory Message

ISE FIX, Version 12.1.1

  • Complex order rejects will only be delivered at the order level (not the leg level) on INET

ISE FIX Drop, Version 1.1

  • Security Type (Tag 167) will not be configurable with enumeration “OPT” representing single leg

Specialized Quote Interface (SQF), Version 8.1

  • Trading State data type corrected to Alpha in the Simple and Complex Trading Action messages

The updates made to each specification document are detailed in the revision history of each document. Please review and contact us if you have questions or need assistance.


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