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Monday, August 3, 2009

Data News #2009 - 34
REVISED: NASDAQ OMX Introduces BX Historical TotalView-ITCH

Markets Impacted:

  • NASDAQ OMX BX

Products Impacted:

  • BX TotalView-ITCH 4.0
  • BX TotalView-ITCH 4.0f

Contact Information:

What you need to know:

  • UPDATE: NASDAQ OMX has announced that it will be ceasing support for flash orders, effective September 1, 2009. NASDAQ OMX has modified its data storage plans for the Historical TotalView-ITCH product as a result of this market action. For details, please refer to Data News #2009-36.
  • To support the NASDAQ OMX BX market and provide the trading and market data community access to historical order and execution information from the BX TotalView-ITCH data feed, NASDAQ OMX is introducing the BX Historical TotalView-ITCH product.
  • NASDAQ OMX will offer access to historical BX TotalView-ITCH data as follows:
    • July 1, 2009 - July 17, 2009: Historical BX TotalView-ITCH available in 4.0 version
    • July 20, 2009 - present: Historical BX TotalView-ITCH available in 4.0f version.
  • BX Historical TotalView-ITCH data is available via secured FTP and website interface download files effective today, Monday, August 3, 2009.
 

What is the BX Historical TotalView-ITCH product?

BX Historical TotalView-ITCH provides a daily record of the order and trade transactions from the NASDAQ OMX BXSM (BXSM) market. The BX Historical TotalView-ITCH product is designed to:

  • Allow BX TotalView-ITCH data feed subscribers and market data distributors perform back-testing of program trading models for quality control purposes
  • Provide historical tick-by-tick BX order data needed by researchers and analysts
  • Use Binary File specifications to enable firms to easily translate the BX TotalView-ITCH files for data storage and query

When will BX Historical TotalView-ITCH be available?

Effective today, Monday, August 3, 2009, firms may order the BX Historical TotalView-ITCH product.

BX Historical TotalView-ITCH will feature the BX TotalView-ITCH daily message logs beginning on July 1, 2009. NASDAQ OMXSM plans to retain a minimum of three months of BX TotalView-ITCH files on its secured FTP server beginning in 2010.

How can customers access the BX Historical TotalView-ITCH product?

NASDAQ OMX offers access to the BX Historical TotalView-ITCH download files via secured FTP and website interface.

Where can I find the technical interface specifications for the BX Historical TotalView-ITCH product?

The BX Historical TotalView-ITCH secured FTP specifications are available from the Web-Based Market Data Specifications page on the NASDAQ OMX Trader® website. For customer convenience, the URL links to the BX Historical TotalView-ITCH documentation are also provided below.

How can I order the BX Historical TotalView-ITCH product?

To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.

How much does the BX Historical TotalView-ITCH product cost?

NASDAQ OMX will charge a flat monthly fee of $500 USD for access to the BX Historical TotalView-ITCH data regardless of the number of users.

How does this product differ from the existing NASDAQ Historical TotalView-ITCH product

BX Historical TotalView-ITCH provides a daily record of the order and trade transactions from the BX market.

Daily files will be available from July 1, 2009-present in the following BX TotalView-ITCH formats:

  • From July 1, 2009-July 17, 2009: BX TotalView-ITCH 4.0
  • From July 20, 2009-present: BX TotalView-ITCH 4.0f

Where can I find additional information?

For information on the BX Historical TotalView-ITCH product

For information on the BX TotalView-ITCH product

Contact NASDAQ OMX Global Data Products at +1 301 978 5307.

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Nasdaq (Nasdaq: NDAQ) is a leading global provider of trading, clearing, exchange technology, listing, information and public company services. Through its diverse portfolio of solutions, Nasdaq enables customers to plan, optimize and execute their business vision with confidence, using proven technologies that provide transparency and insight for navigating today's global capital markets. As the creator of the world's first electronic stock market, its technology powers more than 90 marketplaces in 50 countries, and 1 in 10 of the world's securities transactions. Nasdaq is home to approximately 3,900 total listings with a market value of approximately $13 trillion. To learn more, visit: business.nasdaq.com.

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