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Wednesday, January 9, 2013

Data Technical News #2013 - 1
Updated 1/18/2013: NASDAQ OMX Announces Testing Availability for the NASDAQ Market Data Feed Enhancements

Markets Impacted:

  • The NASDAQ Stock Market
  • NASDAQ OMX BX
  • NASDAQ OMX PSX

Contact Information:

What you need to know:

Updated 1/18/2013:

  • On February 4, 2013, NASDAQ OMX® will only implement the LULD and MWCB codes as outlined below. To ensure firms can test properly, NASDAQ OMX is opting to move the Retail Price Improvement Indicator (RPII) message into its own release to be scheduled in the March 2013 timeframe. NASDAQ OMX will confirm the RPII testing schedule as soon as the LULD and MWCB release is in place.

Original Announcement 1/8/2013:

  • As announced in Data Technical News #2012-30, NASDAQ OMX® is introducing several updates to its proprietary data feeds in support of Retail Price Improvement, Limit-Up Limit-Down (LULD) and Market Wide Circuit Breaker (MWCB) rules.
  • User Acceptance Testing (UAT) will take place on Saturday, January 12, 2013.
  • In addition, the updated NASDAQ proprietary data feeds will be available during the industry-wide LULD and MWCB testing dates that begin on January 26th. Please refer to Equity Regulatory Alert #2013-1 for additional LULD testing information.
  • Please note: Although the regulatory implementation of LULD and MWCB has been revised, the NASDAQ proprietary data feeds will support the LULD functionality for test securities on Monday, February 4, 2013.

What are the scheduled test dates?

User Acceptance Testing (UAT) will take place on Saturday, January 12, 2013.

The updated NASDAQ proprietary data feeds will be available to test during the revised industry-wide LULD and MWCB testing that begins on January 26th. Please refer to Equity Regulatory Alert #2013-1 for additional LULD testing information.

What must firms do to participate in testing?

Firms that would like to participate in the User Acceptance Testing (UAT) on Saturday, January 12th should contact NASDAQ Trading Services or call +1 212 231 5180.

When will the updated data feeds be available in production?

NASDAQ OMX will implement the new messaging and field values on February 4, 2013. The production IP addresses will not be changing for this update.

Although the regulatory implementation of LULD and MWCB has been revised, the NASDAQ proprietary data feeds will support the LULD functionality in test symbols on Monday, February 4, 2013.

Where can I find the revised market data technical interface specifications?

The new specification document is available on the U.S. Equities Data Feed Specifications page on the NASDAQ OMX Trader® website.

Where can I find additional information?

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


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