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Monday, March 24, 2014

Data Technical News #2014 - 9
REMINDER: Production Release for NASDAQ OMX Proprietary Market Data Feed Enhancements is Monday, March 31, 2014

Markets Impacted:

Contact Information:

What you need to know:

  • The production release date for the new NASDAQ, BX and PSX data feeds is Monday, March 31, 2014
  • The beta period for the new NASDAQ, BX, and PSX data feed versions will be available through close of business on Friday, March 28, 2014.
  • The NASDAQ TotalView-ITCH FPGA product will be upgraded to the new ITCH 5.0 message formats as a hot-cut implementation on Monday, March 31, 2014
  • NASDAQ OMX will offer a User Acceptance Test (UAT) on Saturday, March 29, 2014, for the enhanced data feed versions. TotalView-ITCH FPGA customers will be able to test the enhanced data feed version on this date.

When will the new data feeds be available in production?

For the NASDAQ TotalView-ITCH FPGA product only, NASDAQ OMX will implement the new data feed version as a hot-cut release on Monday, March 31, 2014.

For the other data feeds, firms may use the new versions in production systems beginning on Monday, March 31, 2014. While NASDAQ OMX advises firms to move to the new feeds as quickly as possible for content and performance reasons, it will run the new and old data feed versions of the software-based feeds in a parallel production mode for six months. Firms must complete their transition to the new feed versions no later than Friday, September 26, 2014.

What are the scheduled test dates?

NASDAQ OMX will offer a User Acceptance Test (UAT) on Saturday, March 29, 2014, for the enhanced data feed versions. TotalView-ITCH FPGA customers will be able to test the enhanced data feed version on this date. To sign up for the UAT, please email NASDAQ OMX Trading Services.

NASDAQ OMX is currently offering customer access to live data in the new data feed versions of the following proprietary data feed products at both the Carteret, NJ and Ashburn, VA data centers:

The NASDAQ Stock Market® (NASDAQ ®):
  • NASDAQ TotalView-ITCH
  • NASDAQ GLIMPSE
  • NASDAQ TotalView-Aggregated
  • NASDAQ Level 2
  • NASDAQ Best Bid and Offer (QBBO)
  • NASDAQ Last Sale (NLS)
  • NLS Plus
NASDAQ OMX BXSM (BXSM):
  • BX TotalView-ITCH
  • BX GLIMPSE
  • BX Best Bid and Offer (BX BBO)
  • BX Last Sale (BLS)
NASDAQ OMX PSXSM (PSXSM):
  • PSX TotalView-ITCH
  • PSX GLIMPSE
  • PSX Best Bid and Offer (PSX BBO)
  • PSX Last Sale (PLS)

NASDAQ OMX will offer the beta period for the new data feed versions until Friday, March 28, 2014.

For additional information on the changes included in this NASDAQ OMX proprietary equity data feed release, please refer to Data Technical News #2013-45.

As a reminder, firms are restricted to use the new data feed versions for internal testing purposes only during the beta period.

Are sample files available?

Yes, sample files for the new data feed versions are posted on the NASDAQ EMI FTP site.

What are the new multicast addresses?

The UDP/IP Address List on the NASDAQ OMX Trader® website includes the enhanced versions of the data feeds offered in the MoldUDP64 protocol.

Please note: Select IP UDP/IP Addresses have been updated, please review the list to confirm you have the most up-to-date address.

What are the new TCP addresses?

As is normal practice, NASDAQ OMX will assign IP address and port information for SoupBINTCP protocol feeds at the time of ordering process. NASDAQ OMX will directly communicate with existing TCP customers to assist with the ordering of the new data feeds via the SoupBINTCP protocol.

Do NASDAQ OMX direct data feed subscribers need to order the new data feeds?

Yes, NASDAQ OMX has already contacted direct data feed subscribers detailing the ordering procedures. If subscribers are concerned that they have not been contacted, please contact your NASDAQ OMX account manager or complete a Data Feed Request for the new data feed versions.

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

The technical specifications for the enhanced data feeds are available on the U.S. Equities Data Feed Specifications page on the NASDAQ OMX Trader® website.

Where can I find additional information?


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