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Tuesday, May 12, 2015

Data Technical News #2015 - 11
Nasdaq, BX, and PSX Last Sale Offerings to Disseminate Nanoseconds Timestamps Effective Thursday, October 1, 2015

Markets Impacted:

Products Impacted:

Contact Information:

What you need to know:

  • Effective Thursday, October 1, 2015, Nasdaq Last Sale, Nasdaq Last Sale Plus, BX Last Sale, and PSX Last Sale will increase timestamp granularity to reflect nanoseconds.
  • This increased granularity will be reflected in versions 2.1 of NLS, NLS Plus, BLS, and PLS data products. (For uniformity, BX and PSX BBO will also be moving to 2.1 versions).
  • Versions 2.0 will run in parallel with versions 2.1 from October 1, 2015 through January 29, 2016.
  • Subscribers will be required to migrate to versions 2.1 by January 29, 2016.

What is changing?

Effective October 1, 2015, Nasdaq Last Sale (NLS), Nasdaq Last Sale Plus (NLS Plus), BX Last Sale (BLS), and PSX Last Sale (PLS) will increase timestamp granularity to reflect nanoseconds. This increased granularity will be reflected in versions 2.1 of NLS, NLS Plus, BLS, and PLS.

Where can I find the updated technical specifications?

Please refer to the Global Data Specifications Page on the Nasdaq Trader® website for the most recent version of the U.S. Equities data feed interface documents. For your convenience the new revised technical specifications are also located here: Nasdaq Data Feed List.

Is there impact to the historical products?

There is no impact to historical products.

When will test opportunities for these messages be available?

Nasdaq® will inform subscribers of the test dates as soon as information is available. Please note that subscribers will be required to migrate to versions 2.1 by January 29, 2016 because versions 2.0 will be turned down at that time.

Where can I find additional information?

For additional information, please contact Nasdaq Global Data Products at +1 301 978 5307 (Option 3).

Please refer to the Data Feed Technical Specifications


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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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