Search:
   

Thursday, September 10, 2015

Data Technical News #2015 - 20
Nasdaq Announces New Multicast IP Addresses for Proprietary Equity Data Feeds

Markets Impacted:

Data Feeds Impacted:

Contact Information:

Resources:

What you need to know:

  • Nasdaq® will offer new multicast IP addresses for select proprietary equity data feeds versions 2.1 in the Carteret and Chicago data centers.
  • Clients may connect to the new IP addresses beginning Thursday, October 1, 2015.
  • Subscribers will be required to migrate to versions 2.1 by January 29, 2016 – as versions 2.0 will be turned down at the end of the day on January 29, 2016.
  • Nasdaq will continue to support the existing IP addresses through close of business on Friday, January 29, 2016.
  • Nasdaq requests that direct data feed clients make the necessary network changes in order to prevent loss of data on Monday, February 1, 2016.

What is changing?

As announced in Data Technical News #2015–11, effective Thursday, October 1, 2015, Nasdaq Last Sale, NLS 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. Versions 2.0 will run in parallel with versions 2.1 from October 1, 2015 through January 29, 2016.

As outlined in Data Technical News #2015–7, Nasdaq will also soon introduce Exchange Traded Managed Funds (ETMFs) as a new exchange-listed asset class. Versions 2.1 of NLS, NLS Plus, and QBBO will incorporate changes to accommodate the new exchange-listed class.

As part of the transition, Nasdaq will introduce new IP addresses for the New York Metro Area and Chicago data centers on Thursday, October 1, 2015, for the following data feeds:

  • Nasdaq Last Sale (NLS)
  • NLS Plus
  • Nasdaq Best Bid and Offer (QBBO)
  • BX Last Sale (BLS)
  • PSX Last Sale (PLS)

To ensure a smooth transition, Nasdaq will support a parallel period for clients to upgrade their network configurations. These data feeds will continue to be available on the current IP addresses through close of business on Friday, January 29, 2016 for versions 2.0. Firms must make the transition to the new IP addresses to prevent loss of data as of Monday, February 1, 2016.

What are the new IP addresses?

The UDP/IP Address List on the Nasdaq Trader® website now includes the IP addresses for Versions 2.1 (Nasdaq Last Sale, NLS Plus, Nasdaq Best Bid and Offer, BX Last Sale, and PSX Last Sale).

Nasdaq suggests that market data vendors make the necessary network changes to avoid loss of data on February 1, 2016.

Will direct data feed subscribers be required to migrate to the new versions of the Nasdaq proprietary equity products?

Yes. Nasdaq will require all direct data feed subscribers to migrate to the new versions of the proprietary equity data feeds in accordance with the schedule posted above. Firms that fail to do so will cease to receive data when the legacy data feed versions are retired at the end of the parallel transition period.

What do firms need to do to connect to the new versions?

Existing firms can either complete the Data Feed Request Form to receive the new data feed versions or send an email to dataops@nasdaq.com, specifically stating which new data feed versions they are requesting.

New firms need to complete the following agreements to receive the data:

If you need assistance with the application process, please contact your Nasdaq Account Manager.

Is there a testing period?

Nasdaq will offer a parallel period for the new versions starting on October 1, 2015 through January 29, 2016. A hot-cut will occur on January 29, 2016.

In addition to the parallel period, Nasdaq will offer a User Acceptance Test (UAT) on Saturday, September 12, 2015.

Sample files of new versions 2.1 are also available on Nasdaq EMI FTP site website.

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 Trader website.

Are there changes to the bandwidth recommendations?

Nasdaq expects the average message size of its proprietary data feed products, affected by the timestamp changes (NLS, NLS Plus, PLS, BLS), will increase by approximately 10%. The bandwidth recommendations page on the Nasdaq Trader Website now includes the updated bandwidth recommendations for new versions 2.1. Nasdaq will continue to monitor the data feeds and may provide updates to the bandwidth recommendations in the future.

Where can I find Nasdaq news on the ETMF/NextShares release?

Please refer to the Exchange Traded Managed Funds (ETMFs) product page on the Nasdaq Trader website for the most up-to-date information.

Additional Information

For information regarding the networking configuration changes, please contact Market Data Procurement.

For information regarding the data feeds, please contact Nasdaq Global Data Products at +1 301 978 5307.

Refer to the UDP/IP Addresses page on the Nasdaq Trader Website.

Refer to the U.S. Data Feeds technical specifications page on the Nasdaq Trader Website.

Please follow Nasdaq on Facebook RSS and Twitter.

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.

View NASDAQTrader.com Mobile

AM Sector Settlements