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Nasdaq PHLX (PHLX)
| PHLX Depth of Market Feeds | ||
|---|---|---|
| Description: For the Nasdaq PHLX Market, Nasdaq offers a variety of depth market and trade data feed options. |
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| Data Delivery Option | Data Format Specification | Protocol Options |
| Full Order and Quote Depth + Trade and NOII Data | PHLX Depth of Market 1.7 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | PHLX Glimpse 1.6 | SoupBinTCP |
| PHLX - TOPO Plus Orders | |||
|---|---|---|---|
| Description: Provides simple and complex PHLX order data from the PHLX Orders data feed as well as top of file quotation information and PHLX last sale data from the Top of PHLX Options (TOPO) data feed. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Simple and Complex Order by Order Depth | PHLX Orders 1.92 | MoldUDP | |
| Best Bid and Offer + Trades | Top of PHLX Options (TOPO) 3.4 | SoupBinTCP MoldUDP64 |
|
| PHLX - Top of Market | |||
|---|---|---|---|
| Description: Offers direct access to the PHLX best bid and offer quotation and trade data. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Best Bid and Offer + Trades | Top of PHLX Options (TOPO) 3.4 | SoupBinTCP MoldUDP64 |
|
| PHLX Orders | |||
|---|---|---|---|
| Description: Provides the real-time status of simple and complex orders on the PHLX order book. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Simple and Complex Order by Order Depth | PHLX Orders 1.92 | MoldUDP | |
The Nasdaq Options Market (NOM)
| The Nasdaq Options Market - Depth Feeds | ||
|---|---|---|
| Description: For The Nasdaq Options Market, Nasdaq offers a variety of depth market and trade data feed options. |
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| Data Delivery Option | Data Format Specification | Protocol Options |
| Full Order and Quote Depth + Trade and NOII Data | Nasdaq ITCH To Trade Options (ITTO) 4.0.1 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | Nasdaq Options Glimpse 4.0.1 | SoupBinTCP |
| The Nasdaq Options Market - Top of Market | ||
|---|---|---|
| Description: Offers direct access to the Nasdaq Options best bid and offer quotation and trade data. |
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| Data Delivery Option | Data Format Specification | Protocol Options |
| Best Bid and Offer Quotation + Trade Data | Best of Nasdaq Options (BONO) 3.3 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | Glimpse for Best of Nasdaq Options (BONO) 1.2 | SoupBinTCP |
Nasdaq BX Options (BX Options)
| Nasdaq BX Options - Depth Feeds | ||
|---|---|---|
| Description: For Nasdaq BX Options, Nasdaq offers a variety of depth market and trade data feed options. |
||
| Data Delivery Option | Data Format Specification | Protocol Options |
| Full Order and Quote Depth + Trade and NOII Data | BX Options Depth of Market (BX Depth) 2.1 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | BX Options Glimpse Depth 2.1 | SoupBinTCP |
| BX Options Top of Market | ||
|---|---|---|
| Description: Offers direct access to the BX Options best bid and offer quotation and trade data. |
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| Data Delivery Option | Data Format Specification | Protocol Options |
| Best Bid and Offer Quotation + Trade Data | BX Options Top of Market (BX Top) 2.1 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | BX Options Glimpse Top 1.1 | SoupBinTCP |
Nasdaq ISE (ISE)
| Nasdaq ISE Depth of Market | ||
|---|---|---|
| Description: Provides bids and offers for the entire Nasdaq ISE order book. | ||
| Data Delivery Option | Data Format Specification | Protocol Options |
| Every price level of the order book + Trade data | Nasdaq ISE Depth of Market 2.1 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | Glimpse for Nasdaq ISE Depth of Market 2.02 | SoupBinTCP |
| Nasdaq ISE Top of Market | |||
|---|---|---|---|
| Description: Offers direct access to the Nasdaq ISE best bid and offer quotation and trade data. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Best Bid and Offer Quotation + Trade Data | Nasdaq ISE Top of Market 2.1 | SoupBinTCP MoldUDP64 |
|
| State of the Book Retransmission Facility Add On | Glimpse for Nasdaq ISE Top of Market 2.02 | SoupBinTCP | |
| Nasdaq ISE Order | |||
|---|---|---|---|
| Description: Order by order data that rests on the Nasdaq ISE order book and auction messages. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Order by order data + auction messages | Nasdaq ISE Order 2.1 | SoupBinTCP MoldUDP64 |
|
| Nasdaq ISE Spread Feed | |||
|---|---|---|---|
| Description: Comprised of the Depth of Market, Top of Quote, Order, and Trade information for Complex instruments only. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Complex Order + Auction + Trade data | Nasdaq ISE Spread 2.1 Nasdaq ISE Spread Glimpse for Depth of Market 2.02 Nasdaq ISE Spread Glimpse for Top of Market 2.02 |
SoupBinTCP MoldUDP64 |
|
| Nasdaq ISE Trade | |||
|---|---|---|---|
| Description: Nasdaq ISE last sale data along with opening price, cumulative volume, high + low prices for the day. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Trade data + high/low prices | Nasdaq ISE Trade 2.1 | SoupBinTCP MoldUDP64 |
|
Nasdaq GEMX (GEMX)
| Nasdaq GEMX Depth of Market | ||
|---|---|---|
| Description: Provides bids and offers for the entire Nasdaq GEMX order book. | ||
| Data Delivery Option | Data Format Specification | Protocol Options |
| Every price level of the order book + Trade data | Nasdaq GEMX Depth of Market 2.1 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | Glimpse for Nasdaq GEMX Depth of Market 2.02 | SoupBinTCP |
| Nasdaq GEMX Top of Market | |||
|---|---|---|---|
| Description: Offers direct access to the Nasdaq GEMX best bid and offer quotation. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Best Bid and Offer Quotation + Trade Data | Nasdaq GEMX Top of Market 2.1 | SoupBinTCP MoldUDP64 |
|
| State of the Book Retransmission Facility Add On | Glimpse for Nasdaq GEMX Top of Market 2.02 | SoupBinTCP | |
| Nasdaq GEMX Order | |||
|---|---|---|---|
| Description: Order by order data that rests on the Nasdaq GEMX order book and auction messages. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Order by order data + auction messages | Nasdaq GEMX Order 2.1 | SoupBinTCP MoldUDP64 |
|
| Nasdaq GEMX Trade | |||
|---|---|---|---|
| Description: Nasdaq GEMX last sale data along with opening price, cumulative volume, high + low prices for the day. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Trade data + high/low prices | Nasdaq GEMX Trade 2.1 | SoupBinTCP MoldUDP64 |
|
Nasdaq MRX (MRX)
| Nasdaq MRX Depth of Market | ||
|---|---|---|
| Description: Provides bids and offers for the entire Nasdaq MRX order book. | ||
| Data Delivery Option | Data Format Specification | Protocol Options |
| Every price level of the order book + Trade data | Nasdaq MRX Depth of Market 2.1 | SoupBinTCP MoldUDP64 |
| State of the Book Retransmission Facility Add On | Glimpse for Nasdaq MRX Depth of Market 2.02 | SoupBinTCP |
| Nasdaq MRX Top of Market | |||
|---|---|---|---|
| Description: Offers direct access to the Nasdaq MRX best bid and offer quotation. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Best Bid and Offer Quotation + Trade Data | Nasdaq MRX Top of Market 2.1 | SoupBinTCP MoldUDP64 |
|
| State of the Book Retransmission Facility Add On | Glimpse for Nasdaq MRX Top of Market 2.02 | SoupBinTCP | |
| Nasdaq MRX Order | |||
|---|---|---|---|
| Description: Order by order data that rests on the Nasdaq MRX order book and auction messages. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Order by order data + auction messages | Nasdaq MRX Order 2.1 | SoupBinTCP MoldUDP64 |
|
| Nasdaq MRX Spread Feed | |||
|---|---|---|---|
| Description: Comprised of the Depth of Market, Top of Quote, Order, and Trade information for Complex instruments only. | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Complex Order + Auction + Trade data | Nasdaq MRX Spread 2.1 Nasdaq MRX Spread Glimpse for Depth of Market 2.02 Nasdaq MRX Spread Glimpse for Top of Market 2.02 |
SoupBinTCP MoldUDP64 |
|
| Nasdaq MRX Trade | |||
|---|---|---|---|
| Description: Nasdaq MRX last sale data along with opening price, cumulative volume, high + low prices for the day | |||
| Data Delivery Option | Data Format Specification | Protocol Options | |
| Trade data + high/low prices | Nasdaq MRX Trade 2.1 | SoupBinTCP MoldUDP64 |
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