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Tuesday, October 15, 2024

Data Technical News #2024 - 25
Nasdaq Canada Introduces New Recovery Service for CHIXMMD ITCH Data Feed

Markets Impacted:

  • Nasdaq Canada

Products Impacted:

  • Nasdaq CXC
  • Nasdaq CX2

Contact Information:

What you need to know:

Nasdaq will introduce Nasdaq Canada GLIMPSE, a new additional retransmission facility to reduce infrastructure cost for Nasdaq Canada CHIXMMD ITCH data feed subscribers.

• Nasdaq Canada GLIMPSE allows CHIXMMD ITCH feed subscribers to retrieve a current snapshot of the Nasdaq book at any point during the trading day.

• Nasdaq Canada GLIMPSE is designed to help CHIXMMD ITCH feed subscribers quickly recover from major data gaps or major processing issues during the trading day.

• Nasdaq Canada GLIMPSE uses the same order message formats as the CHIXMMD 1.1 Multicast Feed.

What is Nasdaq Canada GLIMPSE?

Nasdaq Canada GLIMPSE is a new additional retransmission facility for CHIXMMD Multicast data feed subscribers. Using Nasdaq Canada GLIMPSE, Nasdaq CHIXMMD data feed subscribers may obtain a snapshot of the Nasdaq Canada order book at any point during the trading day. Firms may use the Nasdaq Canada GLIMPSE service to validate order book displays or to recover from major data gaps during the trading day. Nasdaq Canada GLIMPSE will provide subscribers with an additional recovery option to complement the current recovery option available today.

When will Nasdaq Canada GLIMPSE be available for connectivity?

Nasdaq Canada GLIMPSE will be available for connectivity on October 21, 2024.

What are the benefits of Nasdaq Canada GLIMPSE?

Nasdaq is launching Nasdaq Canada GLIMPSE to introduce infrastructure cost savings for new and existing clients. Nasdaq Canada GLIMPSE is a supplementary service to our real-time data feeds, offering a direct data feed connection that delivers the latest state of the data feed, complete with detailed administrative messages.

Nasdaq Canada GLIMPSE provides a more streamlined recovery process for depth data, eliminating the need for re-transmitting all prior data points in the event of a system message gap. Instead, Nasdaq Canada GLIMPSE supplies a pre-assembled order book, allowing for seamless message integration without the necessity of retrieving all missed messages to reconstruct the order book.

Is there testing available for Nasdaq Canada GLIMPSE?

Users can connect to the Nasdaq Testing Facility (NTF) to test with the live exchange environment. The IP Addresses will remain the same as the CHIXMD recovery for each book. All testing will be in the NTF.

Production TR2 (45 Parliament St. Toronto)

CXC CX2
Stream A
Glimpse 206.200.1.192 206.200.1.193
Port 18174 18175
Stream B
Glimpse 206.200.1.208 206.200.1.209
Port 18174 18175

Production MKM POP (3500 Steeles Ave E, Markham)

CXC CX2
Stream E
Glimpse 206.200.58.224 206.200.58.225
Port 18174 18175
Stream F
Glimpse 206.200.58.232 206.200.58.233
Port 18174 18175

Production DR CH4 (350 E. Cermak Rd. Chicago)

CXC CX2
Stream C
Glimpse 206.200.92.121 206.200.92.122
Port 18174 18175
Stream D
Glimpse 206.200.92.124 206.200.92.125
Port 18174 18175

How can I get access to Nasdaq Canada GLIMPSE?

Please fill out a Data Feed Request form for access to Nasdaq Canada Glimpse. For any questions related to the DFR or the approval process, reach out to Canada Market Data.

Is there any additional cost for this service?

There is currently no additional cost to access Nasdaq Canada GLIMPSE.

Where can I find additional information?

For more information, please see the Nasdaq Canada GLIMPSE Specification.

Who should I contact for additional information?

Please contact Canada Operations for testing and technical questions.


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