Search:
   

Thursday, September 1, 2011

Data Technical News #2011 - 17
Update 10/11/2011: NASDAQ OMX Announces Enhancements to the NASDAQ Daily List Product

Markets Impacted:

  • The NASDAQ Stock Market

Products Impacted:

  • NASDAQ Daily List

Contact Information:

What you need to know:

  • NASDAQ OMX® will make several enhancements to the NASDAQ Daily List product to provide customers with additional value at no extra cost.
  • Effective Friday, September 30, 2011, NASDAQ OMX is enhancing the Daily List search functionality to give customers more flexibility.
  • NASDAQ OMX will also add one new data element, IPO Flag, to the NASDAQ Equity With and Without CUSIP online display and file formats to specifically identify those NASDAQ-listed securities that will be conducting an initial public offering (IPO) on The NASDAQ Stock Market® (NASDAQ®). The addition of the IPO Flag data element is in support of the recent Securities and Exchange Commission (SEC) approval of the FINRA Rule 5131 Amendment, announced in Equity Regulatory Alert #2011 - 13.

What is the NASDAQ Daily List product?

The NASDAQ Daily List provides firms with advance notice of any database changes that can affect a firm’s trading and data distribution. Subscribing to the Daily List offers advance notification of key corporate action data for NASDAQ-listed securities, including new listings, de-listings, symbol and name changes, and dividends.

The Daily List is comprised of the following three data sets:

  • NASDAQ Equity Data: Provides advance notification of new listings, de-listings, corporate name changes, trading symbol changes, market tier changes and Financial Status Indicator (FSI) changes that occur on The NASDAQ Global Select MarketSM, The NASDAQ Global MarketSM and The NASDAQ Capital Market®.
  • Dividends: Provides advance notification of cash dividends, stock dividends and stock splits of NASDAQ, Over-the-Counter Bulletin Board (OTCBB) and other OTC securities.
  • Next Day Ex-Date: Summarizes the securities with dividend adjustments to be applied to the previous closing price on the next business day.

The Daily List offers historical corporate action data dating back to December 7, 1998. Market participant information is available as of April 8, 1999 and dividend information is available as of May 24, 1999.

The Daily List product is available with or without CUSIP data1.

What enhancements will be made to the NASDAQ Daily List search functionality?

Effective Friday, September 30, 2011, NASDAQ OMX will enhance the current NASDAQ Daily List search functionality to include more flexibility for customers. The new search functionality provides:

  • A “Back to Search Results” feature, allowing customers to return to the initial search results without losing the original specified search parameters.
  • Download functionality for all search result options, allowing customers to download the data results into a pipe “|” delimited file format to easily import this information into systems and applications. This expands the download functionality to cover all search capabilities, including:
    • Name/Symbol Search
    • Date Range Search
    • Symbol List Search

What enhancements will be made to the NASDAQ Equity online display and file formats?

As announced in Equity Regulatory Alert #2011 - 13, the SEC has approved FINRA Rule 5131 Amendment. To provide customers with the ability to specifically identify those NASDAQ-listed securities that will be conducting an IPO on NASDAQ, NASDAQ OMX will enhance the NASDAQ Equity With and Without CUSIP online display and file formats.

On Friday, September 30, 2011, NASDAQ OMX will introduce one new field in the NASDAQ Equity with and Without CUSIP online display and file formats called IPO Flag. This field will be populated with a value of “Yes” if a NASDAQ-listed security will be conducting an IPO on NASDAQ. The IPO Flag will be applicable to “Anticipated Security Additions” and “Security Additions” events.

When will the data specification document and sample files be available?

The revised web-based data specification document and sample files (with and without CUSIP data) will be available on Wednesday, August 31, 2011, on the Web-Based Market Data Specifications page of the NASDAQ OMX Trader® website.

Will this be a hot-cut release?

Yes, effective Friday, September 30, 2011, NASDAQ OMX will only support the enhanced versions of the NASDAQ Equity data sets for subscribing customers.

For those customers that access the data via the secure FTP service, the current file naming conventions will be unaffected by this change.

Will historical data be affected?

No, NASDAQ OMX will only modify the file formats on the NASDAQ Equity files posted on or after September 30, 2011. NASDAQ OMX will not update historical Daily List files to include the new data element.

How can I order the NASDAQ Daily List product?

To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.

Where can I find Mutual Fund Daily List information?

As noted in Data News #2011-6, NASDAQ OMX recently introduced the MFQS Daily List / MFQS Registration Service. The new MFQS Daily List is delivered via the secured web service call as well as MFQS website.

Updated 10/11/2011: Effective October 17, 2011, NASDAQ OMX will cease to populate the legacy MFQS Daily List on the NASDAQ OMX Trader website. NASDAQ Daily List subscribers will continue to have access to historical MFQS corporate action data via the NASDAQ OMX Trader website until further notice.

Where can I find additional information?

1 CUSIP is a unique nine-character alphanumeric code appearing on the face of each stock or bond certificate that is assigned to a security by Standard & Poor's Corporation. CUSIP numbers are the property of the American Bankers Association (ABA) and are administered by Standard & Poor's. Since NASDAQ neither owns nor controls CUSIP numbers, distributors cannot be authorized to receive the daily list or fundamental data files including CUSIP data unless they have a daily license in place with CUSIP. Distributors please note: NASDAQ is not responsible for obtaining written approval from CUSIP prior to authorizing data distributors to externally redistribute CUSIP data; it is the responsibility of the data distributor to obtain such CUSIP permission for their downstream customers.

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