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Thursday, September 5, 2013

Data Technical News #2013 - 40
PHLX Updates the Complex Auction Notification Message for COLA Notifications on the PHLX Orders Market Data Feed

Markets Impacted:

Products Impacted:

  • PHLX Orders
  • TOPO Plus Orders

Contact Information:

What you need to know:

  • Effective Monday, September 23, 2013, PHLX plans to update the Complex Auction Notification Message in the PHLX Orders data feed product.

What are the PHLX Orders feed updates and when will they be implemented?

Effective Monday, September 23, 2013, NASDAQ OMX PHLXSM (PHLX®) will update the PHLX Orders data feed to unmask the Price, Side and Debit or Credit fields in the Complex Auction Notification Message (Message Type 'C').

Previously, the Price field was set to zero while the Side and Debit or Credit fields had been masked with an asterisk ("*").

What is the PHLX Orders data feed?

The PHLX Orders data feed contains the full depth of the simple and complex order book. This includes new orders and changes to orders resting on the PHLX book for all PHLX listed options. It also includes opening imbalance data, Price Improvement XL (PIXL) data and Complex Order Live Auction (COLA) information.

PHLX Orders is currently available as a standalone feed or as part of the TOPO Plus Orders data product.

Where can I find the PHLX Orders market data technical interface specifications?

The specification document is available on the U.S. Derivatives technical specifications page on the NASDAQ OMX Trader® website. A direct link to the spec is available below for your convenience.

Where can I find additional information?


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