Wednesday, July 15, 2015

Data Technical News #2015 - 17
Nasdaq Announces New Data Feed Multicast IP Addresses for DR Data Center in Chicago

What you need to know:

  • As announced in Data Technical News #2015 - 9, Nasdaq® is moving its Disaster Recovery (DR) data center from Ashburn, Virginia, to Chicago, Illinois, in August 2015.
  • Clients may connect to the new Disaster Recovery multicast IP addresses beginning Saturday, August 15, 2015.
  • Nasdaq will be implementing a parallel period starting on Saturday, August 15, 2015. A hot-cut will be instituted on Friday, January 29, 2016 for all affected feeds.
  • 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 outlined in Equity Trader Alert #2015 - 54, Nasdaq will be moving its Disaster Recovery (DR) site for U.S. equities and options markets from Ashburn, Virginia to Chicago, Illinois, that will begin in August. The new DR will be located on the 8th floor of the Equinix CH4 facility at 350 E. Cermak. In addition to offering expanded geographic diversity, this new DR location enables firms to easily connect to a multitude of multi-asset engines currently housed in or near this Chicago facility helping to potentially reduce overall networking costs.

During the migration of all markets from Ashburn to Chicago, Chicago will be treated as a live Point of Presence (POP) for firms receiving market data as well as sending orders. Following the DR launch, Tuesday, September 1, 2015, Chicago will be considered a “hot” site in which customers can both receive market data and send orders even when the matching engine is live in Carteret, just as Ashburn is configured today.

To ensure a smooth transition, Nasdaq will support a parallel period for clients to migrate to the new Chicago DR site. These data feeds will continue to be available on the current IP addresses through the close of business on Friday, January 29, 2016. 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 new Disaster Recovery IP addresses can be found on the UDP/IP pages on the Nasdaq Trader® Website under “Chicago Metro Area ‘A’ – U.S.” The links are provided below:

Which data feeds are being affected?

The Nasdaq Stock Market® (Nasdaq ®):
  • Nasdaq TotalView-ITCH 5.0
  • Nasdaq Glimpse 5.0
  • Nasdaq TotalView-Aggregated 2.0
  • Nasdaq Level 2 - Version 2.0
  • Nasdaq Best Bid and Offer (QBBO) 2.0
  • Nasdaq Last Sale (NLS) 2.0
  • Nasdaq Trades FilterView 2.0
  • TRF Trades FilterView 2.0
  • Nasdaq MatchView 1.1
  • Nasdaq Pathfinders 1.1
  • Nasdaq Net Order Imbalance Snapshot (NOIS) 2.1
  • Nasdaq NOIView 3.0
  • NLS Plus 2.0
Nasdaq BXSM (BXSM):
  • BX TotalView-ITCH 5.0
  • BX Glimpse 5.0
  • BX Best Bid and Offer (BX BBO) 2.0
  • BX Last Sale (BLS) 2.0
  • BX MatchView 1.1
Nasdaq PSXSM (PSXSM):
  • PSX TotalView-ITCH 5.0
  • PSX Glimpse 5.0
  • PSX Best Bid and Offer (BX BBO) 2.0
  • PSX Last Sale (BLS) 2.0
  • PSX MatchView 1.1
The Nasdaq Options MarketSM (NOMSM):
  • Nasdaq ITCH to Trade Options (ITTO) 3.0
  • Best of Nasdaq Options (BONO) 3.0
  • Nasdaq Options Glimpse 3.0
Nasdaq BX OptionsSM
  • BX Options Depth of Market
  • BX Options Glimpse
  • BX Options Top of Market
Nasdaq PHLXSM (PHLXSM):
  • PHLX Depth of Market 1.30
  • PHLX Glimpse 1.20
  • Top of PHLX Options (TOPO) – Version 3.0
  • PHLX Orders 1.70.7

Is there a testing period?

Nasdaq will offer a parallel period for data feeds starting on August 15th, 2015 through January 29th, 2016.

In addition to the parallel period, Nasdaq will also support the following UATs:

  • August 15, 2015
  • August 29, 2015
  • September 12, 2015
  • September 26, 2015
  • October 10, 2015
  • October 24, 2015
  • November 7, 2015

A hot-cut from the Ashburn facility will occur on January 29th, 2016.

Are there changes to the bandwidth recommendations?

No, the current bandwidth recommendations for the affected feeds will remain the same.

Are there additional market data charges associated with this migration?

While there are no additional direct market data charges, certain connectivity fees may apply. Please contact your Nasdaq account representative or reach out to Trading Services, or at +1 212-231-5180.

What do firms need to do to connect to Chicago DR?

Existing firms will need to complete the Data Feed Request Form to receive the data.

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.

Additional Information

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

Refer to the DR Migration page on the Nasdaq Trader Website.

Refer to the UDP/IP Addresses page on the Nasdaq Trader Website and Data Technical News #2015 - 9.

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


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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.

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