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Friday, July 22, 2022

Data Technical News #2022 - 17
Nasdaq MRX Announces New Multicast IP Addresses for Re-Platformed Market Data Feeds

Markets Impacted:

Products Impacted:

Contact Information:

Resources:

What you need to know:

UPDATE 9/2/2022: Table added below to note changes to expected bandwidth.

New Multicast IP addresses have been established for the re-platformed market data feeds. Beginning today, clients may begin submitting requests to get connected to the new IP addresses.

Nasdaq requests that direct data feed clients make the necessary network changes in order to prevent loss of data by Monday, November 7, 2022.

*Please Note: Modifications have been made to the previously published specifications. Details of the updates can be found in the document history revision log.


Customers may refer to the MRX Re-platform website for information regarding all aspects of the transition.

What is changing?

As recently announced in Data Technical News #2022-9, Nasdaq MRX will undergo a re-platforming with the goal to harmonize exchange technology positioning participants for future growth and success.

As a part of the transition, Nasdaq will introduce new IP addresses for the updated Nasdaq MRX Market Data feeds. The new IP information can be found on the UDP/IP Addresses - U.S. Derivatives Data Feeds page on Nasdaq Trader. Beginning today, clients may begin submitting requests to get connected to the new IP addresses.

Heartbeat availability for connectivity testing is as follows:

  • New York Metro Area - "A" and "B" Feeds:

    Beginning Monday, July 25, 2022, heartbeats will be available between 8:00 AM EST and 5:00 PM EST, with uninterrupted availability between 8:00 AM and 11:00 AM.

    Please note: Any change made by Nasdaq that has the potential to interrupt heartbeat traffic will only be made after 11:00 AM EST to allow for an uninterrupted testing window between 8:00 AM and 11:00 AM EST.

  • Chicago Metro Area - "A" and "B" Feeds:

    Heartbeat availability schedule will be updated when available.

To ensure a smooth transition, Nasdaq will support a parallel period for clients to upgrade their network configurations. Firms will be required to receive data via the new IP addresses as symbols migrate to the new system. Firms will continue to receive data via the current IP addresses for symbols that have not yet migrated. Connections to legacy feeds will be retired when the symbol migration is complete.

The symbol migration will begin on Monday, November 7, 2022, and firms must make the transition prior to that date to prevent loss of data.

Update: Will there be changes to expected bandwidth?

Yes. This re-platforming effort will expand the messaging expectations across the MRX market data products. The below projected bandwidth rates are estimates that can serve as a guide to understanding the impact the expanded messaging in MRX will have on the individual market data products.

Data Feed Projected Bandwidth Rates
Nasdaq MRX Depth of Market Feed ~ 2,000 Mb
Nasdaq MRX Order Feed ~ 375 Mb
Nasdaq MRX Top of Market Feed ~ 950 Mb
Nasdaq MRX Trade Feed ~ 200 Mb
Nasdaq MRX Spread Depth of Market Feed ~ 250 Mb
Nasdaq MRX Spread Order Feed ~ 225 Mb
Nasdaq MRX Spread Top of Market Feed ~ 200 Mb
Nasdaq MRX Spread Trade Feed ~ 125 Mb

Please see below for instructions to get connected, and if you have any questions or concerns about your organization's current connectivity to MRX, please reach out to Options Help Desk for guidance.

What will firms need to do in order to get connected to the new IP addresses?

Existing firms must send an email to Nasdaq Investment Intelligence Product Support and Nasdaq Networking to initiate the provisioning process and provide the following information in the email in order to be connected:

  • The feed(s) and/or service being requested.
  • The network interface "Peer IP Address" where they would like to receive the data.

If your firm is not currently subscribed to the Nasdaq MRX market data feeds, please complete the following agreements to receive the data.

If you need assistance with the application process, please contact your Nasdaq Global Data Sales Representative.

Where can I find the Updated Market Data Technical Specifications?

Update 09/30/2022: Please be aware that an edit has been made to the Nasdaq MRX Spread 2.01 Feed Specifications. Details of the change are noted in the Document History section of this specification.

The updated market data specifications can be found on the US Derivatives Market Data Specifications page on Nasdaq Trader.

Where can I find more information on the MRX re-platform?

More details can be found on the MRX Re-platform website. Customers may also refer to the Frequently Asked Questions (FAQs) for additional information.

Who can I contact to help answer additional questions?

Additional questions may be directed to Investment Intelligence Product Support team.


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