Monday July 22 2013

News Source: Global Exchanges

Focus: General - Global Exchanges

Type: General




NASDAQ OMX will release new versions of its NASDAQ, BX and PSX proprietary equity data feeds in the fourth quarter of 2013. The new NASDAQ OMX proprietary data feed messaging will include:

  • Enhanced Symbol Directory messages with LULD Reference Price Tier information;
  • New IPO messages for NASDAQ-listed securities;
  • Market Wide Circuit Breaker (MWCB) decline levels and status messages

For TotalView-ITCH only, NASDAQ OMX will introduce a new Locator ID field to be supported on each and every order message to make it easier for firms to filter and/or load balance NASDAQ, BX and PSX message traffic as needed.

For NASDAQ Last Sale (NLS) only, NASDAQ OMX will also introduce new Sale Condition Modifier values to align with the UTP release.

NASDAQ OMX will communicate additional implementation details in a future Data Technical News notice.

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