Tuesday, April 23, 2024

Equity Technical Update #2024 - 3
Updates to FIX Drop – CORE and FIX Drop – RASH protocols

Category:

  • New Functionality

Markets Impacted:

Contact Information:

Resources:

On April 29th 2024, The Nasdaq Stock Market, Nasdaq BX, and Nasdaq PSX will introduce the ability to display nanosecond granularity on the following timestamp tags on the Drop to FIX – CORE and Drop to FIX – RASH protocols:

SendingTime = tag 52
OrigSendingTime = tag 122
Transaction Time = tag 60

Also, as previously announced in ETU #2024-1, new fields will be added to the Drop to FIX – CORE protocol for The Nasdaq Stock Market (fields are currently available on BX and PSX).

Please refer to the Specifications Page for more information or contact Trading Services to select the nanosecond display option.

Testing Opportunities

Testing is currently available in the Nasdaq Testing Facility (NTF).



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