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Wednesday, March 11, 2020

Options Technical Update #2020 - 4
Nasdaq Options Markets Update FIX Drop Technical Specifications

 

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  • System Impact

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The Nasdaq Options Market (NOM), Nasdaq BX Options (BX Options), Nasdaq ISE (ISE), Nasdaq GEMX (GEMX), and Nasdaq MRX (MRX) will begin disseminating an Instrument ID via the SeriesID field on FIX Drop. The new field will be available as provided below:

  • ISE: Monday, May 4, 2020
  • GEMX: Tuesday, May 5, 2020
  • MRX: Wednesday, May 6, 2020
  • NOM and BX Options: Monday, May 11 2020

NOM/BX FIX Drop 2.4 Technical Specification

The NOM/BX FIX Drop 2.4 technical specifications document has been updated to add the SeriesID field to the Execution Report message. The SeriesID field will display the Option Instrument ID in Offset 5333.

ISE/GEMX/MRX FIX Drop 1.1.3 Technical Specification

The ISE/GEMX/MRX FIX Drop 1.1.3 technical specifications document has been updated to add the SeriesID field to the Trade-Drop Copy Message, Order-Drop Copy Message, and Execution Report Message. The SeriesID field will display the Option Instrument ID in Offset 5333.

Please contact Market Operations with any questions.

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