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Product LoginNasdaq Proprietary Data Feed Enhancements 2014
As of March 31st, the newly enhanced Nasdaq proprietary data feeds are in production. The new data feed messaging includes:
- Enhanced Symbol Directory messages with Limit Up-Limit Down (LULD) Reference Price Tier information
- New IPO messages for NASDAQ-listed securities
- Market Wide Circuit Breaker (MWCB) decline levels and status messages
- Locator IDs (TotalView-ITCH messaging only)
For efficiency reasons, Nasdaq will migrate most proprietary data feed clients to binary message formats as part of its new versioning strategy. Please refer to the technical specifications for the detailed message changes.
Please note: As announced in Data Technical News 2014 - 18, a Price Improvement Indicator (PII) message will be added to BX TotalView-ITCH 5.0 on Monday, September 29, 2014.
Firms must complete their transition to the new feed versions no later than Friday, November 7, 2014.
Impacted Data Feeds
| Nasdaq | Nasdaq BX |
|---|---|
| Nasdaq TotalView-ITCH 5.0 | BX TotalView-ITCH 5.0 |
| Nasdaq TotalView-ITCH FPGA 5.0 | BX GLIMPSE 5.0 |
| Nasdaq GLIMPSE 5.0 | BX Best Bid and Offer (BX BBO) 2.0 |
| Nasdaq TotalView-Aggregated 2.0 | BX Last Sale (BLS) 2.0 |
| Nasdaq NOIView 3.0 | Nasdaq PSX |
| Nasdaq Level 2 – Version 2.0 | PSX TotalView-ITCH 5.0 |
| Nasdaq Best Bid and Offer (QBBO) 2.0 | PSX GLIMPSE 5.0 |
| Nasdaq Last Sale (NLS) 2.0 | PSX Best Bid and Offer (PSX BBO) 2.0 |
| NASDAQ/TRF Trades FilterView 2.0 | PSX Last Sale (PLS) 2.0 |
| All Nasdaq– U.S. Equity Markets | |
| NLS Plus 2.0 |
Please refer to the Global Data Specifications page on the Nasdaq Trader website for the most recent version of all the U.S. Equities data feed interface documents.
Helpful Links
Announcements
| September 19, 2014 | Data Technical News 2014 - 31: The Retirement of the Legacy Proprietary Data Feeds Postponed Until Friday, November 7, 2014 |
| September 2, 2014 | Data Technical News 2014 - 27: Updated 9/22/2014: The Legacy Proprietary Data Feeds to be Retired on Friday, November 7, 2014 |
| July 2, 2014 | Data Technical News 2014 - 18: Nasdaq to Support Price Improvement Indicator on BX Equities Data Feeds, Effective September 29, 2014. |
| March 24, 2014 | Data Technical News 2014 - 9: REMINDER: Production Release for Nasdaq Proprietary Market Data Feed Enhancements is Monday, March 31, 2014. |
| March 11, 2014 | Data Technical News 2014 - 8: Nasdaq to Modify Transmission Schedule for BX and PSX Data Feeds Effective June 2, 2014. |
| Jan 31, 2014 | Data Technical News 2014 - 2: REMINDER: Beta Testing for the NASDAQ Market Data Feed Enhancements Now Available. |
| Oct 22, 2013 | Data Technical News 2013 - 45: Updated 12/20/2013: Nasdaq Updates Release Schedule and Specifications for Enhanced U.S. Proprietary Equity Data Feed Versions. |
How to Request New Data Feeds
Nasdaq has already contacted direct data feed subscribers detailing the ordering procedures. If subscribers are concerned that they have not been contacted, please contact your Nasdaq Account Manager or complete a Data Feed Request for the new data feed versions.
When Do I Need to Complete the Transition to the New Versions?
While Nasdaq advises firms to move to the new feeds as quickly as possible for content and performance reasons, it will run the new and old data feed versions of the software-based feeds in a parallel production mode for six months. Firms must complete their transition to the new feed versions no later than Friday, November 7, 2014.
Contact Information
Contact Nasdaq Global Data Products at +1 301 978 5307, Option 3, if you have any questions on the new proprietary data feed formats.
