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Wednesday, September 2, 2009

Data News #2009 - 38
NASDAQ OMX Now Offers Historical TotalView-ITCH for NASDAQ OMX Europe

Market Impacted:

  • NASDAQ OMX Europe

Product Impacted:

  • NASDAQ OMX Europe TotalView-ITCH

Contact Information:

What you need to know:

What is NASDAQ OMX Europe?

NASDAQ OMX EuropeSM (NEUROSM), the most competitively priced multilateral trading facility in Europe, is the first platform to connect European liquidity pools with Pan-European routing. NEURO trades approximately 950 securities including constituents of the main European indexes, ETFs and other highly liquid securities.

What market data is available for NEURO?

NASDAQ OMXSM offers real-time and historical TotalView-ITCH data for NEURO. TotalView-ITCH market depth data feeds are designed for maximum transparency as well as maximum system efficiency and performance.

The NEURO TotalView-ITCH product is designed to track the individual displayable orders in NEURO from entry to execution. The TotalView-ITCH feed also supports trade messages for non-displayable orders executed on NEURO.

NASDAQ OMX also offers historical TotalView-ITCH data for NEURO. For firms looking for historical data, NASDAQ OMX publishes the TotalView-ITCH daily message logs on a T+1 basis to a FTP server and website interface. Firms may download the NEURO Historical TotalView-ITCH data to use for data testing or modeling purposes. NASDAQ OMX plans to retain the TotalView-ITCH files for NEURO from August 25, 2009, forward.

How can I access the NEURO TotalView-ITCH data?

NASDAQ OMX offers real-time TotalView-ITCH data for the NEURO marketplace via its London data center. For connectivity information, please refer to the Market Data section of the NEURO website.

Firms may download the daily message logs on a T+1 basis via FTP server or website interface. Please refer to the NEURO Historical TotalView-ITCH specification document for download instructions.

How much does NEURO Historical TotalView-ITCH data cost?

NASDAQ OMX is waiving all market data fees for the NEURO TotalView-ITCH and NEURO Historical TotalView-ITCH data at this time.

For the NEURO Historical TotalView-ITCH product, firms may download the daily message logs at no charge via FTP or website interface.

For the NEURO TotalView-ITCH product, firms that access the real-time data feed via the London data center pay connectivity fees only.

Where can I find additional information?

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Nasdaq (Nasdaq: NDAQ) is a leading global provider of trading, clearing, exchange technology, listing, information and public company services. Through its diverse portfolio of solutions, Nasdaq enables customers to plan, optimize and execute their business vision with confidence, using proven technologies that provide transparency and insight for navigating today's global capital markets. As the creator of the world's first electronic stock market, its technology powers more than 90 marketplaces in 50 countries, and 1 in 10 of the world's securities transactions. Nasdaq is home to approximately 3,900 total listings with a market value of approximately $13 trillion. To learn more, visit: business.nasdaq.com.

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