Friday, June 06, 2014
Data Technical News #2014 - 17
NASDAQ OMX Will Modify the Trade (Non-Cross) Message on U.S. TotalView-ITCH Data Feeds, Effective July 14, 2014
What you need to know:
What is changing?
Effective Monday, July 14, 2014, NASDAQ OMX will now always populate the Buy/Sell Indicator field within the Trade (Non-Cross) message on the NASDAQ TotalView-ITCH, BX TotalView-ITCH and PSX TotalView-ITCH data feeds with a "B". The Trade (Non-Cross) message is designed to provide execution details for normal match events involving non-displayable order types. The Trade (Non-Cross) data format is identified by the Message Type "P" on all versions of the TotalView-ITCH product.
Within all versions of TotalView-ITCH, the field will consistently contain a "B".
NASDAQ OMX does not anticipate that this technical processing change will have any material impact to TotalView-ITCH data feed subscribers.
When will NASDAQ OMX modify the technical processing?
NASDAQ OMX will modify the Buy /Sell Indicator within Trade messages as of Monday, July 14, 2014.
Are any other TotalView-ITCH messages impacted?
No. Only the Buy /Sell Indicator field of the Trade Message will be modified by the July 14 change.
Where can I find additional information?
- Refer to the NASDAQ OMX – U.S. Equity Data Feed Specification page on the NASDAQ OMX Trader® website..
- Contact Transaction Services U.S. Market Sales at +1 800 846 0477.
- Contact NASDAQ OMX Global Data Products at +1 301 978 5307.
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