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Friday, June 6, 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

Markets Impacted:

  • The NASDAQ Stock Market
  • NASDAQ OMX BX
  • NASDAQ OMX PSX

Products Impacted:

  • NASDAQ TotalView-ITCH (All Versions)
  • BX TotalView-ITCH (All Versions)
  • PSX TotalView-ITCH (All Versions)

Contact Information:

What you need to know:

  • 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 message is denoted by the Message Type value of "P" on the TotalView-ITCH data feeds.
  • This modification will be incorporated in the NASDAQ OMX User Acceptance Test (UAT) on Saturday July 12, 2014.

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?


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