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Sunday, August 10, 2014

Data Technical News #2014 - 22
Updated 11/10/2014: Nasdaq PHLX Announces New Multicast IP Addresses for Proprietary Data Feeds

Markets Impacted:

Products Impacted:

  • PHLX Depth of Market
  • PHLX Orders
  • Top of PHLX Options - (TOPO)

Contact Information:

What you need to know:

  • Update 11/10: Nasdaq will begin publishing market data on the new XL refresh "A" feed IPs during weekdays in all symbol ranges, from start of day until end of day, beginning Monday, November 10, 2014, in order to allow firms to test and verify connectivity. Firms will now also be able to test re-request functionality on the new XL refresh “A” feed IPs during the week. Cutover of the legacy “A” feeds to the new XL refresh connectivity is still scheduled to occur on Monday, November 24, 2014.
  • Update 11/3: Nasdaq will begin publishing market data on the new XL refresh "B" feed IPs during weekdays in all symbol ranges, from start of day until end of day, beginning Tuesday, November 4, 2014, in order to allow firms to test and verify connectivity. Firms will now also be able to test re-request functionality on the new XL refresh "B" feed IPs during the week.
  • Update 10/15: Nasdaq will begin publishing market data on the new XL refresh IPs during weekdays in symbol range A-B, from start of day until noon, beginning Friday, October 17, 2014, in order to allow firms to test and verify connectivity.
  • In support of the technology refresh, Nasdaq PHLX® will introduce new IP addresses for the New York Metro Area data center for the following data feeds:
  • PHLX Depth of Market
  • PHLX Orders
  • Top of PHLX Options (TOPO)
  • Clients may connect to the new IP addresses beginning Monday, August 18, 2014.
  • Nasdaq will continue to support the existing IP addresses through close of business on Friday, November 7, 2014.
  • Nasdaq requests that direct data feed clients make the necessary network changes in order to prevent loss of data on Monday, November 10, 2014.
  • Please note: The IP addresses for the Mid-Atlantic Region will remain the same for the mentioned data feeds.

What is changing?

As outlined in Options Trader Alert #2014-19, Nasdaq® is undergoing a technology refresh on Nasdaq PHLX® (PHLX®). State-of-the-art network and server equipment will be deployed in order to achieve a more efficient and more robust infrastructure to support the growing needs of our customers. The refresh is part of the Nasdaq commitment to leading the industry in technology standards.

As part of the transition, Nasdaq will introduce new IP addresses for the New York Metro Area data center on Monday, August 18, 2014, for the following data feeds:

  • PHLX Depth of Market
  • PHLX Orders
  • Top of PHLX Options (TOPO)

To ensure a smooth transition, Nasdaq will support a parallel period for clients to upgrade their network configurations. These data feeds will continue to be available on the current IP addresses through close of business on Friday, November 7, 2014 for the "B"; feeds and Friday, November 21, 2014 for the "A" feeds. Firms must make the transition to the new IP addresses to prevent loss of data as of Monday, November 10, 2014.

Please note: The IP addresses for the Mid-Atlantic Region will remain the same for the mentioned data feeds.

Will firms need to request connectivity access to the new IP Address information?

No. All firms currently approved for and receiving market data will automatically be provisioned to the new IP addresses for those same feeds. Firms will not be required to submit new data feed request forms.

How can firms verify connectivity to the new IP Addresses?

Beginning on Monday, August 18, 2014, Nasdaq will publish heartbeats over all new broadcast channels for firms to verify connectivity.

Will Nasdaq provide User Acceptance Testing?

Yes, User Acceptance Testing will be provided on the following dates:

  • November 8, 2014
  • November 15, 2014

What are the affected data feeds?


PHLX Depth of Market is designed to provide the full depth of quotes and orders from the Nasdaq PHLX (PHLX) trading system. PHLX Depth also supports PHLX last sale data as well as opening order imbalance information for all PHLX listed options.

PHLX Orders is designed to provide the real-time status of simple and complex orders on the Nasdaq PHLX (PHLX) order book directly to subscribers. This includes new orders and changes to orders resting on the PHLX book for all PHLX listed options. PHLX Orders also includes opening imbalance information, Price Improvement XL (PIXL) information and Complex Order Live Auction (COLA) data.

PHLX Orders is available as a standalone data feed or through the TOPO Plus PHLX Orders data product, which includes access to both the Top of PHLX Options (TOPO) data feed and the PHLX Orders data feed.

Top of PHLX Options (TOPO) is designed to provide Nasdaq PHLX (PHLX) Best Bid and Offer and last sale information directly to PHLX market participant firms.

What are the new IP addresses?

For the new IP information, please refer to the UDP/IP Addresses - U.S. Derivatives Data Feeds page on Nasdaq Trader®. Please note the Source IP Addresses are ranges, not specific IP Addresses as previously provided.

Rerequest login information will not change. Firms will continue to utilize their current login information. Rerequest login verification will occur during User Acceptance Testing.

Nasdaq suggests that market data vendors make the necessary network changes to avoid loss of data on November 10th.

Are there changes to the bandwidth recommendations?

No, the bandwidth recommendation for the affected feeds will remain the same. For your convenience, the recommendations are provided below:

Data Feed Current Bandwidth Recommendation
PHLX Depth of Market 250 Mb
PHLX Orders (part of TOPO Plus Orders) – Version 1.0 1.75 Mb
Top of PHLX Options (TOPO) – Version 3.0 80 Mb

For additional information regarding bandwidth, please refer to the Bandwidth Report on the Nasdaq Trader® website.

Contact Information


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