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Friday, September 19, 2014

Data Technical News #2014 - 31
The Retirement of the Legacy Proprietary Data Feeds Postponed Until Friday, November 7, 2014

Markets Impacted:

Contact Information:

What you need to know:

  • To ensure that all NASDAQ clients are able to successfully migrate to the enhanced data feeds, NASDAQ has postponed the retirement of the legacy proprietary data feeds through Friday, November 7, 2014.
  • The newly enhanced NASDAQ, BX and PSX data feeds were released to production on Monday, March 31, 2014.
  • NASDAQ advises firms to immediately complete their transition to the enhanced feed versions to avoid loss of data on Monday, November 10, 2014.
  • For additional information, please refer to the Proprietary Data Feed Enhancements page.

What is being announced?

To ensure that all NASDAQ OMX clients are able to successfully migrate to the enhanced data feeds, NASDAQ has postponed the retirement of the legacy proprietary data feeds until after close of business on Friday, November 7, 2014.

As previously announced, NASDAQ OMX introduced enhanced versions of several proprietary data feeds. The newly enhanced versions of the NASDAQ, BX and PSX data feeds were released to production on Monday, March 31, 2014.

NASDAQ advises firms to immediately complete their transition to the enhanced feed versions to avoid loss of data on Monday, November 10, 2014.

What data feeds are impacted?

The NASDAQ Stock Market® (NASDAQ®):
  • NASDAQ TotalView-ITCH*
  • NASDAQ GLIMPSE*
  • NASDAQ TotalView-Aggregated
  • NASDAQ Level 2
  • NASDAQ Best Bid and Offer (QBBO)
  • NASDAQ Last Sale (NLS)
  • NLS Plus
  • NOIView
NASDAQ OMX BXSM (BXSM):
  • BX TotalView-ITCH*
  • BX GLIMPSE*
  • BX Best Bid and Offer (BX BBO)
  • BX Last Sale (BLS)
NASDAQ OMX PSXSM (PSXSM):
  • PSX TotalView-ITCH*
  • PSX GLIMPSE*
  • PSX Best Bid and Offer (PSX BBO)
  • PSX Last Sale (PLS)

* Multiple versions of these data feeds will be impacted.

For additional information on the changes included in this NASDAQ OMX proprietary equity data feed release, please refer to the Proprietary Data Feed Enhancements page on NASDAQ Trader.

Are historical products impacted?

Yes, as announced in Data Technical News #2014-26, the data formats for the following historical products will also transition to support the enhanced data feeds on Monday, September 29, 2014:

Please note: The transition to the new data formats for select historical products will not be delayed.

What are the scheduled test dates?

NASDAQ OMX will offer two User Acceptance Tests (UAT) for the enhanced data feed versions:

  • Saturday, October 11, 2014
  • Saturday, October 25, 2014
  • Saturday, November 8, 2014

Please note: Due to the postponement, the September 27th UAT will not occur.

Are sample files available?

Yes, sample files for the new data feed versions are posted on the NASDAQ EMI FTP site.

What are the new multicast addresses?

The UDP/IP Address List on the NASDAQ OMX Trader® website includes the enhanced versions of the data feeds offered in the MoldUDP64 protocol.

What are the new TCP addresses?

As is normal practice, NASDAQ OMX will assign IP address and port information for SoupBINTCP protocol feeds at the time of ordering process. NASDAQ OMX will directly communicate with existing TCP customers to assist with the ordering of the new data feeds via the SoupBINTCP protocol.

Do NASDAQ OMX direct data feed subscribers need to order the new data feeds?

Yes, NASDAQ OMX 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 OMX account manager or complete a Data Feed Request for the new data feed versions.

Where can I find the revised market data technical interface specifications?

The technical specifications for the enhanced data feed versions are available on the U.S. Equities Data Feed Specifications page on the NASDAQ OMX Trader® website.

Where can I find additional information?

  • For inquiries regarding the new data feeds, please contact NASDAQ OMX Global Data Products at +1 301 978 5307 (option #3).
  • For additional information regarding the data feed release, please refer to Proprietary Data Feed Enhancements page on NASDAQ Trader.
  • For information regarding NASDAQ OMX’s the new state-of-the-art network and server equipment please refer to the Tech Refresh 2014 page.
  • Please refer to the Bandwidth Report for the updated bandwidth recommendations for the new proprietary data feed products.

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