Wednesday, October 29, 2014
Data Technical News #2014 - 34
Update 1/29/2015: PSX and BX to Support Market Participant Attribution on TotalView, Effective February 9, 2015
Markets Impacted:Products Impacted:Contact Information:
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What you need to know:
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What is changing?
Update 1/29/2015: Effective Monday, February 9, 2015, Nasdaq will support market participant attribution on the Nasdaq BX TotalView-ITCH and Nasdaq PSX TotalView-ITCH data feeds.
Similar to Nasdaq TotalView- ITCH, the following messages will be disseminated on the BX and PSX TotalView data feeds:
- Market Participant Position (Message Type "L")
- Add Order with MPID Attribution (Message Type "F")
Where can I find the updated technical specifications?
Please refer to the Global Data Specifications page on the NasdaqTrader website for the most recent version of the U.S. Equities data feed interface documents. For your convenience the new revised technical specifications are also provided below:
Is there impact to the historical products?
Yes, Historical BX TotalView and Historical PSX TotalView files will contain the Market Participant Position and Add Order with MPID Attribution messages beginning with the February 9th trade day.
Contact information
- For additional information, please contact Nasdaq Global Data Products at +1 301 978 5307 (Option 3).
- Please refer to the PSX TotalView-ITCH 5.0 and BX TotalView-ITCH 5.0 technical specifications.
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