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Thursday, August 13, 2015

Data Technical News #2015 - 19
PHLX Announces Market Data Feed Updates

Markets Impacted:

Data Feeds Impacted:

Contact Information:

What you need to know:

  • PHLX is automating the handling of the expiration process related to World Currency Options (WCOs).
  • Effective Friday, September 18, 2015, PHLX will update the TOPO, PHLX Orders, PHLX Depth of Market and PHLX Glimpse market data specifications to accommodate a new value of “W” to represent the 12:00 p.m. ET closure of expiring WCO options in the Options Directory message and System Event messages.

What are the data feed updates and when will they be implemented?

Effective Friday, September 18, 2015, the following messages will include information regarding the 12:00 p.m. ET closure of front month WCOs on the date of expiration:

  • Options Directory message will include a new Options Closing Type of “W” for the WCO early close time on expiration.
  • System Event message will be sent at 12:00 p.m. ET with a new event code of “W” for the WCO front month early closing event.

Participants are encouraged to confirm these new values will be processed smoothly by their systems.

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

Specification documents are available on the U.S. Derivatives Data Feed Specifications page on the Nasdaq Trader® website. For your convenience, the links are also provided below:

Where can I find additional information?

Refer to the PHLX page on the Nasdaq Trader website.

Contact Nasdaq Global Data Products at +1 301 978 5307.

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