Monday, May 2, 2016
Data Technical News #2016 - 14
Update: Nasdaq Options Market Announces New Multicast IP Addresses for Proprietary Data Feeds
Markets Impacted:
Products Impacted:
Contact Information:
- Market Data Procurement
- Nasdaq Global Information Services at +1 301 978 5307
Resources:
What you need to know:
UPDATE 7/11/2016: Please note, the hot-cut dates have changed.
In support of the technology refresh, the Nasdaq Options Market will introduce new IP addresses for the New York Metro Area data center for the following data feeds:
- Nasdaq ITCH-to-Trade Options (ITTO)
- Best of Nasdaq Options (BONO)
Clients may connect to the new IP addresses beginning Monday, August 15, 2016.
Nasdaq requests that direct data feed clients make the necessary network changes in order to prevent loss of data on Monday, October 3, 2016.
Please note: The IP addresses for the Chicago Metro Area will remain the same for the mentioned data feeds.
What is changing?
As announced in Options Trader Alert #2016 - 11, Nasdaq is undergoing a technology refresh on the Nasdaq Options Market. State-of-the-art hardware and software architecture will be deployed in order to achieve a more efficient and more robust infrastructure to support the growing needs of our participants. The technology refresh is part of Nasdaq’s 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 15, 2016, for the following data feeds:
- Nasdaq ITCH-to-Trade Options (ITTO)
- Best of Nasdaq Options (BONO)
To ensure a smooth transition, Nasdaq will support a parallel period for clients to upgrade their network configurations. Firms will be required to receive data via the new IP addresses as symbols migrate to the new system. Firms will continue to receive data via the current IP addresses for symbols that have not yet migrated. Connections to legacy feeds will be retired when the symbol migration is complete. Symbol migration will begin on Monday, October 3, 2016, and firms must make the transition to the new IP addresses to prevent loss of data.
Please note: The IP addresses for the Chicago Metro Area will remain the same for the mentioned data feeds.
Will firms need to request connectivity access to the new IP Address information?
Yes, in order to access the new IP addresses, please send an email to DL-NOMRefresh@nasdaq.com. To expedite your request, please include the firm’s handoff information and the data feed(s) that should be enabled on the specified handoff.
How can firms verify connectivity to the new IP Addresses?
Beginning on Monday, August 15, 2016, Nasdaq will publish heartbeats over all new broadcast channels for firms to verify connectivity.
Will Nasdaq provide User Acceptance Testing?
Yes, NOM will hold multiple UAT sessions in September 2016. Specific dates will be announced as soon as they are available.
What are the affected data feeds?
Nasdaq ITCH-to-Trade Options (ITTO) is designed to provide full quote and order depth using the standard ITCH format. ITTO uses a series of messages to track the life of a quote or order through the Nasdaq Options Market. ITTO supports NOM last sale data as well as Net Order Imbalance (NOI) data for the opening auction.
Best of Nasdaq Options (BONO) is designed to provide the Nasdaq Best Bid and Offer and last sale information directly to Nasdaq Options 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.
Re-request login information will not change. Firms will continue to utilize their current login information. Re-request login verification will occur during User Acceptance Testing.
Nasdaq suggests that market data vendors aim to make the necessary network changes by Monday, October 3, 2016 to avoid loss of data when the symbol migration begins on Monday, October 3, 2016.
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 |
---|---|
ITCH-to-Trade Options (ITTO) Version 3.1 |
120 Mb |
Best of Nasdaq Options (BONO) Version 3.1 |
40 Mb |
For additional information regarding bandwidth, please refer to the Bandwidth Report on the Nasdaq Trader website.
Additional Information
For information regarding the networking configuration changes, please contact Market Data Procurement.
For information regarding the data feeds, please contact Nasdaq Global Information Services at +1 301 978 5307.
Refer to the UDP/IP Addresses page on Nasdaq Trader Website.
Refer to the U.S. Derivatives Data Feeds technical specifications page on Nasdaq Trader Website.
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Nasdaq (Nasdaq: NDAQ) is a leading global provider of trading, clearing, exchange technology, listing, information and public company services. Through its diverse portfolio of solutions, Nasdaq enables customers to plan, optimize and execute their business vision with confidence, using proven technologies that provide transparency and insight for navigating today's global capital markets. As the creator of the world's first electronic stock market, its technology powers more than 90 marketplaces in 50 countries, and 1 in 10 of the world's securities transactions. Nasdaq is home to approximately 3,900 total listings with a market value of approximately $13 trillion. To learn more, visit: business.nasdaq.com.