Monday, March 27, 2017

Data Technical News #2017 - 8
UPDATE: Nasdaq Announces New Multicast IP Addresses for Nasdaq ISE/GEMX/MRX Data Feeds in Chicago

Markets Impacted:

Products Impacted:

Contact Information:

Resources:

What you need to know:

Update 08/28/2017: In support of the ISE Nasdaq Technology Migration, Nasdaq ISE/GEMX/MRX will introduce new IP addresses for the Chicago DR data center for the following data feeds:

  • Nasdaq ISE/GEMX/MRX Depth of Market Feed
  • Nasdaq ISE/GEMX/MRX Order Feed
  • Nasdaq ISE/GEMX/MRX Top Quote Feed
  • Nasdaq ISE/GEMX/MRX Trade Feed
  • Nasdaq ISE Complex Feed

Effective immediately, clients may connect to the new IP addresses.


What is being announced?

As part of our continuing efforts to bring ample resiliency and recovery options to the industry, Nasdaq is introducing multicast IP addresses for the Nasdaq ISE/GEMX/MRX data feeds in Chicago. This addition allows firms the choice of having an additional redundancy option in Chicago to ensure data continuity. Nasdaq will introduce new IP addresses for the Chicago DR data center immediately for the following data feeds:

  • Nasdaq ISE/GEMX/MRX Depth of Market Feed
  • Nasdaq ISE/GEMX/MRX Order Feed
  • Nasdaq ISE/GEMX/MRX Top Quote Feed
  • Nasdaq ISE/GEMX/MRX Trade Feed

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.

In order to obtain a re-request login, please send an email to Subscriber@nasdaq.com.

Are there additional market data changes?

While there are no additional direct market data charges, certain connectivity fees may apply. Please contact your Nasdaq Sales Representative for additional information.

What do firms need to do to connect to Chicago DR?

Existing firms will need to complete the Data Feed Request Form to receive the data.

New firms will need to complete the following agreements to receive the data:

For the complete list of Nasdaq agreements and forms, please refer to the Nasdaq Global Data Products Administration page on the Nasdaq Trader website.

If you need assistance with the application process, please contact your Nasdaq Sales Representative.

What are the affected data feeds?

Nasdaq ISE/GEMX/MRX Depth of Market Feed – bids and offers at the top five price levels of the order book.

Nasdaq ISE/GEMX/MRX Order Feed – provides a snapshot of every order that rests on the book for simple (single legged) instruments.

Nasdaq ISE/GEMX/MRX Top Quote Feed – Best Bid and Offer (IBBO) at the top price level of the order book, as well as trades and trading status information.

Nasdaq ISE/GEMX/MRX Trade Feed – provides last trade (price and quantity) along with other trade statistics.

What are the bandwidth recommendations?

For your convenience, the recommendations are provided below:

Data Feed Current Bandwidth Recommendation
Nasdaq ISE/GEMX/MRX Depth of Market Feed
260 Mb
Nasdaq ISE/GEMX/MRX Order Feed
~2Mb
Nasdaq ISE/GEMX/MRX Top Quote Feed
~175Mb
Nasdaq ISE/GEMX/MRX Trade Feed
~0.5Mb

Additional Information

For information regarding the networking configuration changes, please contact Customer Network Operations..

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 ISE Members Area for the latest technical specifications.




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