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Friday, January 28, 2022

Data Technical News #2022 - 6
REMINDER - Symbol Distribution Adjustment Establishing Additional Channels on PHLX Depth of Market Data Feed

Products Impacted:

  • PHLX Depth of Market

Markets Impacted:


Contact Information:

What you need to know:

Effective Monday, February 14, 2022, Nasdaq PHLX will be adding 4 new channels to further split the S-S and T-Z range on the PHLX Depth of Market Data Feed to manage traffic distribution.

All firms must make updates before Monday, February 14, 2022, to prevent any issues receiving PHLX Depth of Market. The new IPs and updated symbol range distribution will be posted on the Nasdaq UDP/IP Address Page next week.

What is changing?

The PHLX Depth of Market Data Feed will be adding 4 new channels to manage traffic distribution. Effective Monday, February 14, 2021, the new additional channels will begin publishing on the PHLX Depth of Market feed along with updated symbol ranges on a select number of existing IPs.

Why is Nasdaq making this change?

The changes are being made to distribute traffic more appropriately with the recent increase in options market activity.

Will there be a change to the PHLX Depth of Market technical specification?

While there are no changes to the technical specification, it should be noted that the following base reference number should be used respectively for each of the following new & existing channels:

Channel/Symbol Range Base Reference Number
Channel 6 (O-R) 25,769,803,782
Channel 7 (S-SPX) 30,064,771,079
Channel 8 (SPY-SPY) 34,359,738,376
Channel 9 (SPZ-TSK) 38,654,705,673
Channel 10 (TSL-TSLA) 42,949,672,970
Channel 11 (TSLB-V) 47,244,640,267
Channel 12 (W-Z) 51,539,607,564
Channel 13 (NDX) 21,474,836,485

Will there be new IP addresses?

A set of new IPs will be established for 4 new channels on the PHLX Depth of Market Data Feed while a select number of existing IPs will receive updated symbol ranges. The new IPs and updated symbol distribution will be posted on the Nasdaq UDP/IP Address Page tomorrow. The changes effective for Monday, February 14, 2021 will be highlighted in yellow.

What will firms need to do in order to get connected to the 4 new IP addresses?

Existing firms subscribed to the PHLX Depth of Market Data Feed will be pre-provisioned for access to the new IPs. Firms that already have existing Glimpse service on PHLX Depth of Market Data Feed will need to send a request e-mail to U.S. Market Operations - Options for connectivity details.

If your firm is not currently subscribed to the PHLX Depth of Market Data Feed, please complete the following agreements to receive the data:

  • Data Feed Request Form - Required for all firms.
  • Nasdaq Global Data Agreement - Required for all firms prior to initiation of the first Nasdaq data service only.
  • System Application - Required for firms only if the data will be displayed or used in a system that is not yet approved by Nasdaq.

    • Who should I contact for additional information?

    Additional questions can be directed to U.S. Market Operations - Options at +1 215 496 1571



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