Search:
   

Tuesday, June 12, 2007

Data News #2007 - 47
NASDAQ Proprietary Data Feed Schedule for Tuesday, July 3, 2007

Please Route To:
  • Direct NASDAQ data feed recipients
  • NASDAQ market data redistributors

Summary:
  • As outlined in Head Trader Alert #2007-118, NASDAQ will close its trading systems three hours early on Tuesday, July 3, 2007.
    • The Mutual Fund Quotation Service (MFQS), however, will operate on its normal schedule on July 3rd.
  • To accommodate the early close schedule, NASDAQ will modify transmission schedules for most of its proprietary data feed products.
  • NASDAQ will also be closed on Wednesday, July 4, 2007, in observation of Independence Day.

Background:
As outlined in Head Trader Alert #2007-118, NASDAQ® will close its trading systems three hours early on Tuesday, July 3, 2007:

  • NASDAQ will conduct its Closing CrossSM at 1:00 p.m., Eastern Time (ET).
  • NASDAQ will operate the extended-hours trading session from 1:00 p.m. to 5:00 p.m., ET.

Please note that the Mutual Fund Quotation ServiceSM (MFQSSM) will operate on its normal reporting schedule on July 3rd.

In addition, NASDAQ will be closed on Wednesday, July 4, 2007, in observation of Independence Day.

NASDAQ Proprietary Data Feed Schedules for July 3, 2007:
TotalView–ITCH 3.0SM, TotalView–AggregatedSM, and NOIView 2.00
Adjusted Time (ET) Message Transmission Message Type
12:50 p.m. to 1:00 p.m. Dissemination of Net Order Imbalance Indicator (NOII) messages for NASDAQ Closing Cross I (Cross Type=C)
1:00 p.m. End of Market Hours control message S (Event code=M)
5:00 p.m. End of System Hours control message S (Event code=E)
Between 5:00 p.m. and 6:00 p.m. End of Messages control message S (Event code=C)

Please note that TotalView-ITCH versions 2.0a and lower will observe a similar timeframe for the End of Day (Type = S; Event Code = E) message.

NASDAQ Level 2® and NASDAQ Last Sale (NLS)

Adjusted Time (ET) Message Transmission Message Type
1:00 p.m. End of Market Hours control message S (Event code=M)
5:00 p.m. End of System Hours control message S (Event code=E)
Between 5:00 p.m. and 6:00 p.m. End of Messages control message S (Event code=C)

NASDAQ Quotation Dissemination ServiceSM (NQDSSM)

Adjusted Time (ET) Message Transmission Message Category Message Type(s)
1:00 p.m. U.S. Session Close control message C C
5:00 p.m. End of NASDAQ market participants updates R A, B
Between 5:00 p.m. and 6:00 p.m. End of Day control message C J

NASDAQ Index Dissemination ServiceSM (NIDSSM)

Adjusted Time (ET) Message Transmission Message Category Message Type(s)
1:00 p.m. U.S. Session Close control message C C
2:16 p.m. Final values for NASDAQ indexes I V
1:15 p.m. to 3:30 p.m. Dissemination of NASDAQ-100 After Hours IndicatorSM values (Index Identifier: QIV) I V
3:35 p.m. End of Trade Reporting control message C X
3:40 p.m. End of Day control message C J

Please note between 1:00 p.m. and 2:16 p.m., ET, NASDAQ will recalculate the closing index values to ensure that all trade cancellations and corrections are properly reflected in the final NASDAQ index details message.

Mutual Fund Dissemination ServiceSM (MFDSSM)
No change. MFDS will operate on a normal reporting schedule on July 3, 2007.

Other Data Feed Schedules for July 3, 2007:
NASD will operate a modified schedule for the NASD data feed products (BBDS, TDDS and BTDS) on July 3, 2007. Please refer to NASDAQ Vendor Alert #2007-046 for details.

The UTP data feeds (UQDF, UTDF and OMDF) will also operate on a modified schedule on July 3, 2007. Please refer to UTP Vendor Alert #2007-031 for details.

Contact Information:


Email Alert Subscriptions:
Nasdaq offers customers the ability to self select news delivery across various Nasdaq markets. Create and maintain a profile for updating alert preferences and contact information. Visit the enrollment form on the Nasdaq Trader website and sign up today! Please note that if you choose to unsubscribe from an email list, you may no longer receive potentially critical emails from the NASDAQ Stock Market regarding Nasdaq's trading and data products, regulatory issues or marketplace initiatives. To unsubscribe, also click on the enrollment form

Please follow Nasdaq on Facebook RSS and Twitter.

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.

View NASDAQTrader.com Mobile