Monday, April 14, 2014
Data Technical News #2014 - 12
REMINDER: New Multicast IP Address for Select NASDAQ OMX Proprietary Data Feeds
Markets Impacted:
Products Impacted:
Contact Information:
|
What you need to know:
|
---|
What is changing?
As outlined in Equity Technical Update #2013-24, NASDAQ OMX® is undergoing a technology refresh on The NASDAQ Stock Market® (NASDAQ®). State-of-the-art network and server equipment will be deployed in order to achieve a more efficient and more robust infrastructure to support the growing needs of our customers. The refresh is part of the NASDAQ OMX commitment to leading the industry in technology standards.
As part of the transition, NASDAQ OMX will introduce new IP addresses for the New York Metro Area data center on Monday, January 27, 2014, for the following data feeds:
- NASDAQ MatchView
- NASDAQ Net Order Imbalance Snapshot (NOIS)
- NASDAQ Pathfinders
- NASDAQ Velocity and Forces
- For information regarding the networking configuration changes, please contact Market Data Procurement.
- For information regarding the data feeds, please contact NASDAQ OMX Global Data Products at +1 301 978 5307.
- Refer to the UDP/IP Addresses page on NASDAQ OMX Trader Website.
- Refer to the U.S. Equities Data Feeds technical specifications page on NASDAQ OMX Trader Website.
These data feeds will continue to be available on the current IP addresses through close of business on Friday, April 25, 2014. Firms must make the transition to the new IP addresses to prevent loss of data as of Monday, April 28, 2014.
Please note: The IP addresses for the Mid-Atlantic Region will remain the same for the mentioned data feeds.
To request access to the new IP Addresses, please contact Market Data Procurement.
What are the affected data feeds?
NASDAQ MatchView is a real-time direct data feed that provides a view into what the NASDAQ OMX execution system sees as the prevailing Best Bid and Offer (BBO) of the other exchanges.
NASDAQ Market Pathfinders (Pathfinders) provides aggregated real-time, intraday data based on trades from the integrated NASDAQ system. It measures the market sentiment based on the aggregated, real-time trading decisions of NASDAQ market participants. Market Pathfinders attempts to replicate the visible activity and audible noise that experienced floor traders use on a physical trading floor to detect changes in buying and selling interest, market direction, momentum and liquidity.
NASDAQ Velocity & Forces (NASDAQ MAX) is designed to provide a new level of transparency for trading activity in NASDAQ. NASDAQ MAX offers customers new ways to analyze the markets through NASDAQ Velocity and Forces — pre-trade indications of price movement, momentum and liquidity.
NASDAQ Net Order Imbalance Snapshot (NOIS) provides alerts based on net order imbalance data for newswire services.
What are the new IP addresses?
The new IP information will be as follows:
Site | Channel/Purpose | Group | Port | Source IP Address* |
---|---|---|---|---|
NASDAQ MatchView | ||||
New York Metro Area - U.S. | Broadcast - Single Channel | 233.54.12.128 | 27401 | 206.200.127.128/26 |
NASDAQ Pathfinders | ||||
New York Metro Area - U.S. | Broadcast - Single Channel | 233.54.12.245 | 26478 | 206.200.127.128/26 |
Rerequest | 18106 | 206.200.127.33 | ||
NASDAQ Market Velocity and NASDAQ Market Forces | ||||
New York Metro Area - U.S. | Broadcast – Channel 1 (A–F) | 233.54.12.125 | 55814 | 206.200.127.128/26 |
Rerequest – Channel 1 (A–F) | 18103 | 206.200.127.34 | ||
Broadcast – Channel 2 (G–O) | 233.54.12.126 | 55816 | 206.200.127.128/26 | |
Rerequest – Channel 2 (G–O) | 18103 | 206.200.127.35 | ||
Broadcast – Channel 3 (P–Z) | 233.54.12.127 | 55818 | 206.200.127.128/26 | |
Broadcast – Channel 3 (P–Z) | 18103 | 206.200.127.36 | ||
NASDAQ Net Order Imbalance Snapshot (NOIS) | ||||
New York Metro Area - U.S. | Broadcast - Single Channel | 233.54.12.129 | 26640 | 206.200.127.128/26 |
Rerequest | 18104 | 206.200.127.38 |
*Please note the Source IP Addresses are ranges, not specific IP Addresses as previously provided.
NASDAQ suggests that market data vendors make the necessary network changes to avoid loss of data on April 28th.
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 |
---|---|
NASDAQ MatchView – Version 1.1 | 10 Mb |
NASDAQ Market Pathfinders – Version 1.1 | 5 Mb |
NASDAQ Market Velocity & Forces 2.1 | 4 Mb |
NASDAQ Net Order Imbalance Snapshot (NOIS) 2.1 | 200 Kb |
For additional information regarding bandwidth, please refer to the Bandwidth Report on the NASDAQ OMX Trader® website.
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.