Friday, November 7, 2008

Data News #2008 - 87
NASDAQ Proprietary Data Feed Schedules for Friday, November 28th and Wednesday, December 24, 2008

Please Route to:

  • Direct NASDAQ OMX Data Feed Subscribers
  • NASDAQ OMX Market Data Distributors

What you need to know:

  • NASDAQ OMX will close its U.S. equity and derivative markets market three hours early on the following two dates in the fourth quarter of 2008:
    • Friday, November 28, 2008
    • Wednesday, December 24, 2008
  • To accommodate the early closing schedule, NASDAQ OMX will modify the dissemination times for closing reports and end-of-day event control messages for its proprietary data feeds.
  • Please note that the NASDAQ OMX - U.S. markets will also be closed on Thursday, November 27th, 2008, and Thursday, December 25, 2008, in observation of the Thanksgiving and Christmas holidays.

At what time will the NASDAQ OMX — U.S. markets close on Friday, November 28, 2008 and Wednesday, December 24, 2008?

On Thursday, November 28th and Wednesday, December 24th, NASDAQ OMX — U.S. equity and derivative markets will operate on an abbreviated trading day schedule. For NASDAQ OMXSM markets, the market close times on these two dates will be:

NASDAQ OMX VenueRegular Market Session Close Eastern Time (ET)Extended Trading Session Close (ET)
The NASDAQ Stock Market®1:00 p.m.5:00 p.m.
NASDAQ Options Market®1:00 p.m. for equity options
1:15 p.m. for index and ETF options
N/A
NASDAQ OMX PHLX®1:00 p.m. for Equity Options, Narrow Based Index Options and World Currency Options
1:15 p.m. for Broad Based Index Options
N/A

For the complete closing time list for NASDAQ OMX trading systems, refer to Head Trader Alert #2008-123 and PHLX holiday schedule.

What is the impact to NASDAQ OMX data products?

In conjunction with the early U.S. market close, NASDAQ OMX will adjust the closing time schedules for the following proprietary data feed products:

NASDAQ Equities Feeds:

  • TotalView-ITCHSM (All versions)
  • TotalView-AggregatedSM
  • NASDAQ Level 2SM
  • NASDAQ Last Sale (NLS)
  • NASDAQ NOIView
  • NASDAQ Market Velocity and Forces
  • NASDAQ Net Order Imbalance Snapshot (NOIS)
  • NASDAQ Index Dissemination ServiceSM (NIDSSM)
  • NASDAQ OMX Global Index Service

NASDAQ Option Market Feeds:

  • Best of NASDAQ OptionsSM (BONOSM)
  • NASDAQ Options Depth At PriceSM (DAPSM)
  • NASDAQ ITCH To Trade Options (ITTO)
  • NASDAQ Options NOIView

NASDAQ OMX PHLX Feeds:

  • PBOT Market Data Distribution Network, Sector Index Options Feed
  • PBOT Market Data Distribution Network, PBOT Futures Feed

For the modified closing times for NASDAQ OMX proprietary feeds on November 28th and December 24th, please refer to the NASDAQ OMX Data Feeds – Early Close Transmission Schedule.

 

Please note that the Mutual Fund Quotation ServiceSM (MFQSSM) will operate on its normal reporting schedule for mutual funds, money market funds and unit investment trusts (UITs) on Friday, November 28th and Wednesday, December 24th. As a result, NASDAQ OMX will not modify the transmission schedule for the Mutual Fund Dissemination Service (MFDS) on these two dates.

It should be noted that NASDAQ OMX also acts as the technology provider for UTP Operating Committee and Financial Industry Regulatory AuthorityTM (FINRATM) data feed products. The UTP and FINRA data feeds will also operate on a modified schedule for November 28th and December 24th. For details on the UTP data feed schedule, please refer to UTP Vendor Alert #2008-19. For details on the FINRA data feed schedule, please refer to NASDAQ Vendor Alert #2008-86.

Will NASDAQ OMX be closed on Thursday, November 27, 2008?

Along with the other U.S. exchanges, The NASDAQ Stock Market, NASDAQ Options Market and NASDAQ OMX PHLX will be closed on Thursday, November 27, 2008, in observation of the Thanksgiving holiday. MFQS will also be closed on November 27th.

NASDAQ OMX will operate on normal operating schedule for its European markets on November 27th. Since the OMX Nordic and Baltic markets are open, the NASDAQ OMX Global Index Service and the European Last Sale (ELS) data feed products will be up and available at the NASDAQ OMX — U.S. data centers on November 27th. ELS will operate on its normal schedule on November 27th. NASDAQ OMX Global Index Service will operate on a modified transmission schedule on November 27th.

Will NASDAQ OMX be closed on Thursday, December 25, 2008, and Thursday, January 1, 2009 ?

All NASDAQ OMX markets — in the United States and in Europe — will be closed on Thursday, December 25, 2008, in observation of the Christmas holiday. All NASDAQ OMX markets will also be closed on Thursday, January 1, 2009, in observation of the New Year’s Day holiday. NASDAQ OMX will send out no market data on these two dates.

Where can I find additional information?


"FINRATM and Trade Reporting FacilityTM are trademarks of Financial Industry Regulatory Authority, Inc."


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