The official closing prices for INET Nordic instruments are distributed via Genium Consolidated Feed (GCF). The time of distribution is for some market segment when the state in INET changes to Post Trade and for other segments when it changes to state Close. As of March 23, 2015, Nasdaq Nordic and Nasdaq Baltic will harmonize the publication times to reflect the current Market Model for all market segments according to the table below.
The official closing price flag is distributed in the Genium Consolidated Feed (GCF)-message OrderbookSummary. The orderbook state when the OrderbookSummary-message is distributed with official closing price will change from Closed to PostTrading for a number of INET markets. See enclosed file with complete list of markets that will be affected.
|
Exchange (and respective First North Markets) |
Official closing price sent out at state change to |
| Nasdaq Copenhagen | Post Trade* |
| Nasdaq Helsinki | Post Trade* |
| Nasdaq Iceland | Post Trade* |
| Nasdaq Riga | Post Trade* |
| Nasdaq Stockholm | Post Trade* |
| Nasdaq Tallinn | Post Trade* |
| Nasdaq Vilnius | Post Trade* |
* Trade cancellations done after moving into Post Trade will not be taken into consideration. A cancellation of an entire auction is unlikely. It is also very unlikely that a cancel of the last Trade during continuous trading happens in combination with no auction.
Time schedule
Test: Available in INET Test (OTF)/GCF4 – From January 26, 2015
Production: INET/GCF Production –March 23, 2015
Market Model
Publication times are described in the INET Nordic Market Model, Appendix J.
Questions and feedback
For further information and feedback concerning this information, please contact Nasdaq Tech Support at: +46 8 405 6410, operator@nasdaq.com.
