Monday June 6, 2016 is the new date from when Nasdaq will calculate Nordic Fixed Income indexes in Global Index Calculator.
- Global Index Calculator (GIC) is represented as a source in Genium Consolidated Feed (GCF). Index weights reports will move from File Delivery Service (FDS) to premium FTP service GIFFD; and will also continue to be available in Global Index Watch (GIW). Customers receiving index values from GCF will continue to receive the same data.
Effective June 6, 2016, Nasdaq will start to calculate Fixed Income indexes Global Index Calculator powered by the Nasdaq INET® technology — the world's fastest trading system technology.
In Genium Consolidated Feed (GCF), the indexes will be connected to the GIC source that replaces the current ICS_FI source. ICS sources not affected by this migration project will continue to be available in GCF.
Consequently, reports for the affected indexes will no longer be available in File Delivery Service (FDS) as of June 6, 2016. Customers may access index weights reports today via the Global Index Watch web service and index GIFFD FTP service.
Please contact DataProducts@nasdaq.com to request data file format specification document.
Time Schedule
Monday June 6, 2016
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Global Index Calculator becomes the official source for Nordic Fixed Income indexes.
-
Index weights reports will no longer be available on File Delivery System (FDS). Global Index Watch and a new premium GIFFD-FTP service will hold Nasdaq index weights data.
Tuesday June 7, 2016
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OMRX Start- and end- of day files will be first available effective Tuesday 7, June 2016 (Monday June 6 is Swedish Holiday)
- NOMX Start- and end- of day files will be first available effective Tuesday 7, June 2016 (Monday 6 June is Swedish Holiday)
Genium Consolidated Feed (GCF)
Indexes in the ICS_FI source system will be migrated to the Global Index Calculator (GIC) source. Fixed Income index data from GIC test-source is available in GCF-test environment GCF EXT2.
There will be new enumeration values for the below TableEntryTypes available with the release of GCF 3.2:
| IndexType: | IndexPriceType: | PopulationType: |
|
ORX – OMRX OON – OMRXON |
CP – Clean Price DP – Dirty Price YP – Yield Price |
FI – Fixed Income |
There are no further TIP changes related to this Nordic Fixed Income Index system migration.
Indexes will keep their current GCF ID codes, ISIN and names. The index Global Index Calculator source in GCF has source ID: ‘1’. The ID codes that come from the source systems for each individual index; the sourceId in TIP will be the same as the current TIP: Symbol value. See below example indexes from two current ICS sources:
Example of current identifiers:
| Name | Short name | ISIN | GCF ID | Source ID | Source system ID |
| OMRX All Index | OMRXALL | SE00003077338 | 9398 | 2414 | 12 |
Example of June 6, 2016 identifiers:
| Name | Short name | ISIN | GCF ID | Source ID | Source system ID |
| OMRX All Index | OMRXALL | SE00003077338 | 9398 | OMRXALL | 1 |
File Delivery Service (FDS)
Index weight reports
Indexes that are migrated to the Global Index Calculator (GIC) will no longer generate index weights reports on File Delivery Service (FDS). Currently, the Nordic Index weights product offers index data through both the FDS and the Global Index Watch (GIW) platforms, but effective June 6, 2016, this data will be available on GIW and GIFFD.
When an index is transitioned to the Global Index Calculator its data will no longer be available via FDS.
GIW supports historical index data in excess of 30 days while FDS only provides 30 days of historical data access.
Global Index Watch (GIW)
As of June 6, 2016, the index weights reports for indexes migrated to GIC will exclusively be available in GIW and GIFFD and will no longer be included on FDS. Visit the Global Index Watch website to learn more:
https://indexes.nasdaqomx.com/
GIW web service data format specification: Section 7.0 page 20
http://www.nasdaqtrader.com/content/technicalSupport/specifications/dataproducts/GIW_WebService_Spec_current.pdf
Sample files and GIFFD specification available on request
If you are not already setup for GIW access:
http://www.nasdaqtrader.com/Content/AdministrationSupport/AgreementsData/datafeedrequestgiw.pdf
Additional information
- Contact DataProducts@nasdaqomx.com or + 45 339 333 66 or + 1 301 978 5307 #2.
- Global Index Watch: https://indexes.nasdaqomx.com/
European Market Data Products: http://www.nasdaqomx.com/transactions/marketdata/europeanproducts