Re-quoting in Combination instruments


Nasdaq Commodities markets are currently experiencing issues with the re-quoting transaction for Combination contracts.

Re-quoting (e.g. volume and price updates) in Combination instruments does not generate ‘Execution Reports’ in FIX API and/or ‘Firm Orderbook’ (BO5 message) in OMnet API.

The issue is limited to updates (i.e. re-quoting) to an already existing quote in a Combination contracts, i.e. the functionality for new quotes in Combination contracts and re-quotes in outright contracts works as expected.

As a temporary work-around; members that use the dual sided quoting transaction (MO37) are requested to cancel quotes and resubmit quotes when quoting Combination contracts.

 

For questions or comments, please contact:

Technical Support
technicalsupport@nasdaq.com

+46 8 405 6750