Markets Impacted: According to specification
Products Impacted: According to specification
What you need to know:
A minor change (addition) has been made to TIP specification of Genium Consolidated Feed (GCF) release 3.4.0 to be launched May 8, 2017.
A new enumerated field, CrossLevel, has been added to the NetOrderImbalanceIndicator message.
New item: NetOrderImbalanceIndicator (message type: NOIi)
Field name | Key | Tag | Type | Length | Description |
CrossLevel | CRl | CrossLevel | 1 | Cross level |
Updated specification is available on our GCF page or directly via this link.
The version packages include HTML and XML versions of the specification and a document describing the content differences between the previous and new TIP version.
Where can I find additional information?
For any questions concerning the protocol specifications:
E-mail: dataproducts@nasdaq.com