As of August 23, NASDAQ OMX will reintroduce the dissemination of individual auction cross trades in the Genium Consolidated Feed (GCF). This has earlier been communicated in IT Exchange Notice #75/10 and GDP Newsletter #19 2010. Since the launch of INET Nordic in February 2010, the trades that are the result of an auction have been aggregated on price level after the auction cross. Based on customer feedback we will reintroduce the dissemination of the individual trades from the auction cross. Thus, the behavior of dissemination of trades from the auction cross via GCF will return to the behavior prior to the launch of INET Nordic. The change does not have any protocol specification impact, but the field NumberOfTrades (q) introduced in Genium Consolidated Feed TIP Specification 2.1.0.0 will not be populated since there will be no aggregated trade messages following an auction cross. NOTE! There is no change to the behavior of the Nordic Equity TotalView-ITCH feed regarding dissemination of the auction result. The change has been available for testing in the GCF4 test environment since April 23rd, and in the GCF2 and GCF3 test environments since April 30. If you have any questions regarding this Exchange Notice please do not hesitate to contact your Key Account Manager. Best regards, NASDAQ OMX Nordic
IT - INET Nordic Production - Individual Auction Cross Trades dissemination via GCF will be reintroduced on August 23 (103/10)
| Source: Global Data Products