IT - INET Nordic Production - Individual Auction Cross Trades dissemination via GCF will be reintroduced on August 23 (103/10)


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

 

Attachments

it_exchange_notice_10310_ individual auction cross trades dissemination via gcf.pdf
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