What you need to know:
Nasdaq will upgrade GCF production on Monday December 11, 2017. The new version does not contain any TIP changes but includes support for new Nasdaq APA and new functionality for Nasdaq APA reported trades.
Active from and including December 11, 2017:
Trade reports in TradeReportExternal that via reported ISIN can be matched to an order book included in INET or Genium INET will use the IdCode of that existing order book. If a TradeReportExternal message cannot be matched to an existing order book in INET or Genium INET it will have orderbook IdCode of the orderbook for reported trades (i609494; tradable details below).
BDt;i609494;Si43385;s8;Ex74;Mk380;SYmOTC Report Book;PRt1;VOd1;Cf1;NDp4;NDc4;NDTp4;NDTc4;ITStN;STy12;
Reported trades from the Nasdaq APA on instruments traded in INET Nordic and Genium INET trading systems will be included in existing corresponding data products as outlined below:
• Reported trades from the Nasdaq APA relating to instruments included in Nordic Equity data products will be included in existing Nordic Equity data products
• Reported trades from the Nasdaq APA relating to instruments included in Nordic Derivatives data products will be included in existing Nordic Derivatives data products
• Reported trades from the Nasdaq APA relating to instruments included in Nordic Fixed Income data products will be included in existing Nordic Fixed Income data products
• Reported trades from the Nasdaq APA relating to instruments included in Nasdaq Commodities data products will be included in existing Nasdaq Commodities data products
• Reported trades from the Nasdaq APA relating to instruments included in Baltic Equity & Fixed Income data products will be included in existing Baltic Equity & Fixed Income data products
• Reported trades from the Nasdaq APA on instruments not traded in INET Nordic and Genium INET trading systems will be available on request for all Nordic data products.
The PublicationVenue field in the TradeReportExternal will always be populated with the APA MIC code ‘NAPA’.
Active from and including January 3, 2018:
The reported trades from Genium INET with TradeTypes OTLP, OTPT, AVGP, AVSI (currently not distributed in GCF) will be disseminated in TradeReportExternal message starting from January 3, 2017.
Where can I find additional information?
For questions regarding this notice please contact: DataProducts@nasdaq.com.