New Version 1.01 of the Genium INET ITCH Protocol Specification
Please note that a new version of the Protocol Specification is now available on NASDAQ OMX Member Extranet.
It contains several important updates including:
- Clarification on not using ITCH to derive Matching Engine logic and that ITCH cannot be used to maintain private orders.
- Clarification that orders must be ranked by order book position only.
- Exchange Order Type has changed name to Order Attributes and “Bait/Implied Order” has been added as new Order Attribute.
- Clarification that Order Deletes will be sent out prior to Call Auctions where Market-by-Order is disabled.
- Clarification on how Combination Orders trade.
- Change of data type of Tick Size to Price.
- Clarification that Tick Size Table Entry uses the Number of decimals in price in the Order book Directory message for the given instrument.
For a detailed list of changes to the specification, please see the Revision History in Section 5 of the ITCH specification.
For full text please see attached PDF document.
Best regards
NASDAQ OMX Nordic
