Genium Consolidated Feed (GCF) 3.1, Launch Reminder and Readiness Confirmation Request


Dear Customer,

This is a reminder for the upcoming GCF release 3.1. The release launch date is November 16, 2015.

Previous IT- Notices about the launch:

August 21, 2015
September 3, 2015
October 14, 2015

External test environment for GCF 3.1 release is GCF EXT4, other test systems will be upgraded after the launch.

Connectivity details:
Primary site: IP 192.176.3.134 port 29300
Secondary site: not available

ITCH logs in binary format are accessible in File Delivery Service (FDS) test area EXT4.

 

Readiness Confirmation Request

In order to get full understanding of the customer readiness we kindly ask you to confirm that you are ready for the release. Please confirm your readiness latest on Friday, November 6, 2015 at dataproducts@nasdaq.com



The GCF 3.1-release key features are:

  1. Orderbook state handling

Related to INET (cash) markets, Marketstate -messages will not be used anymore. A new TIP message OrderbookState, is introduced for orderbook state dissemination. The new TIP-message will replace the TradingAction-message. The “Halt” and “Auction Period” states used in the TradingAction-message will be included in the StateCode-field. The “Resume” state is removed and instead replaced with the current orderbook state. The Auction Extension indicator from INET is also added to the OrderbookState-message. The two Stop Codes; Opening Auction Extension and Closing Auction Extension, used in GCF will be removed.

For Genium INET markets, the Marketstate- message will still be used. New feature there is that when orderbook is Halted or in Action Period an OrderbookState message will be sent. Also, when resuming a Halt or ActionPeriod state for a Genium INET orderbook, the current market state in Genium INET will be disseminated in the OrderbookState message for that orderbook.
The “Resume” state is therefore removed.
 

  1. INET log files

Log files (INET_Nordic_ITCH.zip) distributed via File Delivery Service (FDS) will be in binary format going forward. The file will no longer be available in text-format.
 

  1. Other INET changes transparent in GCF

Other INET-related changes will not affect GCF. Note code format change in INET will be handled internally by GCF system and existing TIP note codes are being used also in the future. The order replace transaction will be handled by the system so that it generates an order delete followed by an order insert in TIP.

Detailed description of all the TIP changes and final TIP 3.1 protocol specification is available here. These specifications and other technical GCF documents are available on our GCF technical information page.

GCF web pages: http://www.nasdaqomx.com/transactions/technicalinformation/gcf

If you have any questions please contact: dataproducts@nasdaq.com