Nasdaq Nordic and Nasdaq Baltic will perform further updates to the TotalView-ITCH protocol specification, Order Book Directory message, in preparation for MiFID II. The Order Book Directory message described in the TotalView-ITCH protocol specification is available in all ITCH based INET Nordic market data feeds, TotalView-ITCH, GLIMPSE and NLS.
Order Book Directory message updates
- Added Note Codes in preparation for MiFID II
- Added five fields at the end of the Order Book Directory message to support Securitized Derivatives under MiFID II
The Order Book Directory message will be extended in length due to the additional fields mentioned above. The Order Book Directory message is available in all INET Nordic ITCH based feeds, TotalView-ITCH, GLIMPSE and NLS.
Trading- and Market Data applications shall use decoders that ignore unknown outbound (from Nasdaq) message types and messages that expand with new fields added to the end of the message.
Protocol specifications
Nasdaq Nordic and Nasdaq Baltic have updated the TotalView-ITCH protocol specification. The update of Order Book Directory is also applicable for GLIMPSE and NLS protocols but described in the TotalView-ITCH protocol specification.
Latest INET protocol specifications are available at the Nasdaq Nordic Technical Information website, under INET Nordic Protocol Specifications.
Time schedule
- INET Test (NTF) – July 10, 2017
- INET MiFID II Test – July 10, 2017
- INET Production – September 18, 2017
Questions and feedback
For further information and feedback concerning this information, please contact Ronny Thellman, +46 8 405 6313, ronny.thellman@nasdaq.com.
Support
For technical questions, please contact Nasdaq Cash Equity Operations:
Tel: +46 8 405 6410,
E-mail: operator@nasdaq.com
Best regards,
Nasdaq Nordic and Nasdaq Baltic
Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland, Nasdaq Riga, Nasdaq Stockholm, Nasdaq Tallinn and Nasdaq Vilnius are respectively brand names for Nasdaq Copenhagen A/S, Nasdaq Helsinki Ltd, Nasdaq Iceland hf., Nasdaq Riga AS, Nasdaq Stockholm AB, Nasdaq Tallinn AS and AB Nasdaq Vilnius. Nasdaq Nordic represents the common offering by Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland and Nasdaq Stockholm. Nasdaq Baltic represents the common offering by Nasdaq Tallinn, Nasdaq Riga and Nasdaq Vilnius.
