Market Data Feeds

Auxiliary

Covering Derivatives and Commodities, AMD provides details not found in the regular ITCH feeds.

Auxiliary

Nordic Derivatives and Commodities Auxiliary Data (AMD) Feeds are ITCH-like data feeds with complementary market data not contained in the regular ITCH feeds.


Product Features

  • Reference Data Messages: AMD includes the same Order Book Directory messages as ITCH, but will have additional information available in the messages.
  • Reported Trade Messages: AMD supports trades messages to reflect trades that were negotiated privately and reported to the marketplace.
  • Broken Trade Messages: To inform users of trade breaks. Note, this also includes broken trades generated from auto-matched orders published via ITCH
  • Quote Request Messages
  • Open Interest Messages
  • Price Messages: Settlement, Indicative Price and Margin Price
  • Market By Level: Publish Market By Level during the index derivatives open and closing auction
  • Underlying Price: Commodities Area prices

See all Multi-Asset Class products >


Data Delivery Options

The data feed is offered in one protocol option:

  • MoldUDP

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