Nasdaq Futures, Inc. (NFX) brings a competitive mix of new products, fees, innovative technology, and clearing services designed to meet the needs of ambitious traders.

Traders Turn to Nasdaq When They Hear These Words

Delays in last sale prices can result in missed opportunities and lost profits. In the stock market, timing is everything.

See How Commodities are Trading Today

The PwC Annual Corporate Directors Survey provides insight on the “The Good,” “The Bad” and “The Ugly” boards face.

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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