Nasdaq wins Best Options Trading Venue and Best Trading Technology Client Services at the Fund Technology and WSL Awards, February 14, 2017.

Now trading on our world-renowned INET technology.

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

Industry leaders, cyber experts, and policymakers joined the NCSA & Nasdaq to discuss the latest cybersecurity topics.

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

Ready to Get Started?
Recent posts{{catTitle ? " in " + catTitle : ""}}
{{post.Date | date:'MMM d'}}
Scroll up