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Market Data Feeds

Nordic Auxiliary

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

Learn about Nordic 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.

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

DATA DELIVERY OPTIONS

The data feed is offered in one protocol option:

  • MoldUDP

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