On February 27, 2008, The NASDAQ Stock Market® and The OMX Group announced their
SAMPle tOtAlView DiSPlAy The Nordic Equity Level 2 pro...
NASDAQ Last Sale* (NLS) is part of NASDAQ’s continuing efforts to provide increased transparency to investors.
NLS is a di...
NASDAQ OMX Global Data Products – Our Team
NASDAQ OMX Global Data Products now has offi...
of 4


Published on: Mar 3, 2016
Published in: Business      Economy & Finance      

Transcripts - NASDAQ OMX GlObAl DAtA PrODuctS

  • 1. NASDAQ OMX GlObAl DAtA PrODuctS On February 27, 2008, The NASDAQ Stock Market® and The OMX Group announced their combination to form The NASDAQ OMX Group, Inc.SM, the world’s largest exchange company and the first to have a technology footprint spanning six continents: North America, South America, Europe, Australia, Africa and Asia. The newly combined NASDAQ OMX Global Data Products offers customers: n World-Class Products — Offering superior speed and incomparable market depth through innovative, global market data products designed to meet new industry challenges. n World-Class Service — Representing the best data feeds from the leading exchange, achieving recognition from the Software & Information Industry Association’s (SIIA) Financial Information Services Division (FISD) for exemplary customer service and communications. n World-Class Distribution — Revolutionizing the market data industry with new plug-and-play applications. Further strengthening NASDAQ OMX’s commitment to meeting the needs of customers with the lowest latency products is the distribution of third-party data, such as the Bond Trade Dissemination Service (BTDS) and OTC Bulletin Board for FINRA as well as acting as the Securities Information Processor (SIP) for the UTP exchanges. n World-Class Transparency — Delivering unsurpassed market transparency and constantly striving to improve upon the best and most complete view of the market. NASDAQ OMX Global Data Products – Our Products and Services The Nordic Equity Low Latency Feed is designed specifically to meet the growing demand from both vendors and end-users for more and faster information delivered in a standardized protocol. The Nordic Equity Low Latency offering is an add-on offering to the existing Nordic Equity products and aims to support display use requiring full order book information and algorithmic trading. The Low Latency Feed offers full depth Market-by- Order equity information and high speed equity trading information via the standardized FIX/FAST protocol. The Nordic Equity Level 2+ product provides full market insight, with a 20-level order book, news and analysis data for all Nordic equities. The product also includes index values and weights, company disclosures and liquidity measure indicators. This additional data provides investors with better insight into the liquidity of the market.
  • 2. NASDAQ OMX GlObAl DAtA PrODuctS SAMPle tOtAlView DiSPlAy The Nordic Equity Level 2 product provides order book information on the five best bid/ask for all Nordic OMX equity products, with full SYMBOL AMAT Applied Materials (NGS) details of the prices and quantities attached to the five best bids and LAST SALE 20.15 q NASDAQ Bid Tick (+) NATIONAL BBO 20.15 q 20.16 q 6900 x 3000 asks. Also included are company disclosures and price index values. Total Total Bid Price Depth Ask Price Depth 20.15 10700 20.16 4900 The Nordic Equity Level 1 product includes the details of the traded 20.14 56100 20.17 9100 20.13 26300 20.18 13400 prices and quantities of all equity products traded on the OMX equity 20.12 9900 20.19 11200 20.11 1700 20.20 8700 markets in Stockholm, Copenhagen and Helsinki. The content for Level MPID Bid Size MPID Ask Size 1 is best bid/ask, price index values and company disclosures. NSDQ 20.15 3000 NSDQ 20.16 2000 ARCX 20.15 2600 ARCX 20.16 1900 BEST 20.15 1500 TDCM 20.16 1000 NITE 20.15 1400 NSDQ 20.17 6000 The Nordic Fixed Income Level 2 product contains real-time CINN 20.15 1200 OPCO 20.17 2100 BOFA 20.15 1000 BARD 20.17 1000 information, daily statistics and fixing information on government NSDQ 20.14 28500 NSDQ 20.18 5000 BEST 20.14 12500 OPCO 20.18 2500 bonds, mortgage bonds, corporate bonds, premium bonds and mutual NITE 20.14 7500 CLYP 20.18 2000 AUTO 20.14 5000 20.18 1500 funds of the Nordic markets. Main content includes listing details, SCHB LEHM 20.14 1000 NITE 20.18 1100 order book information, bid and ask quotes for up to five levels, trade ABLE 20.14 1000 TDCM 20.18 1000 SCHB 20.14 500 DAIN 20.18 100 information, derived information, fixings, indicative bid and ask quotes, GSCO 20.14 100 TEJS 20.18 100 NSDQ 20.13 10000 GSCO 20.18 100 daily turnover statistics and company disclosures. GSCO 20.13 8800 NSDQ 20.19 5500 SCHB 20.13 7500 NITE 20.19 3000 NSDQ 20.12 2200 MSCO 20.19 1500 BEST 20.12 2000 OPCO 20.19 1000 The Nordic Derivatives Level 2 product contains real-time information RAJA 20.12 1200 JPMS 20.19 100 LEHM 20.12 1000 SCHB 20.19 100 on trading in equity options and futures as well as index options and TDCM 20.12 1000 BARD 20.20 4000 futures. Features include listing details, trade and derived information, MONR 20.12 1000 BEST 20.20 1200 SWST 20.12 1000 NFSC 20.20 1000 as well as order book information showing the five best levels of bid NORT 20.12 400 NSDQ 20.20 1000 JPMS 20.12 100 FBRC 20.20 800 and ask prices and their respective total quantity. PERT 20.11 800 SCHB 20.20 500 GSCO 20.11 500 NITE 20.20 100 LEHM 20.11 100 FACT 20.20 100 NSDQ 20.11 100 UBSW 20.21 1100 The Baltic Equity and Fixed Income Level 2 product contains real- NORT 20.11 100 GSCO 20.21 1000 PIPR 20.11 100 NITE 20.21 1000 time information from trading in instruments on the joint Baltic NSDQ 20.10 13500 NSDQ 20.21 500 markets in Tallinn, Riga and Vilnius. This product provides order book SCHB 20.10 3500 TDCM 20.21 100 TDCM 20.10 2000 FBCO 20.21 100 information on the ten best bid/ask for all equity and fixed income PRUS 20.10 500 LEHM 20.21 100 GSCO 20.10 100 RHCO 20.21 100 products traded on Baltic markets in Tallinn, Riga and Vilnius. It also NSDQ 20.09 2500 LEHM 20.22 5000 RAJA 20.09 2200 WCHV 20.22 1200 includes company disclosures and price index values FBCO 20.09 1400 GLBT 20.22 1000 MONR 20.09 1000 NSDQ 20.22 500 NITE 20.09 1000 FBRC 20.22 500 COWN 20.09 800 DAIN 20.22 100 NASDAQ TotalView® is the standard-setting data feed for serious HDSN 20.09 400 NITE 20.22 100 traders, presenting every single quote and order at every price level UBSW 20.09 400 BEST 20.22 100 for all NASDAQ-, NYSE-, Amex- and regional-listed securities on the NASDAQ book. TotalView displays more than 20 times the liquidity Data highlighted in black of Level 2 and three times the liquidity within five cents of the inside is unique to TotalView. market, giving a competitive edge over other traders. TotalView is This display is only a sample of NASDAQ data also the only data product to include Net Order Imbalance information displayed by a market data distributor. Each for the NASDAQ’s Opening and Closing CrossesSM as well as for the distributor has its own proprietary display of NASDAQ IPO and Halt Crosses. NASDAQ market data, which may include detailed depth data, aggregated depth data or both.
  • 3. NASDAQ Last Sale* (NLS) is part of NASDAQ’s continuing efforts to provide increased transparency to investors. NLS is a direct data feed that provides real-time last sale data for securities listed on NASDAQ, NYSE, Amex and regional exchanges — including price, volume and time. Upon full implementation, NLS will provide real-time, intra- day trade data from the FINRA/NASDAQ Trade Reporting FacilityTM (TRF) as well as the integrated NASDAQ system. This product enables firms to create dynamically updating stock tickers, portfolio trackers and price/time graphs. NASDAQ Market AnalytixSM (NASDAQ MAXSM) offers traders four products designed to provide valuable pre- and post-trade insight and analysis: • NASDAQ Market Velocity® allows traders to detect potential surges in trading interest and liquidity by measuring the “buzz” around a stock. Traders can execute their trading strategies before other traders by comparing the expected order activity in a security with the current activity to detect surges in trading interest before trades occur. • NASDAQ Market Forces® is an effective complement to Market Velocity that indicates whether the trading interest is surging in buy or sell orders. • NASDAQ Competitive VWAP (CVWAP) Benchmark allows traders to input criteria and parameters to help them determine whether they have received a good price for a trade compared to those received by market makers. • NASDAQ CVWAP Leaders ranks market makers in a stock, based on share volume and execution quality, to help traders best determine where to route order flow. NASDAQ Daily Share Volume tracks market participants’ trading performance in specific stocks and sectors. Representing the “gold source” of information, the data in these reports is obtained from actual trades executed on NASDAQ and from all trade reports directly entered into the FINRA/NASDAQ TRF. The reports display NASDAQ- and non-NASDAQ listed share volume on NASDAQ on a T+1 basis, allowing traders to make better educated routing and trading decisions. NASDAQ ModelViewSM represents the first time that a market center has provided insight into the full liquidity available in its market, including reserve interest. This product was specifically designed to help improve pre- and post-trade transaction cost analysis but is also often used to fine-tune trading algorithms and smart order routers. ModelView is a web-based product that provides displayable and reserve depth data on an aggregate basis for all price levels in NASDAQ on a T+10 basis. NASDAQ Pre-Trade Market Impact Cost Estimator (NASDAQ Pre) is based on ModelView data and facilitates pre-trade analysis by providing the average cost in “cents away from the inside” associated with a particular order strategy, size and time of day. NASDAQ Pre was created to help market participants manage transaction costs by using the average cost data to determine which order types and sizes will minimize the market impact cost of a transaction. * Pending SEC approval.
  • 4. NASDAQ OMX GlObAl DAtA PrODuctS NASDAQ OMX Global Data Products – Our Team NASDAQ OMX Global Data Products now has offices worldwide to better respond to the needs and requests of customers: Department Phone Email Account Management 301.978.5307, option #2 +45 33 93 33 66 Administration 301.978.5307, option #3 +45 33 93 33 66 Product Management 301.978.5307, option #4 +45 33 93 33 66 For more information, visit or © Copyright 2008, The NASDAQ OMX Group, Inc. All rights reserved. NASDAQ and The NASDAQ Stock Market, NASDAQ TotalView, NASDAQ Market Velocity and NASDAQ Market Forces are registered trademarks of The NASDAQ OMX Group, Inc. NASDAQ ModelView, NASDAQ Opening and Closing Crosses, NASDAQ Market Analytix and NASDAQ MAX are service marks of The NASDAQ OMX Group, Inc. Q08-0133 FINRA is a trademark of Financial Industry Regulatory Authority, Inc.; FINRA/NASDAQ is used under license from Financial Industry Regulatory Authority, Inc.

Related Documents