Genium Consolidated Feed (GCF) – Reminder Notice of INET Related GCF Changes
Dear Customer,
As previously informed (June 26), the upcoming auction functionality and binary ITCH format related changes in INET trading system will have an impact on GCF. The changes are related to orderbook state handling, note codes and order replace message.
These changes have no impact on GCF 3.0.1 implementation in September. Instead, a new release of GCF 3.1 will be launched on November 16, 2015.
External test environment for GCF 3.1 release will be GCF EXT4. Connectivity details are:
Primary site: IP 193.142.175.193 port 29300
Secondary site: IP 193.142.175.209 port 29300
Test system will be available on Monday, August 31. At the same time ITCH logs in binary format will be accessible in File Delivery Service (FDS) test area EXT4.
Final TIP 3.1 protocol specification has been made available on web (here) along with other release documentation distributed via same package. All technical GCF documents are available on our GCF technical information page.
GCF/TIP 3.1 changes:
Orderbook state handling
A new TIP message OrderbookState, is introduced for orderbook state dissemination. The new message will replace the TradingAction message. The “Halt”, “Resume” and “Auction Period” states used in the TradingAction message will be included in the StateCode field. The Auction Extension indicator from INET is also added to the OrderbookState message. The Stop Codes; Opening Auction Extension and Closing Auction Extension used in GCF will be removed.
Note Code
The format of Note Code will change. The eight character field is replaced by eight one character bit map fields. TIP-field NoteCodes is found in TIP-message BasicDataTradeable.
Order replace message
New OrderReplace message contains cancel-replace information, the reference number of the original order to be cancelled and the reference number of the new order. The priority of the original order will be reset unless it is reduction of volume on the same price.
If you have any questions please contact: dataproducts@nasdaq.com
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