Data Technical News Nordic #2018 - 2: Genium Consolidated Feed (GCF), Final TIP 3.6 specification available
Products Impacted
-
Genium Consolidated Feed
-
File Delivery Service
Markets Impacted
-
Nasdaq Nordic
-
Nasdaq Baltic
What you need to know
GCF feed and TIP protocol will be upgraded to version 3.6 on Monday February 26, 2018. FDS files in production will be updated accordingly.
The updated specification version 3.6.0 is now available on GCF page and Future release page. This specification is expected to be final and will be changed only if there is new business critical functionality.
Release changes
General
-
New types of messages are created for Environmental, Social and Governance (ESG) information. Please note that ESG messages will not be populated on release of TIP 3.6. More information will be provided later.
-
The InstrumentStatisticsExtended- message for Danish bond markets will be updated to calculate the reference prices in real time.
-
A new TIP message (BondReportExternal), in the beginning used for Danish bond markets only, is created. Trade types included are “Loan Payment”, “Primary Transaction” and duplicates from trades from other trading venues sent to Nasdaq.
-
Reference data enhancements for Danish bonds. The new fields will not be populated until Genium INET release (expected in April).
-
Enhancements in publication of calculated underlying values for derivatives instruments based on a basket due to a corporate action in the underlying share
Changed messages
-
BasicDataBond
-
BasicDataBondSupplementary
-
BasicDataDerivative
-
BasicDataListMember
-
BasicDataMarket
-
BasicDataRight
-
BasicDataTradableSupplementary
-
InstrumentStatisticsExtended
-
OrderMBO
-
Orderbook
-
Trade
-
TradeReport
-
TradeReportExternal
New messages
-
BondReportExternal
-
ESGCorporateGovernance
-
ESGCorporateGovernanceLink
-
ESGEnvironmental
-
ESGRanking
-
ESGSocial
-
ESGSocialLink
Please note that changes in existing messages will have impact also on files distributed via File Delivery Service (FDS) if the changing message is currently included in the file.
For more details, please have a look at TIP 3.6 specification and diffdoc (3.5 vs 3.6) included in the specification file package.
Testing
Release testing can be done in GCF TST2 and TST4 test systems.
FDS files in new format will be available in FDS Test areas 2 and 4 on Tuesday January 16, 2018.
Where can I find additional information?
Market Data products: dataproducts@nasdaq.com
|
