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.
- 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: