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