NASDAQ TotalView ITCH

NASDAQ's full-depth market-data feed provides ultra-low latency and high-performance visibility of NASDAQ's equities markets. Nasdaq TotalView ­ITCH features the following data elements (in binary number format) for equities securities traded via the Nasdaq execution system: • Order level data with attribution • Trade messages • Net Order Imbalance Data • Administrative messages • Event controls The TotalView--­ITCH feed is made up of a series of sequenced messages. Each message is variable in length based on the message type. The messages that make up the TotalView–ITCH protocol are typically delivered using a lower level protocol that takes care of sequencing and delivery guarantees. Nasdaq offers the TotalView–ITCH data feed in three protocol options: • SoupBinTCP • Compressed viaSoupBinTCP • MoldUDP64 Learn more Asset Classes: Equities Markets: NASDAQ