Nordic Equity TotalView provides a full–range of information on trading activity, index data, liquidity measure indicators and news from companies, including accounting data and corporate actions.
TotalView gives the Best View of Nordic Exchange-listed companies
• Real-time trading data includes up to the full order book listed by order directly from the trading engine. This service includes both matched executions and internalized trades reported to the NASDAQ OMX Nordic exchanges.
• In addition to distributing the full order book continuously during the trading day, Nordic Equity TotalView also offers index values in real time. Liquidity measure indicators and the index weights, including data on underlying constituents, are distributed once a day.
• Following the rhythm of the companies’ news distribution via the NASDAQ OMX Company News Service, the TotalView product promptly distributes all data regarding their corporate actions and their annual and interim reports.
Distribution of the data
The Nordic Equity TotalView is available through the GENIUM Consolidated Feed or a combination of GENIUM Consolidated Feed and the Nordic ITCH Feed for full order book data.
GENIUM Consolidated Feed in combination with Nordic ITCH Feed
Full order book data is received via the Nordic ITCH Feed directly off the trading system. The Nordic ITCH Feed sends market by order pre-trade information, net order imbalance indicator and last sale. Index values and weights, statistics and refined market data are sent via the GENIUM Consolidated Feed in TIP.
GENIUM Consolidated Feed only
The pre-trade order book data is aggregated in 20 levels at market by price, with a market by price level update sent out for each order update in the trading system. All other information available in the Nordic ITCH Feed is also available in the GENIUM Consolidated Feed (last sale and net order imbalance indicator). In parallel, index values and weights, statistics and refined market data is sent over the same feed. The market data flow is managed where a cap is set on number of messages per second, limiting the requirements on network and receiving application capacity. The peak message rate management is achieved through a conflation of market by level messages – limiting the number of updates per second for the stock/s with high activity.
Visit: http://nordic.nasdaqomxtrader.com/marketdata/ for more information.
