Overview

The Nordic Derivatives-ITCH is the ultra-low latency market data feed for Nordic equity and index derivatives trading on the Genium INET trading platform.
 

Benefits and Features

• Ultra low latency market data access directly from the trading engine

• Full depth Market by Order pre-trade transparency with no holdback

• ITCH format – the NASDAQ OMX global standard for ultra low latency market data dissemination
 

Data Description 

The Nordic Derivatives-ITCH is the Direct Access option for the Nordic Derivatives market data product and aim to support:

• Algorithmic trading

The Nordic Derivatives-ITCH feed feature the following data elements:

• Order level data with attribution

• Trade messages

• Net Order Imbalance Data

• Administrative messages

• Event controls

 

Data Delivery Options

The data feed is offered in two protocol options:

• SoupTCP 
  An outbound channel with all, or a pre-defined subset of, the traded securities


• MoldUDP 
  A single outbound multicast channel for all traded securities


 

Pricing 

NASDAQ OMX has an established fee structure for the Nordic and Baltic data content that includes several levels of service. Please see the NASDAQ OMX Data Product Fee Structure for details.