Dear Customer,
This is the last reminder for the upcoming GCF release 3.1. The release launch date is November 16, 2015.
Previous IT- Notices about the launch:
August 21, 2015 September 3, 2015 October 14, 2015 November 4, 2015 Readiness confirmation request
In case you have not already confirmed your release readiness please contact: dataproducts@nasdaq.com
Launch weekend
Launch status IT Notice will be published on Saturday November 14, 2015 at ~11:00 CET. The upgraded system is expected to be available for connection verifications at ~12:00 CET.
Testing External test environment for GCF 3.1 release is GCF EXT4. Other test systems will be upgraded after the launch. Connectivity details GCF EXT4: Primary site: IP 192.176.3.134 port 29300 Secondary site: not available
ITCH logs in binary format are accessible in File Delivery Service (FDS) test area EXT4 .
The GCF 3.1-release key features are:
- Orderbook state handling
Related to INET (cash) markets, Marketstate -messages will not be used anymore. A new TIP message OrderbookState , is introduced for orderbook state dissemination. The new TIP-message will replace the TradingAction -message. The “Halt” and “Auction Period” states used in the TradingAction- message will be included in the StateCode- field. The “Resume” state is removed and instead replaced with the current orderbook state. The Auction Extension indicator from INET is also added to the OrderbookState- message. The two Stop Codes; Opening Auction Extension and Closing Auction Extension, used in GCF will be removed. For Genium INET markets, the M arketstate- message will still be used. New feature there is that when orderbook is Halted or in Action Period an OrderbookState message will be sent. Also, when resuming a Halt or ActionPeriod state for a Genium INET orderbook, the current market state in Genium INET will be disseminated in the OrderbookState message for that orderbook. The “Resume” state is therefore removed.
- INET log files
Log files ( INET_Nordic_ITCH.zip ) distributed via File Delivery Service (FDS) will be in binary format going forward. The file will no longer be available in text-format.
- Other INET changes transparent in GCF
Other INET-related changes will not affect GCF. Note code format change in INET will be handled internally by GCF system and existing TIP note codes are being used also in the future. The order replace transaction will be handled by the system so that it generates an order delete followed by an order insert in TIP.
Please note! Due to the changed auction handling in INET, the latest Bid/Ask values known from Continuous trading will be used in OrderbookSummary messages displaying the official closing information on cash (INET) markets. Due to this the last price might be outside the spread.
Detailed description of all the TIP changes and final TIP 3.1 protocol specification is available here . These specifications and other technical GCF documents are available on our GCF technical information page
G CF web pages: http://www.nasdaqomx.com/transactions/technic...mation/gcf If you have any questions please contact: dataproducts@nasdaq.com
