NASDAQ OMX Europe (NEURO) offers the following two low latency data feeds:

NEURO TotalView-ITCH
 

Within the market data industry, TotalView-ITCH sets the standard for low latency depth data feeds. The TotalView-ITCH data formats are designed for maximum bandwidth efficiency and system performance.

The newest TotalView-ITCH product is designed to track the individual displayable orders in NEURO from entry to execution. The NEURO TotalView-ITCH feed also supports trade messages for non-displayable orders executed on NEURO.

NEURO Trade Feed
 

NEURO Trade Feed is designed for firms seeking low-latency trade information from NEURO with lower bandwidth requirements.

NASDAQ OMX is committed to promoting market transparency throughout the world. NASDAQ OMX recently introduced the European Last Sale (ELS) service with coverage of the Nordic and Baltic regions. Together with the ELS product, the NEURO Trade Feed offers a comprehensive view of trading on NASDAQ OMX markets throughout Europe.

NEURO will support SoupTCP and MoldUDP protocol options of these two data feed products. For details on the NASDAQ OMX data formats and transmission protocols, please refer to the technical documentation.
 

NEURO recommends 10 Mbps for each TotalView ITCH and NEURO Trade Feed session.

To promote the widespread distribution of its data, NEURO will waive market data fees until further notice.

To obtain the NEURO products, a firm must execute one of the following two agreements:

NEURO Participant Agreement

This agreement is intended for Market Maker firms and Multilateral Trading Facilities (MTFs) looking to access the NASDAQ OMX trading platform. Firms that have access to the NEURO platform do not need to sign additional paperwork to access the market data if they are using the feeds for trading purposes only.

NASDAQ OMX Global Data Agreement

This agreement is intended for market data redistributors. Firms that wish to provide NEURO data to third party customers are asked to sign this agreement.

Please note that this agreement is designed to cover all NASDAQ OMX data products offered in Europe and the United States. If a firm is already party to the NASDAQ OMX Global Data Agreement, it only needs to submit an Additional Data Feed Request Form to obtain the NEURO TotalView ITCH and NEURO Trade Feed products.

To access the NEURO data products directly from the London data center, firms will also need to complete the order forms for the desired connectivity option.

Questions about the NEURO data products should be directed to dataproducts@nasdaqomx.com at +45 33 93 33 66 or +1 301 978 5307.

For more information on NASDAQ OMX global data offerings, please visit the NASDAQ Trader website.