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Nasdaq Fixed Income (NFI) ITCH Market Data Handler SDK

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Main Features

The OnixS directConnect: Nasdaq NFI ITCH Market Data Handler SDK provides the easy-to-use ultra-low latency API to access Nasdaq Fixed Income (NFI) Treasury ITCH direct market data feed.

  • Easy-to-use API.
  • Ultra-low latency.
  • Full-depth order books.
  • Reference data.
  • Event controls.
  • Order-level messages.
  • Trades.
  • Complete access to the venue data model.

 

Nasdaq NFI ITCH Market Data Handler SDK

 

Full support of all Nasdaq Fixed Income Treasury message types

  • Order Book Directory
  • Combination Order Book Directory
  • System Event
  • Order Book State
  • Add Order – No MPID Attribution
  • Order Executed
  • Order Executed with Price
  • Order Cancel
  • Trade
  • Execution Done
  • Information
  • Broken Trade

API and Reference

The Nasdaq Fixed Income (NFI) Direct Market Access SDK includes the following reference implementation source code quick-start samples:

  • Getting Started sample project for fast-start source code reference
  • Benchmark sample
  • Backtesting sample for historical data replay with small subset of replay log data for integration testing
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