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

Key features

  • Easy-to-use API

  • Ultra-low latency

  • Full-depth order books

  • Reference data

  • Event controls

  • Order-level messages

  • Trades

  • Market state re-synchronization via the GLIMPSE feed

  • Error detection and recovery

  • Getting Started, Benchmark and Backtesting samples designed to speed up and reduce the NFI feed integration efforts

  • Free evaluation and integration

  • Source Code Escrow

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
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Nasdaq NFI ITCH DMA SDK

Includes
  • Handler library
  • Documentation
  • Sample projects (Getting Started, Benchmark, Backtesting, etc.)