The OnixS directConnect: Nasdaq NFI ITCH Market Data Handler SDK supports the Nasdaq NFI ITCH 3.0 Market Data feed with GLMPSE 3.0 order-book snapshot support. The Nasdaq Fixed Income (NFI) ITCH data feed uses a MoldUDP64 transport containing data describing all public orders and trades that occur on the Nasdaq Fixed Income (NFI) US Treasury alternative trading system (ATS). The GLIMPSE 3.0 order-book snapshot feed is supported in this SDK implementation and complements the ITCH 3.0 feed and uses the same message formats encoded using SoupBinTCP 3.0.
Nasdaq NFI ITCH DMA
The OnixS directConnect: Nasdaq NFI ITCH Market Data Handler SDK includes: