Nasdaq NFI ITCH Market Data Handler

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.

Key Features

  • Low latency, high throughput
  • High-level and easy-to-use API that enables quick integration of NFI ITCH Market Data without deep involvement in the specific protocols
  • Full Order Books building
  • Automatic detection and recovery from failure scenarios (retransmission and recovery mechanism)
  • Highly configurable logging
  • Getting Started, Benchmark and Backtesting samples designed to get up and running rapidly
  • Light hardware and deployment requirements
  • Full support of all the messages types

Nasdaq NFI ITCH Market Data Handler