Nasdaq Fixed Income (NFI) Direct Market Access SDK solutions

The Nasdaq Financial Framework (NFF) Nasdaq Fixed Income (NFI) Treasury platform offers an electronic platform for trading U.S. Treasury Securities, including 2YR, 3YR, 5YR, 7YR, 10YR and 30YR "On the Run" Benchmarks.

The OnixS directConnect: Nasdaq Fixed Income (NFI) Direct Market Access SDK solutions provide ultra-low latency connectivity options to the Nasdaq NFI platform that include:

 

  • 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.

  • The OnixS directConnect: Nasdaq NFI OUCH Order Entry Handler SDK supports the Nasdaq Fixed Income OUCH specialised implementation of the Nasdaq OUCH binary protocol for Nasdaq NFI order submission, order modification, order cancellation, and order status. It uses the SoupBinTCP session protocol.

  • The OnixS directConnect: Nasdaq NFI FIX Order Entry Handler SDK is a supported packaged bundle of the OnixS ultra-low latency FIX Engine implementations with the NFI specific FIX Dialect variant supporting the Nasdaq Fixed Income (NFI) FIX Gateways using the FIX 4.4 Protocol for order submission, order modification, order cancellation and receipt of trade confirmations.