Nasdaq TotalView-ITCH
- In “Nasdaq TotalView-ITCH 5.0”, I thought there should be two Order Execute Messages for a “Match Number”. However, there is only one Order execute message. Isn't the deal supposed to go both buy and sell ways?
- Will the TotalView ITCH FPGA packet size be the same to the TotalView ITCH software version?
- How large is the average Historical Totalview ITCH file?
- Can you explain Tracking numbers in Totalview-ITCH?
- Are packets identical across TotalView-Itch multicast channels?
- How large is the average Historical TotalView ITCH file?
- For the same message published over the FPGA feed, and software feed, do they have the same sequence number. Or there is no such guarantee?
- What symbols does TotalView-ITCH cover?
- We are noticing that some messages on the data feed are coming in order by sequence number but out of order by timestamp. Should we order them by timestamp or sequence number?
- How does the exchange deal with GTC orders in the ITCH protocol? Does NASDAQ support GTC orders and is there an open order replay at the start of day for folks to rebuild the full book?
- Is there a way to construct queue priority using the ITCH feed? Can order id be used to construct queue priority?
- In Totalview-ITCH, should order ids be strictly increasing?
- During an Operational Halt for a particular exchange, will we receive a Stock Trading Action Message along with an Operational Halt for the exchange?
- Does the TotalView-ITCH feed provide details on the order type that was used?
- Under what conditions we can get a locked or crossed book in ITCH?
- How does Totalview ITCH disseminate data when there are order flows to external destinations (I.e. NYSE and AMEX)
- Is time Priority determined by timestamp?
- Unexpected sequence of events for a ticker on the Nasdaq Stock Exchange
- Does the Totalview ITCH feed provide order TIF (Time In Force) or GTC (Good Till Cancelled)?
- Pre and post trade sessions will be available with TotalView, correct? What are the timings of pre and post trading ?