IDN and Elektron Data Enhancements July 2012 - Reuters

NASDAQ Totalview Launches Exclusively on Elektron
Thomson Reuters has introduced new order book content from NASDAQ
OMX US exclusively to the new low-latency Elektron network, further
expanding the breadth and depth of coverage available to customers trading
in the U.S. equity markets. This new feed displays the top 30 price levels of
order book depth for NASDAQ market participants
Sample RICs: ,
Data Notification 058680
United States and Dubai
NYMEX, COMEX, Dubai. CBOT, MGE, KCBT and Green Exchanges
Retain GTC and GTD Orders and Recovery Mechanisms
Thomson Reuters has begun retaining GTC (Good till Cancelled) and GTD
(Good till Date) orders throughout the week on the exchanges listed above.
Previously, these orders were cleared daily at closing run. They are now
retained at the closing run along with all corresponding quote FIDs. Non-GTC
and Non-GTD orders will continue to be deleted at the daily closing run.
This change offers a better reflection of the order book and allows consumers
to snap or process this content throughout the day.
July also saw an enhancement to the recovery mechanism on these feeds in
the event of messages missed or restarts. These will be clearly flagged using
the following methodology:
SALTIM (FID 379) will be cleared on the top of book event that IDN enters recovery (on
NYMEX, COMEX, Dubai Mercantile, Green Exchange, CBOT, KCBT and MGE)
TIMACT (FID 5) in Market Depth will be cleared on the top of book event that IDN enters
recovery (on CBOT, Dubai, MGE, and KCBT)
This provides a clear indication when a recovery event occurs on these
markets allowing for programmatic responses.
Sample RICs: ,
Sample Chains: ,
Data Notification 061531, Data Notification 061533, Data Notification 063716,
Data Notification 061533, Data Notification 063991