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NasdaqOptionsTestFacility(NTF)Version:1.
3.
1Date:December13,2018Title:NasdaqTestFacility(NTF)GuidePage2of20Version:1.
3.
1Date:December13,2018AbstractThisdocumentprovidesmarketparticipantsofNasdaq'sU.
S.
OptionsMarketswiththenecessaryinformationtouseNasdaq'sTestFacility(NTF)environmentfortestingoftheirtradingapplicationsfortheINETtradingsystem.
Title:NasdaqTestFacility(NTF)GuidePage3of20Version:1.
3.
1Date:December13,2018TableofContents1.
IntroductiontoNTF41.
1IntendedAudience.
42.
EnvironmentSetup.
42.
1SupportedInterfaces.
42.
2SystemAvailability.
42.
3MarketStructure52.
4ProductSetup.
52.
5AutomatedQuotingofInstruments.
53.
NTFforSQF/CTIusers.
73.
1SQF/CTIAccess73.
2MarketDataFeeds(MDF)Access.
83.
3ConformanceTestingforSQF/CTIUsers.
154.
NTFforINETFIXUsers.
174.
1HowtoaccesstheFIXInterfaceinNTF.
174.
2FIXCertificationTesting.
185.
Support195.
1SupportHours.
195.
2Contacts196.
RevisionTable.
20Title:NasdaqTestFacility(NTF)GuidePage4of20Version:1.
3.
1Date:December13,20181.
IntroductiontoNTFNasdaqoffersatestenvironment,theNasdaqTestFacility(NTF),wheremarketparticipantscantesttheirtradingapplicationswiththeINETtradingsystem.
TheNTFenvironmentallowsmemberstotestsendingandexecutingquotesandordersofferedbyoursixoptionsexchanges:NasdaqPHLX(PHLX),NasdaqBXOptions(BXOptions),NasdaqOptionsMarket(NOM),NasdaqISE(ISE),NasdaqGEMX(GEMX),andNasdaqMRX(MRX).
1.
1IntendedAudienceThisdocumentisforprogrammers,analysts,andITmanagerswhoaredevelopingandtestingapplicationsontheINETOptionstradingsystem.
ItprovidesallthenecessaryinformationtoaccessandutilizetheNTFenvironment.
2.
EnvironmentSetupThesetupoftheNTFenvironmentissimilartotheproductionINETenvironment.
2.
1SupportedInterfacesTherearefourwaysmarketparticipantscanaccesstheINETsystem.
TheNTFenvironmentsupportsallsixexchanges.
SpecializedQuoteFeed(SQF)supportsmarketmakerquotingandmarketmakerprotections.
ClearingTradeInterface(CTI)willprovidetradedetailsenrichedwithclearingandbillinginformation.
Themulticast-basedMarketDataFeeds(MDF)providesmarketdataforthePHLXtradingsystem.
NasdaqINETFIXOrderRoutingSystemisanindustrystandardtradinginterfacebasedonstandardFIXversion4.
2.
ItconnectstotheINETNTFback-end.
2.
2SystemAvailabilityTosupportdevelopmentandtestingforthebroadrangeofmarketparticipantsfromdifferenttimezones,theNTFenvironmentisavailable16hoursadayfromMondaytoFriday,4:00a.
m.
to8:00p.
m.
ET.
Technicalsupportisonlyavailableduringnormalworkinghoursfrom8:00a.
m.
to5:30p.
m.
ET.
Theenvironmentisavailableonmostweekendsaswell;however,duetopotentialmaintenanceactivities,fullweekendaccesscannotbeguaranteed.
Ingeneral,technicalsupportisnotavailableonweekends.
Thefollowingtableprovidesascheduleforthedifferentphasesofatradingday.
Title:NasdaqTestFacility(NTF)GuidePage5of20Version:1.
3.
1Date:December13,2018NasdaqTestFacility(NTF)HoursofOperationTime(ET)Action4:00a.
m.
Systemisavailableforlogins4:15a.
m.
MarketopensSystemopensunderlyingproductsSystemrotatesinstruments(series)ofselectedproductstoaregularstateSystemstartspublishingreferenceandmarketdataSystemstaticallyquotesinstruments(series)ofselectedproductsonISE,GEMX,MRX,PHLX,NOM&BX10:00a.
m.
WeeklyonWednesdays,thesystemwillhaltAAPLallowingparticipantstotestparticipationintheopeningprocess.
Pre-openinginterestisacceptedatthistime.
10:30a.
m.
WeeklyonWednesdays,MarketOpensforAAPLafterthe10AMhalt.
8:00p.
m.
Environmentclosesforend-of-dayprocessing2.
3MarketStructureThemarketstructureoftheNTFenvironmentisidenticaltothestructureoftheproductionsystemwithdesignatedSpecialists/PrimaryMarketMakers(PMM),MarketMakers,andElectronicAccessMembers(EAM)foreachmarket.
PrimaryMarketMakers(PMMs)areassigned,asinproduction,todesignatedsymbols.
Inordertoprovidecontinuousquotingfortesting,afictitiousMarketMaker,runbyNasdaq,automaticallyquotesselectedproductsacrossthePHLX,ISE,NOM,GEMX,BXOptionsandMRXmarkets.
Allmembers—PMMs,MarketMakers,andEAMs—areprovidedthesamerightsandentitlementstothetestenvironmentastheyhaveintheproductionenvironment.
2.
4ProductSetupReferencedataintheNTFenvironmentissimilartotheproductionenvironment.
BecauseeachNTFenvironment(PHXL,ISE,GEMX,MRX,NOMandBXOptions)isadiscretesystem,referencedatacannotbesharedbetweenthesixenvironments.
2.
5AutomatedQuotingofInstrumentsInordertoprovideanactivemarketforparticipantsintheNTFenvironment,thesystemautomaticallyopensallproductsandcontinuouslyquotesselectedinstrumentsinthemarket.
Inaddition,thesystemwillreturnorderexecutionsforordersininstrumentsthatareauto-quoted.
Thereisonewayofquotingselectedinstruments:Staticquotes:Thetestmarketmakercontinuouslyquotesstaticquoteprices.
NOTE:Thefollowinglistsofauto-quotedproductsaresubjecttochangewithoutnotice.
Title:NasdaqTestFacility(NTF)GuidePage6of20Version:1.
3.
1Date:December13,20182.
5.
1StaticallyquotedProducts/Instruments:TheMarketMakerwillquotethefollowingproducts/instrumentscontinuouslyduringthetradingday,startingat4:15a.
m.
,afterthesystemhasopenedtheinstruments.
StaticallyQuotedProducts/InstrumentsMarketProductsPricePHLXNOMBXISEGEMXMRXAAAAAPLABABBVCSCOGLDIPISRGIWMJBLUJNJJNPRKONDXQQQSODASPGISPLSSPWRSPYSQSSTKVXXVZ$1.
50-$2.
50StaticUnderlyingStockPriceforStockComboOrdersMarketProductsPricePHLXISEAAAAAPLABABBVCSCOGLDIPISRGIWMJBLUJNJJNPRKO$56.
00-$57.
00Title:NasdaqTestFacility(NTF)GuidePage7of20Version:1.
3.
1Date:December13,2018MarketProductsPriceNDXQQQSODASPGISPLSSPWRSPYSQSSTKVXXVZ3.
NTFforSQF/OTTO/CTIusers3.
1SQF/OTTO/CTIAccessMarketparticipantswhowanttotesttheirapplicationsmustestablishaTCP/IPconnectionbetweentheirtradingapplicationandtheSQF/CTIgatewaysintheNTFenvironment.
NFTdoesnotsupportgatewaysatthemarketparticipants'premises.
ForSQF/CTIaccessintheNTF,marketparticipantscanconnecttotheCarteret,NJdatacenter(viaIPSEC,cross-connectsorExtranetProviders).
Alistofapprovedvendorsisavailablehere:http://www.
nasdaqtrader.
com/content/ProductsServices/Trading/extranets.
pdfCompleteconnectivityinformationisalsoavailableontheNasdaq'website.
http://www.
nasdaqtrader.
com/content/ProductsServices/Trading/Direct_Connect_Providers.
pdf3.
1.
1RegularConnectivityThefollowingtableprovidescurrentconnectiondetailsofSQF/CTIinterfacesintheNTFenvironment.
3.
1.
1.
1PHLXMarketInterfaceIPAddressPortPHLXSQF206.
200.
20.
1457000-7099PHLXSQF206.
200.
20.
1467000-7099PHLXSQF206.
200.
20.
1477000-7099PHLXSQF206.
200.
20.
1487000-7099Title:NasdaqTestFacility(NTF)GuidePage8of20Version:1.
3.
1Date:December13,2018PHLXSQFPurge206.
200.
20.
1447900-7999PHLXCTI206.
200.
20.
1406000-6099PHLXCTI206.
200.
20.
1416000-6099PHLXCTI206.
200.
20.
1426000-6099PHLXCTI206.
200.
20.
1436000-60993.
1.
1.
2NOMMarketInterfaceIPAddressPortNOMSQF206.
200.
20.
1566000-6099NOMSQF206.
200.
20.
1577000-7099NOMSQF206.
200.
20.
1587000-7099NOMSQF206.
200.
20.
1597000-7099NOMSQFPurge206.
200.
20.
1607000-7099NOMCTI206.
200.
20.
1506000-6099NOMCTI206.
200.
20.
1516000-6099NOMCTI206.
200.
20.
1526000-6099NOMCTI206.
200.
20.
1536000-6099NOMOTTO206.
200.
20.
1627100-7199NOMOTTODrop206.
200.
20.
1646100-6199Title:NasdaqTestFacility(NTF)GuidePage9of20Version:1.
3.
1Date:December13,20183.
1.
1.
3BXOptionsMarketInterfaceIPAddressPortBXOptionsSQF206.
200.
20.
1867000-7099BXOptionsSQF206.
200.
20.
1877000-7099BXOptionsSQF206.
200.
20.
1887000-7099BXOptionsSQFPurge206.
200.
20.
1907900-7999BXOptionsCTI206.
200.
20.
1666000-6099BXOptionsCTI206.
200.
20.
1676000-6099BXOptionsCTI206.
200.
20.
1686000-6099BXOptionsCTI206.
200.
20.
1696000-60993.
1.
1.
4ISEMarketInterfaceIPAddressPortISESQF206.
200.
20.
229206.
200.
20.
230206.
200.
20.
231206.
200.
20.
232206.
200.
20.
2337000-7099ISESQFPurge206.
200.
20.
234206.
200.
20.
2357900-7999ISEOTTO206.
200.
20.
236206.
200.
20.
237206.
200.
20.
238206.
200.
20.
239206.
200.
20.
2407100-7199ISECTI206.
200.
20.
243206.
200.
20.
2446000-6099Title:NasdaqTestFacility(NTF)GuidePage10of20Version:1.
3.
1Date:December13,20183.
1.
1.
5GEMXMarketInterfaceIPAddressPortGEMXSQF206.
200.
20.
191206.
200.
20.
192206.
200.
20.
193206.
200.
20.
194206.
200.
20.
1957000-7099GEMXSQFPurge206.
200.
20.
196206.
200.
20.
1977900-7999GEMXOTTO206.
200.
20.
198206.
200.
20.
199206.
200.
20.
200206.
200.
20.
201206.
200.
20.
2027100-7199GEMXCTI206.
200.
20.
205206.
200.
20.
2056000-60993.
1.
1.
6MRXMarketInterfaceIPAddressPortMRXSQF206.
200.
20.
107206.
200.
20.
108206.
200.
20.
75206.
200.
20.
76206.
200.
20.
887000-7099MRXSQFPurge206.
200.
20.
77206.
200.
20.
787900-7999MRXOTTO206.
200.
20.
80206.
200.
20.
81206.
200.
20.
827100-7199Title:NasdaqTestFacility(NTF)GuidePage11of20Version:1.
3.
1Date:December13,2018206.
200.
20.
83206.
200.
20.
89MRXCTI206.
200.
20.
86206.
200.
20.
876000-60993.
2MarketDataFeeds(MDF)AccessMDFdisseminatesmarketdataoveramulticastnetwork.
MarketdataisnotprovidedthroughSQF/CTI—allusersmustusetheMDF.
ReferencedataisprovidedacrossSQF,CTIandmarketdatafeeds.
SimilartotheSQF/CTI,formarketdataaccessintheNTFenvironment,marketparticipantscanconnecttotheCarteret,NJdatacenterviaCross-connectsorExtranetProviderswhosupportMulticast.
3.
2.
1NTFEnvironment3.
2.
1.
1PHLXFeedNameChannelProtocolGroupPortSourceIPMarketDataFeedsTOPOQuoteBroadcastmold64233.
56.
159.
12018001206.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12018101206.
200.
21.
53TOPOTradeBroadcastmold64233.
56.
159.
12018000203.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12018100206.
200.
21.
53TOPOOrdersBroadcastmold64233.
56.
159.
12118002-Quotes18003-Trades206.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12118102-Quotes18103-Trades206.
200.
21.
53DepthofMktBroadcastmold64233.
56.
159.
12218004206.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12218104206.
200.
21.
53Title:NasdaqTestFacility(NTF)GuidePage12of20Version:1.
3.
1Date:December13,20183.
2.
1.
2NOMFeedNameChannelProtocolGroupPortSourceIPMarketDataFeedsBONOTrades3.
0Broadcastmold64233.
56.
159.
12318001206.
200.
21.
54Re-requestmold64rewind/soupbin233.
56.
159.
12318101206.
200.
21.
54BONOQuotes3.
0Broadcastmold64233.
56.
159.
12318002206.
200.
21.
54Re-requestmold64rewind/soupbin233.
56.
159.
12318102206.
200.
21.
54ITTOBroadcastmold64233.
56.
159.
12418004206.
200.
21.
54Re-requestmold64rewind/soupbin233.
56.
159.
12418104206.
200.
21.
543.
2.
1.
3BXOptions3.
2.
1.
4ISEFeedNameProtocolGroupPortSourceIPMarketDataFeedsDepthofMarketFeedmold64233.
56.
159.
18118001206.
200.
20.
0/23mold64rewind/soupbin18101206.
200.
21.
143TopQuoteFeedmold64233.
56.
159.
18118000206.
200.
20.
0/23mold64rewind/soupbin18100206.
200.
21.
142TradeFeedmold64233.
56.
159.
18118003206.
200.
20.
0/23mold64rewind/soupbin18103206.
200.
21.
145OrderFeedmold64233.
56.
159.
18118002206.
200.
20.
0/23Title:NasdaqTestFacility(NTF)GuidePage13of20Version:1.
3.
1Date:December13,2018mold64rewind/soupbin18102206.
200.
21.
144ComplexDepthofMarketFeedmold64233.
56.
159.
18118005206.
200.
20.
0/23mold64rewind/soupbin18105206.
200.
21.
147ComplexTopQuoteFeedmold64233.
56.
159.
18118004206.
200.
20.
0/23mold64rewind/soupbin18104206.
200.
21.
146ComplexTradeFeedmold64233.
56.
159.
18118007206.
200.
20.
0/23mold64rewind/soupbin18107206.
200.
21.
149ComplexOrderFeedmold64233.
56.
159.
18118006206.
200.
20.
0/23mold64rewind/soupbin18106206.
200.
21.
1483.
2.
1.
5GEMXFeedNameProtocolGroupPortSourceIPMarketDataFeedsDepthofMarketFeedmold64233.
56.
159.
18018001206.
200.
21.
138mold64rewind/soupbin18101206.
200.
21.
139TopQuoteFeedmold64233.
56.
159.
18018000206.
200.
21.
138Title:NasdaqTestFacility(NTF)GuidePage14of20Version:1.
3.
1Date:December13,2018mold64rewind/soupbin18100206.
200.
21.
138TradeFeedmold64233.
56.
159.
18018003206.
200.
21.
138mold64rewind/soupbin18103206.
200.
21.
141OrderFeedmold64233.
56.
159.
18018002206.
200.
21.
138mold64rewind/soupbin18102206.
200.
21.
1403.
2.
1.
6MRXMRXMulticastChannelsFeedNameProtocolGroupPortSourceIPMarketDataFeedsDepthofMarketFeedmold64233.
56.
159.
18218001206.
200.
21.
157mold64rewind/soupbin18101206.
200.
21.
159TopQuoteFeedmold64233.
56.
159.
18218000206.
200.
21.
157mold64rewind/soupbin18100206.
200.
21.
158TradeFeedmold64233.
56.
159.
18218003206.
200.
21.
157mold64rewind/soupbin18103206.
200.
21.
161OrderFeedmold64233.
56.
159.
18218002206.
200.
21.
157mold64rewind/soupbin18102206.
200.
21.
160ComplexDepthofMarketFeedmold64233.
56.
159.
18218005206.
200.
21.
118Title:NasdaqTestFacility(NTF)GuidePage15of20Version:1.
3.
1Date:December13,2018mold64rewind/soupbin18105206.
200.
21.
13ComplexTopQuoteFeedmold64233.
56.
159.
18218004206.
200.
21.
118mold64rewind/soupbin18104206.
200.
21.
12ComplexTradeFeedmold64233.
56.
159.
18218007206.
200.
21.
118mold64rewind/soupbin18107206.
200.
21.
15ComplexOrderFeedmold64233.
56.
159.
18218006206.
200.
21.
118mold64rewind/soupbin18106206.
200.
21.
143.
3ConformanceTestingforSQF/CTIUsersMarketparticipantsdevelopingSQFandCTIapplicationsmustconductaconformancetestintheNTFenvironmentbeforetheyareallowedtoaccesstheINETproductionenvironment.
Allfunctionsusedbytheapplicationmustbetestedandcertified.
3.
3.
1ConformanceTestProceduresAssoonasamarketparticipantcompletesitsinternaldevelopmentandtestingfortheSQForCTI,theyshouldcontacttheMarketOperationsteamtoobtainthenecessaryconformancetestscriptsandscheduleconformancetesting.
Duringtheconformancetest,arepresentativeoftheMarketOperationsteamwillrunthroughthetestscriptwithamarketparticipantrepresentative.
Theactualtimetakentocompletealloftherequiredtestswilldependuponthefunctionalityusedbythemarketparticipant.
TheMarketOperationsrepresentativewilladvisethemarketparticipantoftheprobabledurationofthetesteffortonacase-by-casebasis.
Uponcompletionofthetestscripts,theMarketOperationsrepresentativewillreviewtheresultsofeachindividualconformancetestscripttoensuretheteststepswithineachconformancetestscripthavebeencompletedcorrectlyandmatchtheexpectedresults.
Title:NasdaqTestFacility(NTF)GuidePage16of20Version:1.
3.
1Date:December13,2018Onceallofthescriptshavebeenofficiallyrecordedaspassed,aconformancetestcertificatewillbeissuedtothemarketparticipantforthatversionoftheirapplicationagainsttherelevantversionofthetradingsystem.
Title:NasdaqTestFacility(NTF)GuidePage17of20Version:1.
3.
1Date:December13,20184.
NTFforINETFIXUsersINETFIXOrderRoutingSystemisavailableforallFIXusersintheNTFenvironment.
NewmarketparticipantswhoconnecttoNasdaqmarketsusingtheFIXinterfacearerequiredtotesttheirFIX-basedapplicationswiththeINETtradingsystem.
4.
1HowtoaccesstheFIXInterfaceinNTFMarketparticipantsneedtoconnecttoINETFIXintheNTFenvironmentinordertotesttheirFIXapplicationsfortheINETtradingsystem.
ForFIXaccesstotheNTF,marketparticipantscanconnecttotheCarteret,NJdatacenter(viaIPSECtunnel,cross-connects,orExtranetproviders).
InordertoestablishasessiontoINETFIXintheNTFenvironment,eachmarketparticipantisprovidedwithanindividualport.
ThefollowingtableoutlinestheconnectiondetailsforFIXusers.
IPAddressesforAccesstoFIX4.
1.
1.
1PHLXMarketsInterfaceIPAddressPortPHLXFIX206.
200.
20.
128206.
200.
20.
129206.
200.
20.
1308200-82994.
1.
1.
2NOMMarketsInterfaceIPAddressPortNOMFIX206.
200.
20.
131206.
200.
20.
132206.
200.
20.
1338200-82994.
1.
1.
3BXOptionsMarketsInterfaceIPAddressPortBXOptionsFIX206.
200.
20.
134206.
200.
20.
1358200-8299Title:NasdaqTestFacility(NTF)GuidePage18of20Version:1.
3.
1Date:December13,20184.
1.
1.
4ISEMarketsInterfaceIPAddressPortISEFIX206.
200.
20.
214206.
200.
20.
215206.
200.
20.
216206.
200.
20.
2178200-82994.
1.
1.
5GEMXMarketsInterfaceIPAddressPortGEMXFIX206.
200.
120.
208206.
200.
120.
209206.
200.
120.
210206.
200.
120.
218200-82994.
1.
1.
6MRXMarketsInterfaceIPAddressPortMRXFIX206.
200.
20.
218206.
200.
20.
2198200-82994.
2FIXCertificationTestingAllfunctionalitythatmarketparticipantswithaFIXinterfaceintendtouseintheINETproductionsystemmustbetestedandcertifiedinaFIXcertificationtestbeforetheyareallowedtousetheproductionenvironment.
FordetailsontheFIXcertificationtestingprocedures,pleaserefertotheFIXCertificationGuideavailableonthemember'swebsiteathttps://business.
nadsdaq.
com.
Title:NasdaqTestFacility(NTF)GuidePage19of20Version:1.
3.
1Date:December13,20185.
SupportNasdaqsupportsmarketparticipantsintheNTFenvironment.
ThesupportofferedincludesphoneandemailsupportbytheMarketOperationsteam.
5.
1SupportHoursTheMarketOperationteamwilloffertechnicalphoneandemailsupporttomarketparticipantsMondaytoFridaybetween7:30a.
m.
and5:30p.
m.
ET.
5.
2ContactsForanyquestionsorrequestsrelatedtoNTFortechnicalsupportrequests,pleasecontacttheMarketOperationsteam(215)496-1571oremailDL-OptionsTest@nasdaq.
com.
Title:NasdaqTestFacility(NTF)GuidePage20of20Version:1.
3.
1Date:December13,20186.
RevisionTableVersionDateChangeSection1.
2June16,2017IntroducingPHLX,NOM,BXOptionsdetails1.
2June27,2017AddingMRX,NOM&BXMarketDataSubnetIPdetails1.
2July7,2017UpdatingNOMITTOIPSubnetIPdetails1.
3December4,2017RemovingDynamicallyQuotedSymbolsAddingStaticallyQuotedUnderlyingStockPriceUpdatingMarketDataIPDetailsforBX,GEMX&MRXUpdatingFIXProtocolIPDetailsforISE,GEMX&MRXRemovingformerISEContactInformationUpdatingHoursofOperationtoextendsupporthours1.
3.
1December15,2018AddingsupportforcomplexmarketdatafeedonMRX
3.
1Date:December13,2018Title:NasdaqTestFacility(NTF)GuidePage2of20Version:1.
3.
1Date:December13,2018AbstractThisdocumentprovidesmarketparticipantsofNasdaq'sU.
S.
OptionsMarketswiththenecessaryinformationtouseNasdaq'sTestFacility(NTF)environmentfortestingoftheirtradingapplicationsfortheINETtradingsystem.
Title:NasdaqTestFacility(NTF)GuidePage3of20Version:1.
3.
1Date:December13,2018TableofContents1.
IntroductiontoNTF41.
1IntendedAudience.
42.
EnvironmentSetup.
42.
1SupportedInterfaces.
42.
2SystemAvailability.
42.
3MarketStructure52.
4ProductSetup.
52.
5AutomatedQuotingofInstruments.
53.
NTFforSQF/CTIusers.
73.
1SQF/CTIAccess73.
2MarketDataFeeds(MDF)Access.
83.
3ConformanceTestingforSQF/CTIUsers.
154.
NTFforINETFIXUsers.
174.
1HowtoaccesstheFIXInterfaceinNTF.
174.
2FIXCertificationTesting.
185.
Support195.
1SupportHours.
195.
2Contacts196.
RevisionTable.
20Title:NasdaqTestFacility(NTF)GuidePage4of20Version:1.
3.
1Date:December13,20181.
IntroductiontoNTFNasdaqoffersatestenvironment,theNasdaqTestFacility(NTF),wheremarketparticipantscantesttheirtradingapplicationswiththeINETtradingsystem.
TheNTFenvironmentallowsmemberstotestsendingandexecutingquotesandordersofferedbyoursixoptionsexchanges:NasdaqPHLX(PHLX),NasdaqBXOptions(BXOptions),NasdaqOptionsMarket(NOM),NasdaqISE(ISE),NasdaqGEMX(GEMX),andNasdaqMRX(MRX).
1.
1IntendedAudienceThisdocumentisforprogrammers,analysts,andITmanagerswhoaredevelopingandtestingapplicationsontheINETOptionstradingsystem.
ItprovidesallthenecessaryinformationtoaccessandutilizetheNTFenvironment.
2.
EnvironmentSetupThesetupoftheNTFenvironmentissimilartotheproductionINETenvironment.
2.
1SupportedInterfacesTherearefourwaysmarketparticipantscanaccesstheINETsystem.
TheNTFenvironmentsupportsallsixexchanges.
SpecializedQuoteFeed(SQF)supportsmarketmakerquotingandmarketmakerprotections.
ClearingTradeInterface(CTI)willprovidetradedetailsenrichedwithclearingandbillinginformation.
Themulticast-basedMarketDataFeeds(MDF)providesmarketdataforthePHLXtradingsystem.
NasdaqINETFIXOrderRoutingSystemisanindustrystandardtradinginterfacebasedonstandardFIXversion4.
2.
ItconnectstotheINETNTFback-end.
2.
2SystemAvailabilityTosupportdevelopmentandtestingforthebroadrangeofmarketparticipantsfromdifferenttimezones,theNTFenvironmentisavailable16hoursadayfromMondaytoFriday,4:00a.
m.
to8:00p.
m.
ET.
Technicalsupportisonlyavailableduringnormalworkinghoursfrom8:00a.
m.
to5:30p.
m.
ET.
Theenvironmentisavailableonmostweekendsaswell;however,duetopotentialmaintenanceactivities,fullweekendaccesscannotbeguaranteed.
Ingeneral,technicalsupportisnotavailableonweekends.
Thefollowingtableprovidesascheduleforthedifferentphasesofatradingday.
Title:NasdaqTestFacility(NTF)GuidePage5of20Version:1.
3.
1Date:December13,2018NasdaqTestFacility(NTF)HoursofOperationTime(ET)Action4:00a.
m.
Systemisavailableforlogins4:15a.
m.
MarketopensSystemopensunderlyingproductsSystemrotatesinstruments(series)ofselectedproductstoaregularstateSystemstartspublishingreferenceandmarketdataSystemstaticallyquotesinstruments(series)ofselectedproductsonISE,GEMX,MRX,PHLX,NOM&BX10:00a.
m.
WeeklyonWednesdays,thesystemwillhaltAAPLallowingparticipantstotestparticipationintheopeningprocess.
Pre-openinginterestisacceptedatthistime.
10:30a.
m.
WeeklyonWednesdays,MarketOpensforAAPLafterthe10AMhalt.
8:00p.
m.
Environmentclosesforend-of-dayprocessing2.
3MarketStructureThemarketstructureoftheNTFenvironmentisidenticaltothestructureoftheproductionsystemwithdesignatedSpecialists/PrimaryMarketMakers(PMM),MarketMakers,andElectronicAccessMembers(EAM)foreachmarket.
PrimaryMarketMakers(PMMs)areassigned,asinproduction,todesignatedsymbols.
Inordertoprovidecontinuousquotingfortesting,afictitiousMarketMaker,runbyNasdaq,automaticallyquotesselectedproductsacrossthePHLX,ISE,NOM,GEMX,BXOptionsandMRXmarkets.
Allmembers—PMMs,MarketMakers,andEAMs—areprovidedthesamerightsandentitlementstothetestenvironmentastheyhaveintheproductionenvironment.
2.
4ProductSetupReferencedataintheNTFenvironmentissimilartotheproductionenvironment.
BecauseeachNTFenvironment(PHXL,ISE,GEMX,MRX,NOMandBXOptions)isadiscretesystem,referencedatacannotbesharedbetweenthesixenvironments.
2.
5AutomatedQuotingofInstrumentsInordertoprovideanactivemarketforparticipantsintheNTFenvironment,thesystemautomaticallyopensallproductsandcontinuouslyquotesselectedinstrumentsinthemarket.
Inaddition,thesystemwillreturnorderexecutionsforordersininstrumentsthatareauto-quoted.
Thereisonewayofquotingselectedinstruments:Staticquotes:Thetestmarketmakercontinuouslyquotesstaticquoteprices.
NOTE:Thefollowinglistsofauto-quotedproductsaresubjecttochangewithoutnotice.
Title:NasdaqTestFacility(NTF)GuidePage6of20Version:1.
3.
1Date:December13,20182.
5.
1StaticallyquotedProducts/Instruments:TheMarketMakerwillquotethefollowingproducts/instrumentscontinuouslyduringthetradingday,startingat4:15a.
m.
,afterthesystemhasopenedtheinstruments.
StaticallyQuotedProducts/InstrumentsMarketProductsPricePHLXNOMBXISEGEMXMRXAAAAAPLABABBVCSCOGLDIPISRGIWMJBLUJNJJNPRKONDXQQQSODASPGISPLSSPWRSPYSQSSTKVXXVZ$1.
50-$2.
50StaticUnderlyingStockPriceforStockComboOrdersMarketProductsPricePHLXISEAAAAAPLABABBVCSCOGLDIPISRGIWMJBLUJNJJNPRKO$56.
00-$57.
00Title:NasdaqTestFacility(NTF)GuidePage7of20Version:1.
3.
1Date:December13,2018MarketProductsPriceNDXQQQSODASPGISPLSSPWRSPYSQSSTKVXXVZ3.
NTFforSQF/OTTO/CTIusers3.
1SQF/OTTO/CTIAccessMarketparticipantswhowanttotesttheirapplicationsmustestablishaTCP/IPconnectionbetweentheirtradingapplicationandtheSQF/CTIgatewaysintheNTFenvironment.
NFTdoesnotsupportgatewaysatthemarketparticipants'premises.
ForSQF/CTIaccessintheNTF,marketparticipantscanconnecttotheCarteret,NJdatacenter(viaIPSEC,cross-connectsorExtranetProviders).
Alistofapprovedvendorsisavailablehere:http://www.
nasdaqtrader.
com/content/ProductsServices/Trading/extranets.
pdfCompleteconnectivityinformationisalsoavailableontheNasdaq'website.
http://www.
nasdaqtrader.
com/content/ProductsServices/Trading/Direct_Connect_Providers.
pdf3.
1.
1RegularConnectivityThefollowingtableprovidescurrentconnectiondetailsofSQF/CTIinterfacesintheNTFenvironment.
3.
1.
1.
1PHLXMarketInterfaceIPAddressPortPHLXSQF206.
200.
20.
1457000-7099PHLXSQF206.
200.
20.
1467000-7099PHLXSQF206.
200.
20.
1477000-7099PHLXSQF206.
200.
20.
1487000-7099Title:NasdaqTestFacility(NTF)GuidePage8of20Version:1.
3.
1Date:December13,2018PHLXSQFPurge206.
200.
20.
1447900-7999PHLXCTI206.
200.
20.
1406000-6099PHLXCTI206.
200.
20.
1416000-6099PHLXCTI206.
200.
20.
1426000-6099PHLXCTI206.
200.
20.
1436000-60993.
1.
1.
2NOMMarketInterfaceIPAddressPortNOMSQF206.
200.
20.
1566000-6099NOMSQF206.
200.
20.
1577000-7099NOMSQF206.
200.
20.
1587000-7099NOMSQF206.
200.
20.
1597000-7099NOMSQFPurge206.
200.
20.
1607000-7099NOMCTI206.
200.
20.
1506000-6099NOMCTI206.
200.
20.
1516000-6099NOMCTI206.
200.
20.
1526000-6099NOMCTI206.
200.
20.
1536000-6099NOMOTTO206.
200.
20.
1627100-7199NOMOTTODrop206.
200.
20.
1646100-6199Title:NasdaqTestFacility(NTF)GuidePage9of20Version:1.
3.
1Date:December13,20183.
1.
1.
3BXOptionsMarketInterfaceIPAddressPortBXOptionsSQF206.
200.
20.
1867000-7099BXOptionsSQF206.
200.
20.
1877000-7099BXOptionsSQF206.
200.
20.
1887000-7099BXOptionsSQFPurge206.
200.
20.
1907900-7999BXOptionsCTI206.
200.
20.
1666000-6099BXOptionsCTI206.
200.
20.
1676000-6099BXOptionsCTI206.
200.
20.
1686000-6099BXOptionsCTI206.
200.
20.
1696000-60993.
1.
1.
4ISEMarketInterfaceIPAddressPortISESQF206.
200.
20.
229206.
200.
20.
230206.
200.
20.
231206.
200.
20.
232206.
200.
20.
2337000-7099ISESQFPurge206.
200.
20.
234206.
200.
20.
2357900-7999ISEOTTO206.
200.
20.
236206.
200.
20.
237206.
200.
20.
238206.
200.
20.
239206.
200.
20.
2407100-7199ISECTI206.
200.
20.
243206.
200.
20.
2446000-6099Title:NasdaqTestFacility(NTF)GuidePage10of20Version:1.
3.
1Date:December13,20183.
1.
1.
5GEMXMarketInterfaceIPAddressPortGEMXSQF206.
200.
20.
191206.
200.
20.
192206.
200.
20.
193206.
200.
20.
194206.
200.
20.
1957000-7099GEMXSQFPurge206.
200.
20.
196206.
200.
20.
1977900-7999GEMXOTTO206.
200.
20.
198206.
200.
20.
199206.
200.
20.
200206.
200.
20.
201206.
200.
20.
2027100-7199GEMXCTI206.
200.
20.
205206.
200.
20.
2056000-60993.
1.
1.
6MRXMarketInterfaceIPAddressPortMRXSQF206.
200.
20.
107206.
200.
20.
108206.
200.
20.
75206.
200.
20.
76206.
200.
20.
887000-7099MRXSQFPurge206.
200.
20.
77206.
200.
20.
787900-7999MRXOTTO206.
200.
20.
80206.
200.
20.
81206.
200.
20.
827100-7199Title:NasdaqTestFacility(NTF)GuidePage11of20Version:1.
3.
1Date:December13,2018206.
200.
20.
83206.
200.
20.
89MRXCTI206.
200.
20.
86206.
200.
20.
876000-60993.
2MarketDataFeeds(MDF)AccessMDFdisseminatesmarketdataoveramulticastnetwork.
MarketdataisnotprovidedthroughSQF/CTI—allusersmustusetheMDF.
ReferencedataisprovidedacrossSQF,CTIandmarketdatafeeds.
SimilartotheSQF/CTI,formarketdataaccessintheNTFenvironment,marketparticipantscanconnecttotheCarteret,NJdatacenterviaCross-connectsorExtranetProviderswhosupportMulticast.
3.
2.
1NTFEnvironment3.
2.
1.
1PHLXFeedNameChannelProtocolGroupPortSourceIPMarketDataFeedsTOPOQuoteBroadcastmold64233.
56.
159.
12018001206.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12018101206.
200.
21.
53TOPOTradeBroadcastmold64233.
56.
159.
12018000203.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12018100206.
200.
21.
53TOPOOrdersBroadcastmold64233.
56.
159.
12118002-Quotes18003-Trades206.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12118102-Quotes18103-Trades206.
200.
21.
53DepthofMktBroadcastmold64233.
56.
159.
12218004206.
200.
21.
38Re-requestmold64rewind/soupbin233.
56.
159.
12218104206.
200.
21.
53Title:NasdaqTestFacility(NTF)GuidePage12of20Version:1.
3.
1Date:December13,20183.
2.
1.
2NOMFeedNameChannelProtocolGroupPortSourceIPMarketDataFeedsBONOTrades3.
0Broadcastmold64233.
56.
159.
12318001206.
200.
21.
54Re-requestmold64rewind/soupbin233.
56.
159.
12318101206.
200.
21.
54BONOQuotes3.
0Broadcastmold64233.
56.
159.
12318002206.
200.
21.
54Re-requestmold64rewind/soupbin233.
56.
159.
12318102206.
200.
21.
54ITTOBroadcastmold64233.
56.
159.
12418004206.
200.
21.
54Re-requestmold64rewind/soupbin233.
56.
159.
12418104206.
200.
21.
543.
2.
1.
3BXOptions3.
2.
1.
4ISEFeedNameProtocolGroupPortSourceIPMarketDataFeedsDepthofMarketFeedmold64233.
56.
159.
18118001206.
200.
20.
0/23mold64rewind/soupbin18101206.
200.
21.
143TopQuoteFeedmold64233.
56.
159.
18118000206.
200.
20.
0/23mold64rewind/soupbin18100206.
200.
21.
142TradeFeedmold64233.
56.
159.
18118003206.
200.
20.
0/23mold64rewind/soupbin18103206.
200.
21.
145OrderFeedmold64233.
56.
159.
18118002206.
200.
20.
0/23Title:NasdaqTestFacility(NTF)GuidePage13of20Version:1.
3.
1Date:December13,2018mold64rewind/soupbin18102206.
200.
21.
144ComplexDepthofMarketFeedmold64233.
56.
159.
18118005206.
200.
20.
0/23mold64rewind/soupbin18105206.
200.
21.
147ComplexTopQuoteFeedmold64233.
56.
159.
18118004206.
200.
20.
0/23mold64rewind/soupbin18104206.
200.
21.
146ComplexTradeFeedmold64233.
56.
159.
18118007206.
200.
20.
0/23mold64rewind/soupbin18107206.
200.
21.
149ComplexOrderFeedmold64233.
56.
159.
18118006206.
200.
20.
0/23mold64rewind/soupbin18106206.
200.
21.
1483.
2.
1.
5GEMXFeedNameProtocolGroupPortSourceIPMarketDataFeedsDepthofMarketFeedmold64233.
56.
159.
18018001206.
200.
21.
138mold64rewind/soupbin18101206.
200.
21.
139TopQuoteFeedmold64233.
56.
159.
18018000206.
200.
21.
138Title:NasdaqTestFacility(NTF)GuidePage14of20Version:1.
3.
1Date:December13,2018mold64rewind/soupbin18100206.
200.
21.
138TradeFeedmold64233.
56.
159.
18018003206.
200.
21.
138mold64rewind/soupbin18103206.
200.
21.
141OrderFeedmold64233.
56.
159.
18018002206.
200.
21.
138mold64rewind/soupbin18102206.
200.
21.
1403.
2.
1.
6MRXMRXMulticastChannelsFeedNameProtocolGroupPortSourceIPMarketDataFeedsDepthofMarketFeedmold64233.
56.
159.
18218001206.
200.
21.
157mold64rewind/soupbin18101206.
200.
21.
159TopQuoteFeedmold64233.
56.
159.
18218000206.
200.
21.
157mold64rewind/soupbin18100206.
200.
21.
158TradeFeedmold64233.
56.
159.
18218003206.
200.
21.
157mold64rewind/soupbin18103206.
200.
21.
161OrderFeedmold64233.
56.
159.
18218002206.
200.
21.
157mold64rewind/soupbin18102206.
200.
21.
160ComplexDepthofMarketFeedmold64233.
56.
159.
18218005206.
200.
21.
118Title:NasdaqTestFacility(NTF)GuidePage15of20Version:1.
3.
1Date:December13,2018mold64rewind/soupbin18105206.
200.
21.
13ComplexTopQuoteFeedmold64233.
56.
159.
18218004206.
200.
21.
118mold64rewind/soupbin18104206.
200.
21.
12ComplexTradeFeedmold64233.
56.
159.
18218007206.
200.
21.
118mold64rewind/soupbin18107206.
200.
21.
15ComplexOrderFeedmold64233.
56.
159.
18218006206.
200.
21.
118mold64rewind/soupbin18106206.
200.
21.
143.
3ConformanceTestingforSQF/CTIUsersMarketparticipantsdevelopingSQFandCTIapplicationsmustconductaconformancetestintheNTFenvironmentbeforetheyareallowedtoaccesstheINETproductionenvironment.
Allfunctionsusedbytheapplicationmustbetestedandcertified.
3.
3.
1ConformanceTestProceduresAssoonasamarketparticipantcompletesitsinternaldevelopmentandtestingfortheSQForCTI,theyshouldcontacttheMarketOperationsteamtoobtainthenecessaryconformancetestscriptsandscheduleconformancetesting.
Duringtheconformancetest,arepresentativeoftheMarketOperationsteamwillrunthroughthetestscriptwithamarketparticipantrepresentative.
Theactualtimetakentocompletealloftherequiredtestswilldependuponthefunctionalityusedbythemarketparticipant.
TheMarketOperationsrepresentativewilladvisethemarketparticipantoftheprobabledurationofthetesteffortonacase-by-casebasis.
Uponcompletionofthetestscripts,theMarketOperationsrepresentativewillreviewtheresultsofeachindividualconformancetestscripttoensuretheteststepswithineachconformancetestscripthavebeencompletedcorrectlyandmatchtheexpectedresults.
Title:NasdaqTestFacility(NTF)GuidePage16of20Version:1.
3.
1Date:December13,2018Onceallofthescriptshavebeenofficiallyrecordedaspassed,aconformancetestcertificatewillbeissuedtothemarketparticipantforthatversionoftheirapplicationagainsttherelevantversionofthetradingsystem.
Title:NasdaqTestFacility(NTF)GuidePage17of20Version:1.
3.
1Date:December13,20184.
NTFforINETFIXUsersINETFIXOrderRoutingSystemisavailableforallFIXusersintheNTFenvironment.
NewmarketparticipantswhoconnecttoNasdaqmarketsusingtheFIXinterfacearerequiredtotesttheirFIX-basedapplicationswiththeINETtradingsystem.
4.
1HowtoaccesstheFIXInterfaceinNTFMarketparticipantsneedtoconnecttoINETFIXintheNTFenvironmentinordertotesttheirFIXapplicationsfortheINETtradingsystem.
ForFIXaccesstotheNTF,marketparticipantscanconnecttotheCarteret,NJdatacenter(viaIPSECtunnel,cross-connects,orExtranetproviders).
InordertoestablishasessiontoINETFIXintheNTFenvironment,eachmarketparticipantisprovidedwithanindividualport.
ThefollowingtableoutlinestheconnectiondetailsforFIXusers.
IPAddressesforAccesstoFIX4.
1.
1.
1PHLXMarketsInterfaceIPAddressPortPHLXFIX206.
200.
20.
128206.
200.
20.
129206.
200.
20.
1308200-82994.
1.
1.
2NOMMarketsInterfaceIPAddressPortNOMFIX206.
200.
20.
131206.
200.
20.
132206.
200.
20.
1338200-82994.
1.
1.
3BXOptionsMarketsInterfaceIPAddressPortBXOptionsFIX206.
200.
20.
134206.
200.
20.
1358200-8299Title:NasdaqTestFacility(NTF)GuidePage18of20Version:1.
3.
1Date:December13,20184.
1.
1.
4ISEMarketsInterfaceIPAddressPortISEFIX206.
200.
20.
214206.
200.
20.
215206.
200.
20.
216206.
200.
20.
2178200-82994.
1.
1.
5GEMXMarketsInterfaceIPAddressPortGEMXFIX206.
200.
120.
208206.
200.
120.
209206.
200.
120.
210206.
200.
120.
218200-82994.
1.
1.
6MRXMarketsInterfaceIPAddressPortMRXFIX206.
200.
20.
218206.
200.
20.
2198200-82994.
2FIXCertificationTestingAllfunctionalitythatmarketparticipantswithaFIXinterfaceintendtouseintheINETproductionsystemmustbetestedandcertifiedinaFIXcertificationtestbeforetheyareallowedtousetheproductionenvironment.
FordetailsontheFIXcertificationtestingprocedures,pleaserefertotheFIXCertificationGuideavailableonthemember'swebsiteathttps://business.
nadsdaq.
com.
Title:NasdaqTestFacility(NTF)GuidePage19of20Version:1.
3.
1Date:December13,20185.
SupportNasdaqsupportsmarketparticipantsintheNTFenvironment.
ThesupportofferedincludesphoneandemailsupportbytheMarketOperationsteam.
5.
1SupportHoursTheMarketOperationteamwilloffertechnicalphoneandemailsupporttomarketparticipantsMondaytoFridaybetween7:30a.
m.
and5:30p.
m.
ET.
5.
2ContactsForanyquestionsorrequestsrelatedtoNTFortechnicalsupportrequests,pleasecontacttheMarketOperationsteam(215)496-1571oremailDL-OptionsTest@nasdaq.
com.
Title:NasdaqTestFacility(NTF)GuidePage20of20Version:1.
3.
1Date:December13,20186.
RevisionTableVersionDateChangeSection1.
2June16,2017IntroducingPHLX,NOM,BXOptionsdetails1.
2June27,2017AddingMRX,NOM&BXMarketDataSubnetIPdetails1.
2July7,2017UpdatingNOMITTOIPSubnetIPdetails1.
3December4,2017RemovingDynamicallyQuotedSymbolsAddingStaticallyQuotedUnderlyingStockPriceUpdatingMarketDataIPDetailsforBX,GEMX&MRXUpdatingFIXProtocolIPDetailsforISE,GEMX&MRXRemovingformerISEContactInformationUpdatingHoursofOperationtoextendsupporthours1.
3.
1December15,2018AddingsupportforcomplexmarketdatafeedonMRX
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