We're making some changes to Nasdaq symbology
As we continue to improve the user experience for our users, we'll be making a change to the way
instrument_id is mapped for the Nasdaq TotalView-ITCH (XNAS.ITCH) dataset. This change will make our US equity symbology consistent across venues and make it easier to process files across multiple dates.
instrument_id for Nasdaq corresponds to the
Stock Locate field in the original Nasdaq TotalView-ITCH protocol. With this change, the
instrument_id will become a synthetic, internally assigned value that matches the identifiers used in DBEQ.BASIC and other future US equities datasets starting November 28, 2023. All Nasdaq TotalView data from before November 28, 2023, will continue to use the existing
instrument_id and won't be updated.
instrument_id is unique to Nasdaq and changes daily, making it difficult to use.
This change will come into effect for data from November 28, 2023 onward. What should I do to make sure my code is still working? For most customers, no action is needed. For customers using
instrument_id to cross-reference another data source, the value of the original
Stock Locate will continue to be available in the
Definition schema as the
raw_instrument_id field, which is already present in existing data.