What is the source of the NASDAQ HFT?

February 21, 2019


NASDAQ OMX Nordic distributes special binary files at the end of every market day. These files replay the market day for all the nordic markets through different kinds of messages at the nanosecond granularity.

We analyze this stream of messages and augment the information in them so we can offer different perspectives of the market day.

Tags: HFT, NASDAQ