The National Stock Exchange (NSE) on May 29, 2024, issued a notification regarding the Market Data – New Broadcast Parameters in the Capital Market Segment.
Members may kindly note that Exchange is introducing new broadcast parameters for market data in the CM segment for implementing changes in data type for token level cumulative quantity and value (total traded quantity and total traded value) from “LONG” (4 bytes) or “DOUBLE” (8 bytes) to “LONG LONG” (8 bytes) respectively.
Accordingly, members are required to refer to the annexures attached to the document for access details and setup required on their systems to receive the market data broadcast from the new source.
The Exchange shall provide an interim coexistence period for receiving broadcast from both existing and new parameters, after which the Exchange shall discontinue the existing broadcast parameters.
Members are required to note there is no change in the UDP application version and are advised to take market data broadcast from a single parameter at a time i.e. either an existing or new parameter. Refer to the annexure provided below for the parameters.
[Notification No. NSE/MSD/62234]
