The National Stock Exchange (NSE) on July 31, 2024, issued a circular regarding the Market Data broadcast – Enhancement in Tick by Tick via Multicast (MTBT).
The exchange is pleased to inform that Tick-by-tick market data via Multicast (MTBT) is being enhanced with additional details as mentioned below:
• Introduction of Market Status message (preopen, preopen-end, open, close, pre-close & pre-close-end for both T & T1 session)
• Introduction of messages providing information regarding Indicative Equilibrium Price (IEP) and Indicative Equilibrium Quantity (IEQ) during order collection phase of the pre-open and pre-close sessions.
The members are requested to refer to the latest version (version 1.3) of Exchange provided MTBT protocol document available at https://www.nseix.com/technology/tradingprotocol for technical details of the abovementioned functionality and details for the newly introduced message types.
The changes shall be available in the live environment with effect from August 05, 2024.
[Circular No: 188 /2024]
