Nasdaq, Inc.

Global Index Data Service
GIDS 2.0
Version 1.0j
June 1, 2022

Version 1.0j

1Contents
1 Overview .................................................................................................................................................. 4
2 Architecture ............................................................................................................................................. 4
3 Data Types................................................................................................................................................ 5
4 Message Formats ..................................................................................................................................... 6
4.1 Event Messages................................................................................................................................. 6
4.1.1 Timestamp ..................................................................................................................................... 6
4.1.2 System Event .................................................................................................................................. 7
4.2 Index Messages ................................................................................................................................. 8
4.2.1 Index Directory Message ........................................................................................................... 8
4.2.2 Issue Symbol Participation Message........................................................................................ 10
4.2.3 Intraday Index Value (IIV) Message ......................................................................................... 10
4.2.4 Settlement Value Message ...................................................................................................... 11
4.2.5 Equities Summary Message ..................................................................................................... 11
4.3.6 Fixed Income Summary Message ............................................................................................ 12
4.3.7 Commodity Summary Message ............................................................................................... 13
4.4 Exchange Traded Product Messages .............................................................................................. 14
4.4.1 ETP Directory and Daily Valuation Message ............................................................................ 14
4.4.2 ETP Intra-Day Valuation Message ............................................................................................ 16
4.4.3 ETP Summary Message ............................................................................................................ 16
5 Appendices ............................................................................................................................................. 17
Appendix A– Nasdaq Index Information Code (IIC) Attributes ............................................................. 17
A.1 Financial Product Type (FP Type) ............................................................................................... 17
A.2 Brand........................................................................................................................................... 17
A.3 Series........................................................................................................................................... 18
A.4 Strategy ....................................................................................................................................... 18
A.5 Asset Type ................................................................................................................................... 19
A.6 Market Cap Size .......................................................................................................................... 19
A.7 Geography .................................................................................................................................. 19
A.8 Index Settlement Type ................................................................................................................ 20
A.9 Index Calculation Method .......................................................................................................... 20
A.10 State .......................................................................................................................................... 21
A.11 Usage ........................................................................................................................................ 21
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A.12 Schedule / Session ID ................................................................................................................ 22
GIDS System Schedule ...................................................................................................................... 22
A.13 Frequency ................................................................................................................................. 23
Sample Data and Schema ..................................................................................................................... 23
6 Revision History ..................................................................................................................................... 41

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1 Overview
Nasdaq’s Global Index Data Service 2.0 (GIDS 2.0) is powered by Nasdaq INET technology and utilizes
the ITCH messaging standard. GIDS includes the below message formats for indexes and exchange
traded products.
Instrument Type
N/A
N/A
Index - All
Index - All
Index - All
Index - All
Index - Equity
Index - Fixed Income
Index - Commodity
ETP
ETP
ETP

Message Name
Time Stamp – Seconds
System Event
Index Directory
Issue Symbol Participation
Intraday Index Value (IIV)
Settlement Value
Equity Index Summary Values
Fixed Income Index Summary Values
Commodity Index Summary Values
ETP Directory & Valuation DataETP Intraday Value (IPV or IIV)ETP Summary Message

Message Type
T
S
R
P
I
A
F
B
C
D
E
V

2 Architecture
The Nasdaq GIDS 2.0 feed consists of a series of sequenced messages. Each message is variable inlength, based on the message type. The messages that make up the GIDS 2.0 protocol are typicallydelivered using a higher-level protocol that takes care of sequencing and delivery guarantees.
Nasdaq offers delivery of the GIDS 2.0 data feeds via the following protocols:••

MoldUDP64
Cloud Delivery

In April 2020, Nasdaq officially began offering Cloud delivery.

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3 Data Types
All numeric fields are signed big-endian (network byte order) binary encoded numbers. Numerics may
be shorts (2 bytes), integers (4 bytes), or longs (8 bytes).
Numeric longs are used to represent floating point numbers. Nasdaq will identify the decimal point
precision for the field with a notation of En, where n indicates the number of decimal places in thenumber. For example, the notation of E2 reflects that the field number has an implied precision of two
decimal places and E11 has an implied precision of 11 decimal places.
All alpha fields are left justified and padded on the right with spaces.
Dates are integer fields. When converted, dates are reported in YYYYMMDD format.
Please Note: Nasdaq understands that vendors may choose not to display value data with a precisionof up to 11 decimals. If a vendor opts to display less precision than what has been disseminated,
Nasdaq recommends that the vendor round the number to the decimal place displayed.
Example:Disseminated Value Precision 2 decimals Precision 4 decimals
2804.52757933921 2804.53
2804.5276
1583.99994589423 1584.00
1583.9999

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4 Message Formats
4.1 Event Messages
4.1.1 Timestamp
For bandwidth efficient reasons, Nasdaq separates the timestamp into two pieces on GIDS-2.0:
Timestamp
PortionSeconds

Message Type

Notes

Standalone message

Nanoseconds

Field within individual
messages

The Timestamp – Seconds message will bedisseminated for every second during which
there is at least one payload message. For
The Timestamp – Seconds message, Nasdaq
will reflect the UTC (Universal Time,
Coordinated), as stated by number of seconds
since the Unix epoch (midnight, January 1,1970).
The Timestamp – Nanoseconds will bedisseminated at the message level to denotethe number of nanoseconds that passed
between the UTC time represented by themost recent Timestamp-Seconds message andthe current payload message.

For the standalone Timestamp – Seconds message, the format is as follows:
TIMESTAMP – SECONDS MESSAGE
Name
OffsetLen
Type
0
1
Second1
4

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Type
Alpha
IntegerNotes
T = Timestamp / Seconds
The UTC (Universal Time, Coordinated) time,
giving the number of seconds since the Unix
epoch (midnight, January 1, 1970).

6

4.1.2 System Event
The System Event Message signals a data feed handler event. The format is as follows:
SYSTEM EVENT MESSAGE
Name
OffsetType
0Timestamp
1
Event Code
5

Len
1
4
1

Type
Alpha
Integer
Alpha

Notes
S = System Event
Reflects nanosecond portion of timestamp.
Denotes the GIDS system event code.
The standard GIDS system event codes are as
follows:

Code
O

S

E

C

Definition
Start of Messages: Outside oftime stamp messages, the Start ofMessages is the first message sentin any trading day.
Start of Day: The Start of Day
signifies the beginning of theoperational cycle for processing.
End of Day: The End of Day
signals the end of active message
dissemination for the operational
cycle.
End of Messages: This is always
the last message sent in any
trading day

The session-specific GIDS system event codes are
as follows:

Code
Q

M

Schedule

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6

3

Alpha

Definition
Session Open: This code is used
to signal the start of the stated
GIDS Index Schedule identified in
the next field.
Session Close: This code is used
to signal the end of the stated
GIDS Index Schedule identified in
the next field.

Populated only for session-related event
messages, otherwise this will be space filled.
Refer to Appendix A for the current list ofallowable Schedule codes.

74.2 Index Messages
4.2.1 Index Directory Message
This Index Directory Message will be used to relay instrument level or reference data for Nasdaq andthird party indexes. On GIDS 2.0, this message is supported for all indexes, including subordinate
products such as LEAPS and total return indexes. However, if there is no data for a given field it willappear blank or null.
INDEX DIRECTORY MESSAGE
Name
Offset Len
Type
01
Timestamp
1
4
Instrument ID
5
18
Dissemination
23
1
Flag

Type
Alpha
Integer
Alpha
Alpha

Notes
R = Index Directory message
The nanosecond portion of timestamp.
The instrument identifier for the Index.
Flag to indicate if the index detail messages will bedisseminated via GIDS 2.0 for the Instrument ID
during the current system date. The allowablevalues are:

Code
Y
N
Financial Product
Type (FP Type)

24

1

Alpha

Brand

25

2

Alpha

Series

27

3

Alpha

Strategy

30

3

Alpha

Asset Type

33

2

Alpha

Market Cap Size

35

1

Alpha

Currency
Geography

36
39

3
4

Alpha
Alpha

Index Settlement
Type

43

1

Alpha

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Definition
Index Detail messages arebeing disseminatedIndex Detail messages are
not being disseminated

The financial product code associated with the
instrument ID. Refer to Appendix A for allowablevalues.
The Index brand name for the Instrument ID. Refer
to Appendix A for allowable values.
The Index series identifier for the Instrument ID.
Refer to Appendix A for allowable values.
The Index strategy for the Instrument ID in the
directory message. Refer to Appendix A for
allowable values.
The primary asset class for the Instrument ID. Refer
to Appendix A for allowable values.
The Index market capitalization size for theInstrument ID. Refer to Appendix A for allowablevalues.
The ISO 4217 Currency Code for the Instrument ID.
Denotes the Index Geography code associated with
the Instrument ID in the directory message. Refer
to Appendix A for allowable values.
Denotes the Index Settlement Type associated with
the Instrument ID in the directory message. This
field will be populated for Index Settlement
Symbols only. Refer to Appendix A for allowablevalues.

8

INDEX DIRECTORY MESSAGE
Name
Offset Len
Index Calculation 44
3
Method

Type
Alpha

State

47

1

Alpha

Index Usage

48

1

Alpha

Schedule

49

3

Alpha

Frequency

52

4

Alpha

Number of Issue
Participation
Messages

56

4Integer

Base Value
Base Date
Name Length

60
68
72

8
4
2

Long (E11)Integer (Date)
Short

0 - 100

Alpha

Instrument Name 74

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Notes
Denotes the Index Calculation Method code
associated with the Instrument ID in the directorymessage. Refer to Appendix A for allowable values.
Denotes the current Index state associated with theInstrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the current Index usage code associatedwith the Instrument ID in the directory message.
Refer to Appendix A for allowable values.
Denotes the Index dissemination schedule
associated with the Instrument ID in the directorymessage. Refer to Appendix A for allowable values.
Denotes the Index frequency code associated with
the Instrument ID in the directory message. Refer
to Appendix A for allowable values.
Reflects the number of Issue Participation messages
associated with the given Index Instrument ID. If
the Issue Participation messages are not supported
for Index Instrument ID, this field should be set tozero.
Index value at inception.
Inception date of the index.
The number of bytes for the Instrument Name field
to follow.
The Instrument Name or Index Name.

94.2.2 Issue Symbol Participation Message
The Issue Symbol Participation Message is used to relay the component securities for select Nasdaq
indexes.
ISSUE SYMBOL PARTICIPATION MESSAGE
Name
Offset Len
Type
Type
0
1
Alpha
Timestamp
1
4
Integer
Instrument ID
5
18
Alpha
Issue Symbol

23

18

Alpha

Issue MIC

41

4

Alpha

Name Length
Issue Name

45
47

2
0-100

Short
Alpha

Notes
P = Issue Symbol Participation Message
The nanosecond portion of timestamp.
The Instrument ID of the index of which the security is acomponent.
The security trading symbol for the component security,
as assigned by the Issue MIC.
The ISO 10383 Market Identification Code (MIC) of thecomponent security’s primary listing market.
The number of bytes for the Issue Name field to follow.
The issue name for the component security, as definedby the Issue MIC. Nasdaq reserves the right to abbreviate
the name so as to not exceed the maximum field length.

4.2.3 Intraday Index Value (IIV) Message
The Intraday Index Value Message for a given instrument is disseminated at a defined frequency andschedule as indicated in the Issue Directory message.
INTRADAY INDEX VALUE MESSAGE
Name
Offset Len Type
Type
0
1
Alpha
Timestamp
1
4
Integer
Financial Product 5
1
Alpha
Type (FP Type)
Brand
6
2
Alpha
Series

8

3

Alpha

Instrument ID

11

18

Alpha

Tick Value
Tick Direction

29
37

8
1

Long (E11)
Alpha

Notes
I = Intraday Index Value Message
The nanosecond portion of timestamp.
The Index primary asset class for the Instrument ID.
Refer to Appendix A for allowable values.
The Index brand name for the Instrument ID. Refer toAppendix A for allowable values.
The Index series identifier for the Instrument ID. Refer
to Appendix A for allowable values.
The instrument identifier for the Index for which the tickvalue is being calculated and disseminated.
The current calculated tick value for instrument ID.
The net change direction for the tick value (since the lasttick update). The allowable values are:

Code
+
Space
Currency

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38

3

Alpha

Definition
Positive or zero net change (netgain)
Negative net change (net loss)
No net change calculated

The ISO 4217 Currency Code for the Instrument ID.

10

4.2.4 Settlement Value Message
The Settlement Value Message is used to send the official settlement price and settlement session
used to settle cash derivatives on financial products when they expire.
SETTLEMENT VALUE MESSAGE
Name
Offset Len
Type
01
Timestamp
1
4
Financial Product 5
1
Type (FP Type)
Brand
6
2

Type
Alpha
Integer
Alpha
Alpha

Series

8

3

Alpha

Instrument ID
Settlement Value

11
29

18
8

Alpha
Long (E11)

Settlement Type

37

1

Alpha

Currency

38

3

Alpha

Notes
A = Settlement Value Message
The nanosecond portion of timestamp.
The primary asset class associated with the Instrument
ID. Refer to Appendix A for allowable values.
The Index brand name for the Instrument ID. Refer toAppendix A for allowable values.
The Index series identifier for the Instrument ID. Refer
to Appendix A for allowable values.
The Instrument ID for the settlement index value.
The current calculated settlement value for the
instrument ID.
The Index Settlement Type for the Instrument ID. Refer
to Appendix A for allowable values.
The ISO 4217 Currency Code for the Instrument ID.

4.2.5 Equities Summary Message
The Equities Summary Message relays the summary of the current trading day’s activity for an equity
index. A summary message will not be sent for indexes which have no activity for the trading day.
EQUITIES SUMMARY MESSAGE
Name
Offset Len
Type
01
Timestamp
1
4
Financial Product 5
1
Type (FP Type)

Type
Alpha
Integer
Alpha

Brand

6

2

Alpha

Series

8

3

Alpha

Instrument ID

11

18

Alpha

Summary Type

29

3

Alpha

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Notes
F = Equities Summary Message
Reflects the nanosecond portion of timestamp.
Denotes the Index primary asset class associatedwith the Instrument ID in the directory message.
Refer to Appendix A for allowable values.
Denotes the Index brand name associated with
Instrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the Index series identifier associated with
the Instrument ID in the directory message. Refer
to Appendix A for allowable values.
Denotes the instrument identifier for the Index in
the directory message.
EOD = End of Day Summary
SOD = Start of Day Summary
PDA = Prior Day Summary Add
PDC = Prior Day Summary Correction
STL = Settlement Summary

11

SOD Value

32

8

Long (E11)

High
Low
EOD Value
Net Change
Effective Date

40
48
56
64
72

8
8
8
8
4

Long (E11)Long (E11)Long (E11)Long (E11)Integer (Date)

Currency

76

3

Alpha

Start of Day Value (prior day’s closing price adjusted
for corporate actions)calculated high value
calculated low value
end of day value
net change (signed, to indicate direction)
Effective Date to which the information should beappliedThe ISO 4217 Currency Code for the Instrument ID.

4.3.6 Fixed Income Summary Message
The Fixed Income Summary Message relays the summary of the current trading day’s activity for a
fixed income index. A summary message will not be sent for indexes which have no activity for the
trading day.
FIXED INCOME SUMMARY MESSAGE
Name
Offset Len Type
Type
0
1
Alpha
Timestamp
1
4
Integer
Financial Product 5
1
Alpha
Type (FP Type)
Brand

6

2

Alpha

Series

8

3

Alpha

Instrument ID

11

18

Alpha

Summary Type

29

3

Alpha

SOD Value32

8Long (E11)

High
Low
EOD Value
Net Change
Effective Date

40
48
56
64
72

8
8
8
8
4

Long (E11)Long (E11)Long (E11)Long (E11)Integer (Date)

Yield

76

8

Long (E11)

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Notes
B = Fixed Income Summary Message
Reflects the nanosecond portion of timestamp.
Denotes the Index primary asset class associated with
the Instrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the Index brand name associated with
Instrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the series identifier associated with theInstrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the instrument identifier for the Index in the
directory message.
EOD = End of Day Summary
SOD = Start of Day Summary
PDA = Prior Day Summary Add
PDC = Prior Day Summary Correction
STL = Settlement Summary
Start of Day Value (prior day’s closing price adjusted
for corporate actions)calculated high value
calculated low value
end of day value
net change (signed, to indicate direction)
Effective Date to which the information should beappliedDenotes the yield for the instrument value Calculated
as the weighted average.

12

FIXED INCOME SUMMARY MESSAGE
Name
Offset Len Type
Duration
84
8Long (E11)

Coupon92

8Long (E11)

Currency

100

3

Alpha

Notes
Denotes the Instrument duration value calculated as
the weighted average according to Macaulay's
duration
Denotes the index coupon value calculated as theweighted average.
The ISO 4217 Currency Code for the Instrument ID.

4.3.7 Commodity Summary Message
The Commodity Summary Message relays the summary of the current trading day’s activity for acommodity index. A summary message will not be sent for indexes which have no activity for the
trading day.
COMMODITY SUMMARY MESSAGE
Name
Offset Len Type
Type
0
1
Alpha
Timestamp
1
4
Integer
Financial Product 5
1
Alpha
Type (FP Type)
Brand

6

2

Alpha

Series

8

3

Alpha

Instrument ID

11

18

Alpha

Summary Type

29

3

Alpha

SOD Value32

8Long (E11)

High
Low
EOD Value
Net Change
Effective Date

40
48
56
64
72

8
8
8
8
4

Long (E11)Long (E11)Long (E11)Long (E11)Integer (Date)

Currency

76

3

Alpha

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Notes
C = Commodity Summary Message
Reflects the nanosecond portion of timestamp.
Denotes the Index primary asset class associatedwith the Instrument ID in the directory message.
Refer to Appendix A for allowable values.
Denotes the Index brand name associated with
Instrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the Index series identifier associated with
the Instrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the instrument identifier for the Index in
the directory message.
EOD = End of Day Summary
SOD = Start of Day Summary
PDA = Prior Day Summary Add
PDC = Prior Day Summary Correction
STL = Settlement Summary
Start of Day Value (prior day’s closing price adjusted
for corporate actions)calculated high value
calculated low value
end of day value
net change (signed, to indicate direction)
Effective Date to which the information should beappliedThe ISO 4217 Currency Code for the Instrument ID.

13

4.4 Exchange Traded Product Messages
The following messages are used to disseminate directory and daily valuation information as well as
intraday tick values for Nasdaq intraday portfolio values for Nasdaq-listed Exchange Traded Products(ETPs).

4.4.1 ETP Directory and Daily Valuation Message
The ETP Daily Valuation Message is designed to provide the symbols and values of the prior day’s
closing ETP valuations, and is disseminated as part of the pre-opening processes.
ETP DIRECTORY AND DAILY VALUATION MESSAGE
Name
Offset Len
Type
Type
0
1
Alpha
Timestamp
1
4
Integer
Financial Product 5
1
Alpha
Type (FP Type)
Industry MIC

6

4

Alpha

ETP Trading
Symbol

10

18

Alpha

ETP IPV Symbol

28

18

Alpha

Schedule

46

3

Alpha

Frequency

49

4

Alpha

State

53

1

Alpha

NAV Symbol

54

18

Alpha

NAV

72

8

Long (E2)

Estimated Cash
Per CU Symbol
ECU
Total Cash Per
CU Symbol

80

18

Alpha

98
106

8
18

Long (E2)
Alpha

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Notes
D = ETP Daily Valuation Message
Reflects the nanosecond portion of timestamp.
Denotes the ETP primary asset class associatedwith the Instrument ID in the directory message.
Refer to Appendix A for allowable values.
The ISO 10383 Market Identification Code (MIC)of the component security’s primary listing
market.
Denotes the ETP instrument trading symbol asassigned by the listing market and matches the
symbology used for outbound dissemination on
the listing markets native dissemination
protocols.
Symbol identifying the Intraday Portfolio Value(IPV) to be disseminated in the ETP IPV Valuemessage (i.e.: ABCD.IV; ABCDI)
Denotes the dissemination schedule associatedwith the ETP IPV symbol in the directory message.
Refer to Appendix A for allowable values.
Denotes the frequency code associated with the
ETP IPV symbol in the directory message. Refer
to Appendix A for allowable values.
Denotes the current state associated with the ETP
IPV symbol in the directory message. Refer toAppendix A for allowable values.
Symbol identifying the Net Asset Value per
Creation Unit (ie: ABCD.NV; ABCDN)Net Asset Value per Creation Unit is reflected aslong integer E2
Symbol identifying the Estimated Cash Per
Creation Unit (ie: ABCD.EU; ABCDM)
Estimated Cash Per Creation Unit.
Symbol identifying the Total Cash Amount Per
Creation Unit (ie: ABCD.TC; ABCDT)14

ETP DIRECTORY AND DAILY VALUATION MESSAGE
Name
Offset Len
Type
Total Cash Per
8Long (E2)124
CU
Estimated Cash
18
Alpha
132
Per Share Symbol
ECS
8Long (E2)150
TSO Symbol
18
Alpha
158
TSO Outstanding
Effective Date

176
184

8
4

Long (E0)Integer (Date)

Yield

188

8

Long (E11)

Coupon196

8Long (E11)

Maturity Date

204

4

Integer (Date)

Currency

208

3

Alpha

ETP Name Length
ETP Name

211
213

2
0-100

Short
Alpha

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Notes
The Estimated T-1 Cash Amount Per Creation
Unit.
Symbol identifying the Estimated Cash Per Share Net Accrued Dividend. (ie: ABCD.DV; ABCDD)
Estimated Cash Per Share.
Symbol identifying the Total Shares Outstanding(ie: ABCD.SO; ABCDS)
Total Shares Outstanding
Effective Date to which the information should beapplied.
Denotes the yield for the instrument value
Calculated as the weighted average. Populated
for ETN products only.
Denotes the coupon value calculated as theweighted average. Populated for ETN products
only.
For ETN products this will represent when the
ETN reaches maturity. Populated for ETN
products only.
The ISO 4217 Currency Code for the Instrument
ID.
Length of the following NameETP Instrument Name

15

4.4.2 ETP Intra-Day Valuation Message
The ETP IPV Value Message is used to disseminate the Intraday Portfolio Value (IPV) of an Exchange
Traded Fund (ETF) or the Intra-Day Indicative Value (IIV) of an Exchange Traded Managed Fund (ETMF).
ETP IPV VALUE MESSAGE
Name
OffsetType
0Timestamp
1
Financial Product 5
Type (FP Type)

Len
1
4
1

Type
Alpha
IntegerAlpha

IPV Symbol
IPV Value
Currency

18
8
3

Alpha
Long (E11)
Alpha

6
24
32

Notes
E = ETP Intra-day Valuation Message
Reflects the nanosecond portion of timestamp.
Denotes the primary asset class associated with theInstrument ID in the directory message. Refer toAppendix A for allowable values.
Denotes the IPV or IIV symbol for the ETP.
The current calculated value for the IPV symbol.
The ISO 4217 Currency Code for the Instrument.

4.4.3 ETP Summary Message
The ETP Summary Message relays the summary of the current trading day’s IPV activity for an
Exchange Traded Fund (ETF) or the IIV activity for an Exchange Traded Managed Fund (ETMFs). A
summary message will not be sent for ETPs which have no activity for the trading day.
ETP IPV SUMMARY MESSAGE
Name
Offset Len
Type
01
Timestamp
1
4
Financial Product 5
1
Type (FP Type)

Type
Alpha
IntegerAlpha

Summary Type

6

3

Alpha

IPV or IIV Symbol

9

18

Alpha

SOD ValueHigh
Low
EOD Value
Net Change
Effective Date

27
35
43
51
59
67

8
8
8
8
8
4

Long (E11)Long (E11)Long (E11)Long (E11)Long (E11)Integer (Date)

Currency

71

3

Alpha

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Notes
V = ETP Summary Message
Reflects the nanosecond portion of timestamp.
Denotes the primary asset class associated with theInstrument ID in the directory message. Refer toAppendix A for allowable values.
EOD = End of Day Summary
SOD = Start of Day Summary
PDA = Prior Day Summary Add
PDC = Prior Day Summary Correction
STL = Settlement Summary
Denotes the instrument identifier for the ETP in the
directory message.
Start of Day Value (first disseminated tick value)calculated high value
calculated low value
end of day value
net change (signed, to indicate direction)
Effective Date to which the information should beappliedThe ISO 4217 Currency Code for the Instrument.

16

5 Appendices
Appendix A– Nasdaq Index Information Code (IIC) Attributes
A.1 Financial Product Type (FP Type)
Denotes the assigned financial product associated with the instrument ID
Code<blank>
I
E
N
F
S
P
L
W
A

Description
Not Specified
Index
Exchange Traded Fund (ETF)
Exchange Traded Note (ETN)
Exchange Traded Managed Fund (ETMF)
Settlement
Spot
Subordinated product
World Currency
Alpha Index

A.2 Brand
The Index Brand is intended to provide details on the originating source of the instrument being
disseminated. The allowable values are as follows:
Code<blank>
NQ
CI
OX
NX
PI
PX
OP
GA
FN

Description
Not Specified
NasdaqCustom Index – Client sponsored
OMX
NasdaqPartner Index – Nasdaq Co-branded
PHLX
Outsourced Partner*
Global Access Partner
First North* “OP” Index Brand will be used to identify indexes that appear within the GIDS data service and may
also be contained within a Global Access client data feed. It is intended to assist data recipients in
identifying index data that may be duplicative and allow for the data recipients to filter out this datafrom the GIDS data service.

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17

A.3 Series
The Index Series is intended to convey the Nasdaq entitlement to which the instrument is assigned.
The following values are currently supported:
Code<blank>
NDQ
UAM
ALW
NQG
GRN
CLE
NOR
BAL
COM
SHA
NFI
UST
NCM
ETH
SUS
OMR
CRE

Description
Not Specified
Nasdaq US
US All Market
All World
Nasdaq Global Index
Green Economy
Clean Energy
NordicBalticCommodities
ShariaNordic Fixed Income
US Treasury
Nasdaq Commodities
EthicalSustainable
OMRX
Credit SEK

Code<blank>
TRD
BM
COM
SEC
GRO
VAL
INV
LEV
THE
ETH
SUS
SHA
SRE
STB

Description
Not Specified
Tradable
BenchmarkComposite
SectorGrowthValue
InverseLeverage
Thematic
EthicalSustainable
ShariaSocial Responsible
Stability

FDM
FCT
IVD

Fundamental
FactorInvestment Discipline

A.4 Strategy

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A.5 Asset TypeThe Index Asset Type is intended to convey the composition of the instrument. The following values
are currently supported:
Code<blank>
EQ
CM
FI
FX
SP
FU
IX
MC
XF
XN
EC

Description
Not Specified
EquityCommodity
Fixed Income
Foreign Exchange
Structured Products
Funds
Index
Multi Class
Exchange Traded Fund
Exchange Traded Note
Economic

A.6 Market Cap Size
Code<blank>
A
L
M
S
X
Y

Description
Not Specified
All
Large
Mid
Small
Large & Mid
Mid & Small

A.7 Geography
The Index Geography Type may either be an ISO 3166 Country Code or one of the following:Code<blank>
NAM
LAM
DEU
EEU
DAP
DMEA
DMKT
EAP
EMA
EMKT
FMKT

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Description
Not Specified
North America
Latin America
Developed Europe
Emerging Europe
Developed Asia Pacific
Developed Middle East Africa
Developed Markets
Emerging Asia Pacific
Emerging Middle East Africa
Emerging Markets
Frontier Markets

19

AP
MEA
ASI
EASI
DASI
BRIC
DXUS
DXNA
DXUK
DXJP
DEUK
EXUK
AXJP
AXUK
AXUS
AXNA
NOR
BAL
ALWO

Asia PacificMiddle East Africa
Asia
Emerging Asia
Developed Asia
BRIC
Developed ex US
Developed ex North America
Developed ex UK
Developed ex Japan
Developed Europe ex UK
Europe ex UK
Asia Pacific ex Japan
All World ex UK
All World ex US
All World ex North America
NordicBalticAll World

A.8 Index Settlement TypeCode<space>OC
M

Description
Not Specified
Instrument settles at the open
Instrument settles at the close
Instrument settles at mid day

A.9 Index Calculation Method
Code<space>
PR
GTR
NTR
ER
ETR
INV
LEV
WCO
DIV
ALP
VOL
PMI
AHI

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Description
Not Specified
Price Return
Total Return
Net Total Return
Excess Return
Excess Total Return
InverseLeveraged
World Currency Options
Dividend
Alpha
Volatility
Pre Market Indicator
After Hours Indicator

20

UW
ORX
OON
MM
NOR
SSV
CPCECET
CFX
CCEXI
SET
ALT
NNR
HRE

Un-weighted
OMRX
OMRXON
Money Market
NOREX
SSV
Commodity Price
Commodity Excess
Commodity Excess Total
CMFX
Commodity Close
External Index
Settlement
Alternative
Notional Total Return
Hedged Return

A.10 State
This indicates the current trading state of the instrument
Code
A
H
P
D

Description
ActiveHeld
Pending
DeletedA.11 Usage
This indicates the current trading state of the instrument
Code
L
D
T

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Description
Live
Demo
Test

21

A.12 Schedule / Session ID
The Session Identifier indicates the market session of the message, and indicates underlying trading
session to be used in calculating the indexes. The allowable values are as follows:
Code

Description<space>
IND
AME
CEU
EEU
ASI
PAC
GLO
BAL
NOR
NFI
NSA

Session Independent
Session Independent
American Market Session
Central Europe Market Session
Eastern Europe Market Session
Asia Market Session
Pacific Market Session
Global Market Session
Baltic Market Session
Nordic Market Session
Nordic Fixed Income Market Session
North/South America Market Session

Start of
SessionStart ofTick
Messages

End ofTick
Messages

End ofSession

NA
NA
02:00
19:15
19:15
19:15
19:15
22:05
19:15
19:15
19:15
02:00

NA
NA
08:15
03:00
03:00
19:30
19:30
22:30
03:00
03:00
03:00
09:30

NA
NA
18:30
12:00
12:00
12:00
12:00
17:16
12:00
12:00
12:00
17:16

NA
NA
19:45
14:30
14:30
14:30
14:30
19:45
14:30
14:30
14:30
19:45

Please note: The times above represent Eastern Time (ET). Please note that the indexes on each schedule may close atdifferent times of the day, at which point the End of Day message for the index will be disseminated; these times may beearlier than the "End of Tick Messages" time indicated on the table above. In addition, the session times do not correspondwith market hours of the local exchanges.

For example, an index with a session identifier of ”ASI” will use trading activity that originated from the
Asian operational market hours, however, dissemination of messaging may continue beyond theoperational hours of the session.

GIDS System Schedule
The table below details the schedule of the GIDS system as a whole. From Sunday to Thursday, thedaily GIDS schedule is as follows. All times are in Eastern Time (ET).
Day

Time

Event

T

7:10 - 7:30 PM

System Start TimeT

8:30 PM

Tick Start Time

T+1

6:35 PM

T+1

6:40 PM

Session Close
Shutdown Start
Time

Description

The system begins sending the Session Open message
and heartbeats
The system begins sending GIDS messages such as tickdata
Session Close message is sent
The system begins to shut down for the day

During the weekends, GIDS begins to shut down on Friday at 6:40 PM ET, remains closed on Saturday,
and begins to start back up on Sunday between 7:10 PM and 7:30 PM ET.

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A.13 Frequency
This denotes the frequency at which an instrument will be disseminated on the data feed.
Code<space>
TBT
.01S
.10S
.25S
.50S
1S
5S
15S
60S
15m
ODOP
ODCL
ODID
OW
OM
OQ
OY

Description
Not Specified
Tick by tick
1/100 second
1/10 second¼ second½ second
Once a second / Every 1 second
Every 5 seconds
Every 15 seconds
Every 60 seconds
Every 15 minutes
Once a day open
Once a day close
Once a day intraday
Once a week
Once a month
Once a quarter
Once a year

Sample Data and Schema
System Event Message
Schema{"type" : "record","name" : "SeqSystemEvent","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "event","type" : "string"}, {Version 1.0j

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"name" : "schedule","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 123,
"msgType": "S","timeStamp": 778252208,“event”: O,“schedule”:}

Index Directory Message

Schema{"type" : "record","name" : " SeqIndexDirectory","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "instrumentID","type" : "string"}, {"name" : " disseminationFlag","type" : "string"}, {"name" : " fpType","type" : "string"}, {"name" : "brand","type" : "string"}, {"name" : "series","type" : "string"

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}, {
"name" : "strategy","type" : "string"}, {"name" : "assetType","type" : "string"}, {"name" : "marketCapSize","type" : "string"}, {"name" : "currency","type" : "string"}, {"name" : "geography","type" : "string"}, {"name" : "settlementType","type" : "string"}, {"name" : "calculationMethod","type" : "string"}, {"name" : "state","type" : "string"}, {"name" : " indexUsage","type" : "string"}, {"name" : "schedule","type" : "string"}, {"name" : "frequency","type" : "string"}, {"name" : "numberOfIssueParticipation","type" : "int"}, {"name" : "baseValue","type" : "long"}, {"name" : "baseDate","type" : "int"}, {"name" : "instrumentName","type" : "string"}]

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Sample{"SoupPartition": 0,"SoupSequence": 23701552,"msgType": "R","timeStamp": 57708853,"instrumentID": "DEFX","disseminationFlag": "Y","fpType": "I","brand": " ","series": " ","strategy": " ","assetType": " ","marketCapSize": " ","currency": "USD","geography": " ","settlementType": " ","calculationMethod": " ","state": "A","indexUsage": "L","schedule": " ","frequency": "60S ","numberOfIssueParticipation": 0,"baseValue": 0,"baseDate": 0,"instrumentName": "DEFIX: Decentralized Finance Index"}

Issue Symbol Participation Message

Schema{"type" : "record","name" : " SeqIssueSymbolParticipation","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {Version 1.0j

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"name" : "instrumentID","type" : "string"}, {"name" : "issueSymbol","type" : "string"}, {"name" : "issueMIC","type" : "string"}, {"name" : "issueName","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 123,
"msgType": "P","timeStamp": 778252208,“instrumentID”: “NDX”,“issueSymbol”: “CTAS”,“issueMIC”: “XNAS”,“issueName”: “CINTAS CORP”}

Intraday Index Value (IIV) Message

Schema{"type" : "record","name" : "SeqIndexTickDetail","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {Version 1.0j

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"name" : "fpType","type" : "string"}, {"name" : "brand","type" : "string"}, {"name" : "series","type" : "string"}, {"name" : "instrumentID","type" : "string",}, {"name" : "tickValue","type" : "long"}, {"name" : "tickDirection","type" : "string"}, {"name" : "currency","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 23531098,"msgType": "I","timeStamp": 778252208,"fpType": "I","brand": "NQ","series": "NQG","instrumentID": "NQEMASIA60LM ","tickValue": 147573227751019,"tickDirection": "+",
"currency": "USD"}

Settlement Value Message

Schema{"type" : "record","name" : "SeqSettlementValue","fields" : [ {"name" : "SoupPartition",

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"type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"}, {"name" : "brand","type" : "string"}, {"name" : "series","type" : "string"}, {"name" : "instrumentID","type" : "string"}, {"name" : "settlementValue","type" : "long"}, {"name" : "settlementType","type" : "string"}, {"name" : "currency","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 23744760,"msgType": "A","timeStamp": 768467132,"fpType": "S","brand": " ","series": " ","instrumentID": "IXCI","settlementValue": 665280528179200,"settlementType": "C","currency": "USD"}

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Equities Summary Message

Schema{"type" : "record","name" : "SeqEquitiesSummary","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"}, {"name" : "brand","type" : "string"}, {"name" : "series","type" : "string"}, {"name" : "instrumentID","type" : "string"}, {"name" : "summaryType","type" : "string"}, {"name" : "sodValue","type" : "long"}, {"name" : "high","type" : "long"}, {"name" : "low","type" : "long"}, {"name" : "eodValue","type" : "long"}, {"name" : "netChange",

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"type" : "long"}, {"name" : "effectiveDate","type" : "int"}, {"name" : "currency","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 23744760,"msgType": "F","timeStamp": 768467132,"fpType": "I","brand": " NQ",
"series": "NDQ","instrumentID": "COMP","summaryType": “SOD”,"sodValue": 8012.3054690179,"high": " ","low": " ","eodValue": " ","netChange": " ","effectiveDate": 20220523,"currency": "USD"}

Fixed Income Summary Message

Schema{"type" : "record","name" : "SeqFixedIncomeSummary","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {Version 1.0j

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"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"}, {"name" : "brand","type" : "string"}, {"name" : "series","type" : "string"}, {"name" : "instrumentID","type" : "string"}, {"name" : "summaryType","type" : "string"}, {"name" : "sodValue","type" : "long"}, {"name" : "high","type" : "long"}, {"name" : "low","type" : "long"}, {"name" : "eodValue","type" : "long"}, {"name" : "netChange","type" : "long"}, {"name" : "effectiveDate","type" : "int"}, {"name" : "yield","type" : "long"}, {"name" : "duration","type" : "long"}, {"name" : "coupon","type" : "long"}, {"name" : "currency","type" : "string"}]

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Sample{"SoupPartition": 0,"SoupSequence": 23744760,"msgType": "B","timeStamp": 768467132,"fpType": "I","brand": " NQ",
"series": "NDQ","instrumentID": " NQMAFI","summaryType": “SOD”,"sodValue": 817.55501098547,"high": " ","low": " ","eodValue": " ","netChange": " ","effectiveDate": 20220601,"yield": " ""duration": " ","coupon": “ “,"currency": " "}Commodity Summary Message

Schema{"type" : "record","name" : "SeqCommoditySummary","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"

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}, {
"name" : "brand","type" : "string"}, {"name" : "series","type" : "string"}, {"name" : "instrumentID","type" : "string"}, {"name" : "summaryType","type" : "string"}, {"name" : "sodValue","type" : "long"}, {"name" : "high","type" : "long"}, {"name" : "low","type" : "long"}, {"name" : "eodValue","type" : "long"}, {"name" : "netChange","type" : "long"}, {"name" : "effectiveDate","type" : "int"}, {"name" : "currency","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 23744760,"msgType": "C","timeStamp": 768467132,"fpType": "I","brand": " NQ",
"series": "NDQ","instrumentID": " NQUSB55102010","summaryType": “SOD”,"sodValue": 1869.26905146402

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"high": " ","low": " ","eodValue": " ","netChange": " ","effectiveDate": 20220601,"currency": "USD"}ETP Directory and Daily Valuation Message

Schema{"type" : "record","name" : "SeqEtpDirectoryAndDailyValue","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"}, {"name" : "industryMIC","type" : "string"}, {"name" : "etpTradingSymbol","type" : "string"}, {"name" : "etpIpvSymbol","type" : "string"}, {"name" : "schedule","type" : "string"}, {"name" : "frequency","type" : "string"}, {"name" : "state",

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"type" : "string"}, {"name" : "navSymbol","type" : "string"}, {"name" : "NAV","type" : "long"}, {"name" : "ecuSymbol","type" : "string"}, {"name" : "ECU","type" : "long"}, {"name" : "totalCashSymbol","type" : "string"}, {"name" : "totalCash","type" : "long"}, {"name" : "ecsSymbol","type" : "string"}, {"name" : "ECS","type" : "long"}, {"name" : "tsoSymbol","type" : "string"}, {"name" : "tsoOutstanding","type" : "long"}, {"name" : "effectiveDate","type" : "int"}, {"name" : "yield","type" : "long"}, {"name" : "coupon","type" : "long"}, {"name" : "maturityDate","type" : "int"}, {"name" : "currency","type" : "string"}, {"name" : "etpName",

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"type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 38406084,"msgType": "D","timeStamp": 928930027,"fpType": "E","industryMIC": "XNAS","etpTradingSymbol": "ADRE","etpIpvSymbol": "ADREI","schedule": "AME","frequency": "1S","state": "A","navSymbol": "ADREN","NAV": 3966,"ecuSymbol": "ADREM","ECU": 1269988,"totalCashSymbol": "ADRET","totalCash": -389132,"ecsSymbol": "ADRED","ECS": 25,"tsoSymbol": "ADRES","tsoOutstanding": 3500000,"effectiveDate": 20220524,"yield": 0,"coupon": 0,"maturityDate": 20220524,"currency": "USD","etpName": "BLDRS Emerging Markets 50 ADR Index Fund"}ETP Intra-Day Valuation Message

Schema{"type" : "record","name" : "SeqEtpIpvValuet","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence",

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"type" : "long"}, {"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"}, {"name" : "ipvSymbol","type" : "string"}, {"name" : "ipvValue","type" : "long"}, {"name" : "currency","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 23701552,"msgType": "S","timeStamp": 778252208,“fpType”: "E",
“ipvSymbol”: "QXV",“ipvValue”: 292.56,“currency”: "USD",}ETP Summary Message

Schema{"type" : "record","name" : "SeqEtpSummary","fields" : [ {"name" : "SoupPartition","type" : "int"}, {"name" : "SoupSequence","type" : "long"

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}, {
"name" : "msgType","type" : "string"}, {"name" : "timeStamp","type" : "int"}, {"name" : "fpType","type" : "string"}, {"name" : "summaryType","type" : "string"}, {"name" : "ipvSymbol","type" : "string"}, {"name" : "sodValue","type" : "long"}, {"name" : "high","type" : "long"}, {"name" : "low","type" : "long"}, {"name" : "eodValue","type" : "long"}, {"name" : "netChange","type" : "long"}, {"name" : "effectiveDate","type" : "int"}, {"name" : "currency","type" : "string"}]

Sample{"SoupPartition": 0,"SoupSequence": 23744760,"msgType": "C","timeStamp": 768467132,"fpType": "E","summaryType": “SOD”,"ipvSymbol": " QXV",Version 1.0j

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"ipvValue": " ","sodValue": 8012.3054690179,"high": " ","low": " ","eodValue": " ","netChange": " ","effectiveDate": 20220523,"currency": "USD"}

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6 Revision History
Date
12/06/2011
2/1/2012

Version
1.0
1.0a

7/31/2012

1.0b

9/26/2012

1.0c

12/14/2012

1.0d

Change Description
Initial Publication of vendor specifications
Minor documentation clean up.
• Removed reference to ITCH
Minor documentation clean up.
• Updated Geography Codes in Appendix A7
o DEUK – Dev Europe ex UKo EXUK – Europe ex UK• Within Section 4.4 corrected the offset values to reflect the correct
calculation
Minor documentation clean up.
• Updated Geography Codes in Appendix A7o Removed values that are currently defined in the ISO 3166
standard
o Added several new codes to support Global Index initiative
scheduled for Q3/Q4 2012
• Added new value in Appendix A3o NQG – Nasdaq Global Index
Added the new “NSA” Schedule/Session ID. See Data Technical News #2013-38
for additional information.
Updated the Appendix 12 to include the system and tick times for each
Schedule/Session.

02/05/2014

1.0e

Added New Table- Schedule/ Session ID effective from Sunday 9th March 201403/06/2015

1.0f

Nasdaq expects to launch Exchange Traded Managed Funds (ETMFs) as a new
Exchange Traded Product (ETP) asset class in the 4th Quarter of 2015.
ETMF Intraday Indicative Value (IIVs) will be disseminated via GIDS at 15 minuteintervals via the existing Message “E” (ETP Intra-day Valuation Message). ETMF
IIVs are expected to be disseminated during normal U.S. market hours only.

4/27/2020

1.0g

11/19/2020
4/8/2022

1.0h
1.0i

Nasdaq has added a new Financial Product Type of “F” and a new Distribution
Frequency of “15m” for Exchange Traded Managed Funds (ETMFs) to Appendix Aof this document.
Minor documentation clean up.
• Removed reference to the SoupBinTCP delivery protocol• Added reference to Cloud Delivery in Section 2 – Architecture• Broadened reference from GAP indexes to third party indexes in section
4.2.
Included the System Schedule under section A.12 Schedule / Session ID
Minor documentation clean up.
• Added a note below the System Schedule under section A.12 Schedule /Session ID to indicate that EOD message may vary for each index.

GIDS 2.0 Interface Specification

6/1/2022

1.0j• Removed VNX (VINX) from A.2 Brand and A.3 Series tables.
Added schema and sample data for each message type© 2020. Nasdaq, Inc. All Rights Reserved.

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