What does the ALIAS name "NMP" in Consolidated XBO feeds?

jzhao
jzhao
in Elektron

We subscribe European XBO trades from ELEKTRON via RFA API. In our XBO feeds, we use ALIAS to identify exchanges. For example, LSE for London Stock Exchange, BTE for BATS. However, in some of XBOs, like Helsinki, other than other aliases, we encounter the ALIAS that is set to "NMP". It seems that the trades are OnBook Dark trades but anybody knows what "NMP" stands for? thanks.

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Best Answer

  • warat.boonyanit
    warat.boonyanit
    Answer ✓

    According to Data Specialist, "NMP" are Dark Trades.

    "NMP" is a venue ID that stands for OMX Dark Trade Reports which belongs to NASDAQ.

Answers

  • Nipat Kunvutipongsak
    Nipat Kunvutipongsak

    Hello @jzhao,

    In an enumtype.def dictionary file, I can find meanings for these acronyms except 'NMP'.

    "XBO"   MiFID Composite Cross Market Service
    "LSE"   London Stock Exchange
    "BTE"   BATS TRADING EUROPE

    Similar Result:
    "  LNMP  "   London, Milan and Parma

    What's the RIC and field that gives you 'NMP'?

  • jzhao
    jzhao

    NMP appears in fields of GV5_TEXT, ALIAS, TRD_P_XID, LCLNPR_SRC in NOKIAEUR.xbo feeds.

    Example was from 04/11 07:57:58.981812 Update Msg : ELEKTRON_DD - NOKIAEUR.xbo

    TRDPRC_1 4.9510 TRDVOL_1 35 ACVOL_1 8246102 NUM_MOVES 7030 SEQNUM 7030 EXCHTIM 11:57:58:000:000:000 TRDTIM_1 11:57:00:000:000:000 TRADE_DATE 11 APR 2017 GN_TX20_1 C CONTR_MNTH C GN_TX20_2 GV6_TEXT HEX GN_TX20_4 GV5_TEXT NMP GV2_DATE 11 APR 2017 GV9_TEXT CHI GN_TX20_5 IRGCOND (0) ALIAS NMP TRADE_ID 259492 TRD_IND_1 C TRD_P_XID NMP LST_CLN_PR 4.9510 LCLNPR_SRC NMP

  • jzhao
    jzhao

    thank you Warat, this is resolved now.

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