TRACE Data Changes and Testing Information

Effective Monday, July 30, 2012, FINRA will update the Agency Debt Trade Dissemination (ATDS) and Bond Trade Dissemination Service (BTDS) data feeds and the Web API Specifications for Corporate and Agency Debt and Securitized Products File Downloads to provide additional fixed income market reference data and to improve process tracking capabilities.

 

Users who want to continue to process the data streams and files must be prepared to accept these changes in production beginning July 30, 2012.

 

Changes to Products

ATDS and BTDS:

  • Include BSYM (Bloomberg Symbol) in all transaction messages in the message label 12-byte “Future Use” field. Affects Category T, Type G, H, I messages
  • Include BSYM (Bloomberg Symbol) in administrative messages in the message body 12-byte “Future Use” field. Affects Category A, Type E and H messages

API – Corporate and Agency Debt:

  • Include a Daily List Timestamp in all daily list event files

API – Securitized Products:

  • Daily List Files:
    • Include a Daily List Timestamp in all daily list event files
    • Include Tranche ID and New Tranche ID in all daily list event files
    • Include BSYM (Bloomberg Symbol) in “Reserved 1” field
    • Include New BSYM in “Reserved 2” field
  • Security Master File
    • Include BSYM (Bloomberg Symbol) in “Reserved 1” field

Testing Directions

From Monday, June 18, 2012, through Friday, July 27, 2012, FINRA will allow firms to test the Bond Trade Dissemination Service (BTDS) and Agency Debt Trade Dissemination Service (ATDS) vendor feeds as well as the Reference Data Application Programming Interface (API) at no charge. Authorized firms will be able to test the vendor feeds and API for the changes instituted with this software release.

 

Reference Data Application Programming Interface (API) Test Download Files

Subject

Information

Contact

Test registration

Not required

 

Connectivity - API Secure Website Domain

https://download-ntf.finratraqs.org

FINRA Operations at (866) 776-0800

File addresses

Use specific query parameters in the API specifications.

 

Testing hours—API downloads

10:30 a.m. – 3:30 p.m. ET

 

Help with test functions supported

All files

FINRA Product Management

 

ATDS/BTDS Test Data Stream

Subject

Information

Contact

Test registration

Required

FINRA Product Management

Connectivity requirements

In order to receive the test data, firms may purchase a circuit to directly connect to the feeds or contact their extranet provider to request access to the test data stream.

To purchase a circuit, contact NASDAQ OMX Subscriber Services at (212) 231-5180; Option #3

If you connect via extranet, please contact your provider.

Connectivity addresses (IPs and Ports)

BTDS:
Group IP = 233.56.159.128
Port = 50214

ATDS:
Group IP = 233.56.159.129
Port = 50215

Both feeds use Source IP of 206.200.23.21

Please contact your extranet provider in order to configure access to the IPs and ports listed.

Testing hours – BTDS/ATDS

Mon - Fri 8 a.m. – 6 p.m. ET

 

Data

The test data will be furnished as firms test trade input; it is possible that the test stream may experience periods of slow or no data as the stream is dependent on actual firm testing.

 

 

Please contact FINRA Product Management or call (866) 899-2107 with questions about this notice.