ASX Opens Full-Depth ITCH Feed to Vendors

Abstract

The Australian Securities Exchange (ASX) is currently in the test phase of connecting a number of market data vendors to its ASX 24 ITCH feed of futures and options data, to enable end-users connecting to ASX via vendor terminals and trading screens to access full market depth data from its ASX 24 derivatives market. A large unnamed global data vendor and five global futures data providers began the process of connecting to the ASX 24 feed in May, after an initial rollout to trading members in March, officials say.