Nasdaq Readies Options Depth Feed

Nasdaq's options market was originally scheduled to launch in the first week of December, but was postponed pending approval by the Securities and Exchange Commission. Nasdaq will launch the depth feed when the market eventually begins trading.

The Nasdaq options depth feed will include three data elements-price-level data, last sale data and net order imbalance data. The price-level data message will show the aggregated number of contracts available at each price point; last sale data messag

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