Markets Impacted:

Data Feeds Impacted:

  • Nasdaq Global Index Data Service (GIDS)
  • Nasdaq Global Index Watch (GIW)
  • Nasdaq Global Index FlexFile Delivery (GIFFD)

Contact Information:

What you need to know:

Effective Monday, October 21st, 2024, Nasdaq will begin disseminating the following new indexes on the Nasdaq Global Index Data ServiceSM (GIDS).

What are the new indexes?

The SMID Growth Strength Index (NQCAPSGSM) seeks to provide exposure to well-capitalized small and mid-sized companies with strong market positions. The companies are screened for strong balance sheets, a high degree of liquidity, the ability to generate earnings growth and a record of financial strength and profit growth. The Index is composed of 100 securities selected objectively based on cash on hand, debt ratios, revenue growth and cash flow growth.

The Nasdaq-100 Top 30 UCITS Index is designed to target the performance of the 30 largest companies from the Nasdaq-100 Index® (NDX®) based on market capitalization. The Nasdaq-100 Index® (NDX®) is designed to measure the performance of 100 of the largest Nasdaq-listed non-financial companies.

The Nasdaq-100 ex Top 30 UCITS Index is designed to target the performance of the 70 smallest companies from the Nasdaq-100 Index® (NDX®) based on market capitalization. The Nasdaq-100 Index® (NDX®) is designed to measure the performance of 100 of the largest Nasdaq-listed non-financial companies.

The Nasdaq Clean Edge Global Water Index is designed to track the performance of companies that derive a substantial portion of their revenues from the potable water and wastewater industry, as defined by Clean Edge. Industry exposure includes water distribution, infrastructure (pumps, pipes, and valves), water solutions (purification and filtration), and ancillary services such as consulting, construction, and metering. Companies are also evaluated on the basis of their business activities, controversies, and ESG Risk Ratings.

How are the Indexes disseminated?

On Monday October 21st, 2024, data recipients will receive real-time index information from the proprietary GIDS data feed with the following attributes:

Instrument ID Instrument Name Currency Frequency FP Type Brand Session ID
NQCAPSGSM The SMID Growth Strength Index USD 1s I NQ AME NQCAPSGSMT The SMID Growth Strength Total Return Index USD 1s I NQ AME NQCAPSGSMN The SMID Growth Strength Net Total Return Index USD 1s I NQ AME NDX30U Nasdaq-100 Top 30 UCITS Index USD 1s I NQ AME NDX30UT Nasdaq-100 Top 30 UCITS Total Return Index USD 1s I NQ AME NDX30UN Nasdaq-100 Top 30 UCITS Notional Net Total Return Index USD 1s I NQ AME NDX70U Nasdaq-100 Ex Top 30 UCITS Index USD 1s I NQ AME NDX70UT Nasdaq-100 Ex Top 30 UCITS Total Return Index USD 1s I NQ AME NDX70UN Nasdaq-100 Ex Top 30 UCITS Notional Net Total Return Index USD 1s I NQ AME GHHO Nasdaq Clean Edge Global Water Index USD 1s I NQ GLO GHHOT Nasdaq Clean Edge Global Water Total Return Index USD 1s I NQ GLO GHHON Nasdaq Clean Edge Global Water Net Total Return Index USD 1s I NQ GLO

In addition to the real-time tick messages, Nasdaq will support the following directory messages on GIDS:

  • Equities Summary (Message Type F): Disseminated at the end of the U.S. and European trading session to relay the summary of the current trading day’s activity for an equity index.
  • Index Directory (Message Type R): Disseminated at the start of each day to relay basic index information.

Will the components and weightings data be made available?

Yes. For access and more information on the Index on the Nasdaq Global Index Watch (GIW) and Nasdaq Global Index FlexFile Delivery (GIFFD), please contact Nasdaq Index Data Sales.

Where can I find additional information?

For questions about Nasdaq index products, please contact Index Services or visit GIW.














Source link