Market Data Feeds

Access NZX real-time market data via two direct feed options, designed for different latency and content requirements.

Choose between low-latency, full depth order book data via Nasdaq ME ITCH, or a consolidated feed with additional market content via the NZX Market Depth Feed (MDF).

Contact us: data@nzx.com 

Nasdaq ME ITCH Feed

Our lowest latency market data feed, disseminated directly from the Nasdaq ME trading engine. Designed for trading participants, market makers, and firms requiring real-time, full-depth order book data.

Key features

• Full depth order book data using ITCH (TotalView) protocol
• Ultra-low latency market data delivery
• Point-to-point and multicast transport options (SoupBinTCP and MoldUDP64)
• Covers NZX equity, debt, and derivatives markets

Specification

Contact NZX

NZX Market Depth Feed (MDF)

A consolidated market data feed providing real-time updates at one-second intervals, alongside additional NZX market content.

Designed for vendors, platforms, and users requiring broad market coverage without ultra-low latency requirements.

Key features

• Real-time market data via TCP/IP streaming connection
• Includes order book, trade, quote, and index data
• Additional content not available via ITCH, including:
  • Corporate actions
  • Company announcements
  • Global Dairy Trade (GDT) pricing
• Covers NZX equity, debt, derivatives, and GDT markets

Specification:

How to Access

Direct - Connect directly to NZX for the fastest access to market data.

Via a Vendor - NZX market data is also available through authorised third-party vendors, supporting both display and non-display use cases.