Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Establish the Latency Optics Add-on Service to QView, 3480-3482 [2013-00791]
Download as PDF
3480
Federal Register / Vol. 78, No. 11 / Wednesday, January 16, 2013 / Notices
subscription to TradeInfo for up to 5 users at
no additional cost beginning April 1, 2013.
SECURITIES AND EXCHANGE
COMMISSION
*
[Release No. 34–68617; File No. SR–
NASDAQ–2013–005]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Establish
the Latency Optics Add-on Service to
QView
January 10, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on January 4,
2013, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or ‘‘Exchange’’), filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
mstockstill on DSK4VPTVN1PROD with
The Exchange proposes to establish
the Latency Optics add-on service to
QView offered at no cost to subscribing
members beginning February 4, 2013,
and for a monthly fee beginning April
1, 2013.
The text of the proposed rule change
is below. Proposed new language is
italicized.
7058. QView
(a) QView is a web-based tool designed to
give a subscribing member the ability to track
its order flow on Nasdaq, and create both
real-time and historical reports of such order
flow. Members may subscribe to QView for
a fee of $600 per month, per member firm.
(b) A QView subscriber may subscribe to
the Latency Optics add-on service. Latency
Optics is a web-based tool accessed through
QView that provides a subscribing member
the ability to monitor the latency of its order
messages through its OUCH ports on the
Nasdaq system in real-time, analyze the
latency of messages sent to the Nasdaq
system, and compare its latency to the
average latency on the Nasdaq system at any
given time. In addition users can view
latency detail for order to book (i.e., how
quickly an order is visible on the ITCH feed).
A member may subscribe to the Latency
Optics add-on at no cost beginning February
4, 2013, and for a fee of $2,900 per month/
per member beginning April 1, 2013. A
Latency Optics subscription includes
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Mar<15>2010
17:01 Jan 15, 2013
Jkt 229001
*
*
*
*
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to adopt a
new add on service to QView that
provides a subscribing member firm
with real-time order latency and
analytical tools to measure the historical
latency of the member firm’s order
messages sent to and from the NASDAQ
Market Center (‘‘System’’) through the
member firm’s OUCH ports 3 and
received on ITCH ports. Latency Optics,
which is accessed through QView,4
allows a subscribing member firm to
view the latency of its orders, segregated
by MPID and/or ports. The tool
measures: (1) The roundtrip time that it
takes from when an order enters the
NASDAQ network to the time the
acknowledgement is received back to
the client edge; (2) the roundtrip time
that it takes from when an order enters
the NASDAQ network to the time that
the order appears on the TotalView
ITCH multicast feed; and (3) the
roundtrip time that it takes from when
an order cancel request enters the
NASDAQ network to when the out
message is received back to the client
edge. The data provided by Latency
Optics is displayed graphically and in
table format, showing the latency
3 A port is a means by which a member firm may
connect to the System. Ports are designated by the
connection protocol used (e.g., OUCH, FIX, RASH).
4 QView is a web-based, front-end application
that allows a subscribing member firm to track all
of its trading activity on the Exchange through
detailed order and execution summaries. In
addition, QView provides a subscribing member
firm with statistics concerning the total number of
executions, total volume, dollar value of executions,
executions by symbol, add versus remove, buy
versus sell, display versus non-display, number of
open orders, use of routing strategies and liquidity
code designation.
PO 00000
Frm 00091
Fmt 4703
Sfmt 4703
experienced by the subscribing member
firm for each of the three categories of
latency for the current trading day,
segregated by the firm’s MPIDs and/or
ports. The subscribing member firm may
select an individual port to drill down
to more detailed latency information
concerning that port for the current
trading day, including trade-by-trade
latency data. The subscribing member
firm may further drill down to more
detailed information on one of the three
individual latency categories for the
individual port.
Latency Optics allows a subscribing
member firm to set an alert when a
certain latency threshold is reached in
any of the three categories of latency
measured. The thresholds for the alerts
are determined by the subscribing
member firm and are individually set by
port, and the firm may elect to have the
alert notifications provided hourly or at
the end of the trading day.
The Exchange is proposing to offer the
Latency Optics at no cost, other than
subscription to QView and at least one
subscription to TradeInfo,5 on February
4, 2013. As noted, Latency Optics is an
add-on service to QView, and as such a
member firm must also subscribe to
QView to access Latency Optics. In
addition, a member firm that subscribes
to QView, and by extension Latency
Optics, must also have at least one
TradeInfo subscription. TradeInfo
allows a subscribing member firm to
query for their [sic] orders submitted to
the System and perform certain actions
concerning the queried orders, such as
canceling open orders. TradeInfo is the
means by which a member firm accesses
QView and Latency Optics. TradeInfo is
offered complimentary as part of the
NASDAQ Workstation or separately for
a fee of $95 per user, per month. Each
TradeInfo user account provides an
access point to QView and Latency
Optics, therefore a member firm that
subscribes to multiple TradeInfo
accounts may access both QView and
Latency Optics through each of its
TradeInfo user accounts concurrently.
The Exchange is proposing to assess the
monthly fee of $2,900 per member firm
for Latency Optics, beginning on April
1, 2013, and which will include up to
5 monthly subscriptions to TradeInfo.
Any TradeInfo subscriptions held by a
5 TradeInfo allows a subscribing member firm to
perform actions on their [sic] orders, such as
querying all orders in a particular security or all
orders of a particular type, regardless of their status
(open, canceled, executed, etc.). For example, after
querying for open orders the user is then able to
select that open order and is allowed to make
corrections to the order or cancel the order. See
Rule 7015(f); see also Securities Exchange Act
Release No. 55135 (January 19, 2007), 72 FR 3893
(January 26, 2007)(SR–NASDAQ–2006–062).
E:\FR\FM\16JAN1.SGM
16JAN1
Federal Register / Vol. 78, No. 11 / Wednesday, January 16, 2013 / Notices
Latency Optics subscriber in excess of 5
will continue to be assessed the normal
monthly subscription fee after April 1,
2013.
mstockstill on DSK4VPTVN1PROD with
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,6
in general, and Section 6(b)(4) of the
Act,7 in particular, because it provides
for the equitable allocation of reasonable
dues, fees and other charges among
members and issuers and other persons
using any facility or system that
NASDAQ operates or controls. The
Latency Optics add-on service is
voluntary and the subscription fee will
be imposed on all purchasers equally.
NASDAQ notes that Latency Optics is
only available for a member firm’s
OUCH ports at this time. NASDAQ
believes that it is equitable and not
unfairly discriminatory to limit the addon service to OUCH ports because the
measure of latency monitored by the
service is of greatest value to users of
OUCH ports. OUCH is a NASDAQ
proprietary protocol that is used by
member firms to access the System as
efficiently as possible.8 For such OUCH
port users, latency as measured by the
Latency Optics service may be
important in making investment
decisions. Should a member firm wish
to access the information provided by a
Latency Optics subscription, it may
subscribe to and trade via an OUCH port
at any time, thus enabling it to subscribe
to Latency Optics. NASDAQ may offer
Latency Optics for other types of ports
should there be member firm interest in
expanding the add-on service to cover
these ports. The proposed fee will be
allocated to cover the costs associated
with establishing the service,
responding to customer requests,
configuring NASDAQ systems,
programming to user specifications, and
administering the service, among other
things, and may provide NASDAQ with
a profit to the extent costs are covered.
The Exchange determined that the
proposed fee is reasonable based on
member firm interest in the service,
costs associated with developing and
supporting the service, and the value
that the Latency Optics service provides
to subscribing member firms. The
information provided by the Latency
Optics service relates to the subscribing
member firm’s order message activity
6 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
8 The OUCH protocol, unlike the FIX protocol for
example, does not provide routing or special order
instructions such as directed orders, or order types
that check the NASDAQ book first and then route
away to other destinations.
7 15
VerDate Mar<15>2010
17:01 Jan 15, 2013
Jkt 229001
through its OUCH ports, and is a
measure of the speed at which such
message activity is passing through in
any given time. This information is
valuable to member firms that rely on
high connectivity speed to effectuate
their trading strategies.
The Exchange believes the proposed
rule change is consistent with Section
6(b)(5) of the Act,9 which requires that
the rules of an exchange be designed to
prevent fraudulent and manipulative
acts and practices, promote just and
equitable principles of trade, foster
cooperation and coordination with
persons engaged in regulating, clearing,
settling, processing information with
respect to, and facilitating transactions
in securities, remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, protect
investors and the public interest; and
are not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers. The
Exchange believes the proposed rule
change is consistent with these
requirements because the proposed
service provides a subscribing member
firm with a useful analytical tool with
which it may measure latency of order
messages sent to, and received from, the
System. With this information, a
subscribing member firm will know
what latency it is experiencing for a
given order or execution on NASDAQ,
and make more informed decisions
based on this knowledge. Accordingly,
the Exchange believes that the proposed
service will further goals of the Act by
providing a subscribing member firm
with greater transparency with respect
to latency it is experiencing in real-time
through its connectivity to the System.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
To the contrary, the Exchange believes
that the proposed rule change will
promote competition among Exchanges
by encouraging them to provide their
members with useful metrics
concerning the latency experienced by
their order messages, similar to Latency
Optics. Such services would provide
market participants with greater insight
into the performance they receive from
a particular market thus allowing them
to make more informed investment
decisions. As such, the Exchange
believes that only competitor markets
will be burdened by the proposed new
service, as they may be forced to
develop and offer a similar service to
their members to remain competitive.
The Exchange believes that this is
appropriate in furtherance of the
purposes of the Act because, by offering
such services to its members, these
competitor markets will allow a greater
number of market participants to make
more informed investment decisions.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(ii) [sic] of the Act 10 and
subparagraph (f)(6) of Rule 19b-4
thereunder.11
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved. The
Exchange has provided the Commission
written notice of its intent to file the
proposed rule change, along with a brief
description and text of the proposed
rule change, at least five business days
prior to the date of filing of the
proposed rule change.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
10 15
9 15
PO 00000
U.S.C. 78f(b)(5).
Frm 00092
Fmt 4703
11 17
Sfmt 4703
3481
E:\FR\FM\16JAN1.SGM
U.S.C. 78s(b)(3)(a)(ii) [sic].
CFR 240.19b-4(f)(6).
16JAN1
3482
Federal Register / Vol. 78, No. 11 / Wednesday, January 16, 2013 / Notices
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2013–005 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
mstockstill on DSK4VPTVN1PROD with
All submissions should refer to File
Number SR–NASDAQ–2013–005. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
offices of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NASDAQ–2013–005, and should be
submitted on or before February 6, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–00791 Filed 1–15–13; 8:45 am]
BILLING CODE 8011–01–P
12 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
17:01 Jan 15, 2013
Jkt 229001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68616; File No. SR–
NYSEArca–2012–37]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Withdrawal of
Proposed Rule Change Proposing a
Pilot Program To Create a Lead Market
Maker Issuer Incentive Program for
Issuers of Certain Exchange-Traded
Products Listed on NYSE Arca, Inc.
January 10, 2013.
On April 27, 2012, NYSE Arca, Inc.
(‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
create and implement, on a pilot basis,
a Lead Market Maker Issuer Incentive
Program for issuers of certain exchangetraded products listed on the Exchange.
The proposed rule change was
published for comment in the Federal
Register on May 17, 2012.3 The
Commission initially received two
comment letters on the proposal.4 On
June 20, 2012, the Commission
extended the time period in which to
either approve the proposed rule
change, disapprove the proposed rule
change, or institute proceedings to
determine whether to disapprove the
proposed rule change, to August 15,
2012.5 The Commission subsequently
received one additional comment letter
on the proposed rule change.6
On July 11, 2012, the Commission
instituted proceedings to determine
whether to approve or disapprove the
proposed rule change.7 The Commission
thereafter received six comment letters
and a response letter from the
Exchange.8 On October 2, 2012, the
Commission issued a notice of
designation of longer period for
Commission action on proceedings to
determine whether to disapprove the
proposed rule change.9 On January 9,
2013, the Exchange withdrew the
proposed rule change (SR–NYSEArca–
2012–37).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–00790 Filed 1–15–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68536; File No. SR–SCCP–
2012–02]
Self-Regulatory Organizations; Stock
Clearing Corporation of Philadelphia;
Notice of Filing of Proposed Rule
Change With Respect to the
Amendment of the By-Laws of Its
Parent Corporation, The NASDAQ OMX
Group, Inc.
December 26, 2012.
Correction
In notice document 2012–31464,
appearing on pages 128–132 in the issue
of Wednesday, January 2, 2013, make
the following correction:
On page number 132, in the third
column, on the thirteenth and
fourteenth lines, the date reading
‘‘January 23, 2012’’ should read
‘‘January 23, 2013’’.
[FR Doc. C1–2012–31464 Filed 1–15–13; 8:45 am]
BILLING CODE 1505–01–D
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 66966
(May 11, 2012), 77 FR 29419.
4 See Letter from Gus Sauter, Managing Director
and Chief Investment Officer, Vanguard, dated June
7, 2012; and Letter from Ari Burstein, Senior
Counsel, Investment Company Institute, dated June
7, 2012.
5 See Securities Exchange Act Release No. 67222
(June 20, 2012), 77 FR 38116 (June 26, 2012).
6 See Letter from John T. Hyland, CFA, Chief
Investment Officer, United States Commodity
Funds LLC, dated June 27, 2012.
7 See Securities Exchange Act Release No. 67411,
77 FR 42052 (July 17, 2012).
8 See Letter from Joseph Cavatoni, Managing
Director, and Joanne Medero, Managing Director,
BlackRock, Inc., dated July 11, 2012; Letter from
Stanislav Dolgopolov, Assistant Adjunct Professor,
UCLA School of Law, dated August 15, 2012; Letter
from James E. Ross, Global Head, SPDR Exchange
Traded Funds, State Street Global Advisors, dated
August 16, 2012; Letter from Ari Burstein, Senior
Counsel, Investment Company Institute, dated
2 17
PO 00000
Frm 00093
Fmt 4703
Sfmt 9990
August 16, 2012; Letter from F. William McNabb,
Chairman and Chief Executive Officer, Vanguard,
dated August 16, 2012; and Letter from Andrew
Stevens, Legal Counsel, IMC Chicago, LLC d/b/a
IMC Financial Markets, dated August 16, 2012. See
also Letter from Janet McGinness, EVP & Corporate
Secretary, General Counsel, NYSE Markets, dated
August 14, 2012.
9 See Securities Exchange Act Release No. 67962,
77 FR 61462 (October 9, 2012).
10 17 CFR 200.30–3(a)(12).
E:\FR\FM\16JAN1.SGM
16JAN1
Agencies
[Federal Register Volume 78, Number 11 (Wednesday, January 16, 2013)]
[Notices]
[Pages 3480-3482]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-00791]
[[Page 3480]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68617; File No. SR-NASDAQ-2013-005]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Establish the Latency Optics Add-on Service to QView
January 10, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on January 4, 2013, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange''), filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to establish the Latency Optics add-on
service to QView offered at no cost to subscribing members beginning
February 4, 2013, and for a monthly fee beginning April 1, 2013.
The text of the proposed rule change is below. Proposed new
language is italicized.
7058. QView
(a) QView is a web-based tool designed to give a subscribing
member the ability to track its order flow on Nasdaq, and create
both real-time and historical reports of such order flow. Members
may subscribe to QView for a fee of $600 per month, per member firm.
(b) A QView subscriber may subscribe to the Latency Optics add-
on service. Latency Optics is a web-based tool accessed through
QView that provides a subscribing member the ability to monitor the
latency of its order messages through its OUCH ports on the Nasdaq
system in real-time, analyze the latency of messages sent to the
Nasdaq system, and compare its latency to the average latency on the
Nasdaq system at any given time. In addition users can view latency
detail for order to book (i.e., how quickly an order is visible on
the ITCH feed).
A member may subscribe to the Latency Optics add-on at no cost
beginning February 4, 2013, and for a fee of $2,900 per month/per
member beginning April 1, 2013. A Latency Optics subscription
includes subscription to TradeInfo for up to 5 users at no
additional cost beginning April 1, 2013.
* * * * *
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to adopt a new add on service to QView
that provides a subscribing member firm with real-time order latency
and analytical tools to measure the historical latency of the member
firm's order messages sent to and from the NASDAQ Market Center
(``System'') through the member firm's OUCH ports \3\ and received on
ITCH ports. Latency Optics, which is accessed through QView,\4\ allows
a subscribing member firm to view the latency of its orders, segregated
by MPID and/or ports. The tool measures: (1) The roundtrip time that it
takes from when an order enters the NASDAQ network to the time the
acknowledgement is received back to the client edge; (2) the roundtrip
time that it takes from when an order enters the NASDAQ network to the
time that the order appears on the TotalView ITCH multicast feed; and
(3) the roundtrip time that it takes from when an order cancel request
enters the NASDAQ network to when the out message is received back to
the client edge. The data provided by Latency Optics is displayed
graphically and in table format, showing the latency experienced by the
subscribing member firm for each of the three categories of latency for
the current trading day, segregated by the firm's MPIDs and/or ports.
The subscribing member firm may select an individual port to drill down
to more detailed latency information concerning that port for the
current trading day, including trade-by-trade latency data. The
subscribing member firm may further drill down to more detailed
information on one of the three individual latency categories for the
individual port.
---------------------------------------------------------------------------
\3\ A port is a means by which a member firm may connect to the
System. Ports are designated by the connection protocol used (e.g.,
OUCH, FIX, RASH).
\4\ QView is a web-based, front-end application that allows a
subscribing member firm to track all of its trading activity on the
Exchange through detailed order and execution summaries. In
addition, QView provides a subscribing member firm with statistics
concerning the total number of executions, total volume, dollar
value of executions, executions by symbol, add versus remove, buy
versus sell, display versus non-display, number of open orders, use
of routing strategies and liquidity code designation.
---------------------------------------------------------------------------
Latency Optics allows a subscribing member firm to set an alert
when a certain latency threshold is reached in any of the three
categories of latency measured. The thresholds for the alerts are
determined by the subscribing member firm and are individually set by
port, and the firm may elect to have the alert notifications provided
hourly or at the end of the trading day.
The Exchange is proposing to offer the Latency Optics at no cost,
other than subscription to QView and at least one subscription to
TradeInfo,\5\ on February 4, 2013. As noted, Latency Optics is an add-
on service to QView, and as such a member firm must also subscribe to
QView to access Latency Optics. In addition, a member firm that
subscribes to QView, and by extension Latency Optics, must also have at
least one TradeInfo subscription. TradeInfo allows a subscribing member
firm to query for their [sic] orders submitted to the System and
perform certain actions concerning the queried orders, such as
canceling open orders. TradeInfo is the means by which a member firm
accesses QView and Latency Optics. TradeInfo is offered complimentary
as part of the NASDAQ Workstation or separately for a fee of $95 per
user, per month. Each TradeInfo user account provides an access point
to QView and Latency Optics, therefore a member firm that subscribes to
multiple TradeInfo accounts may access both QView and Latency Optics
through each of its TradeInfo user accounts concurrently. The Exchange
is proposing to assess the monthly fee of $2,900 per member firm for
Latency Optics, beginning on April 1, 2013, and which will include up
to 5 monthly subscriptions to TradeInfo. Any TradeInfo subscriptions
held by a
[[Page 3481]]
Latency Optics subscriber in excess of 5 will continue to be assessed
the normal monthly subscription fee after April 1, 2013.
---------------------------------------------------------------------------
\5\ TradeInfo allows a subscribing member firm to perform
actions on their [sic] orders, such as querying all orders in a
particular security or all orders of a particular type, regardless
of their status (open, canceled, executed, etc.). For example, after
querying for open orders the user is then able to select that open
order and is allowed to make corrections to the order or cancel the
order. See Rule 7015(f); see also Securities Exchange Act Release
No. 55135 (January 19, 2007), 72 FR 3893 (January 26, 2007)(SR-
NASDAQ-2006-062).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\6\ in general, and Section
6(b)(4) of the Act,\7\ in particular, because it provides for the
equitable allocation of reasonable dues, fees and other charges among
members and issuers and other persons using any facility or system that
NASDAQ operates or controls. The Latency Optics add-on service is
voluntary and the subscription fee will be imposed on all purchasers
equally. NASDAQ notes that Latency Optics is only available for a
member firm's OUCH ports at this time. NASDAQ believes that it is
equitable and not unfairly discriminatory to limit the add-on service
to OUCH ports because the measure of latency monitored by the service
is of greatest value to users of OUCH ports. OUCH is a NASDAQ
proprietary protocol that is used by member firms to access the System
as efficiently as possible.\8\ For such OUCH port users, latency as
measured by the Latency Optics service may be important in making
investment decisions. Should a member firm wish to access the
information provided by a Latency Optics subscription, it may subscribe
to and trade via an OUCH port at any time, thus enabling it to
subscribe to Latency Optics. NASDAQ may offer Latency Optics for other
types of ports should there be member firm interest in expanding the
add-on service to cover these ports. The proposed fee will be allocated
to cover the costs associated with establishing the service, responding
to customer requests, configuring NASDAQ systems, programming to user
specifications, and administering the service, among other things, and
may provide NASDAQ with a profit to the extent costs are covered.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4).
\8\ The OUCH protocol, unlike the FIX protocol for example, does
not provide routing or special order instructions such as directed
orders, or order types that check the NASDAQ book first and then
route away to other destinations.
---------------------------------------------------------------------------
The Exchange determined that the proposed fee is reasonable based
on member firm interest in the service, costs associated with
developing and supporting the service, and the value that the Latency
Optics service provides to subscribing member firms. The information
provided by the Latency Optics service relates to the subscribing
member firm's order message activity through its OUCH ports, and is a
measure of the speed at which such message activity is passing through
in any given time. This information is valuable to member firms that
rely on high connectivity speed to effectuate their trading strategies.
The Exchange believes the proposed rule change is consistent with
Section 6(b)(5) of the Act,\9\ which requires that the rules of an
exchange be designed to prevent fraudulent and manipulative acts and
practices, promote just and equitable principles of trade, foster
cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, remove impediments to and
perfect the mechanism of a free and open market and a national market
system, and, in general, protect investors and the public interest; and
are not designed to permit unfair discrimination between customers,
issuers, brokers, or dealers. The Exchange believes the proposed rule
change is consistent with these requirements because the proposed
service provides a subscribing member firm with a useful analytical
tool with which it may measure latency of order messages sent to, and
received from, the System. With this information, a subscribing member
firm will know what latency it is experiencing for a given order or
execution on NASDAQ, and make more informed decisions based on this
knowledge. Accordingly, the Exchange believes that the proposed service
will further goals of the Act by providing a subscribing member firm
with greater transparency with respect to latency it is experiencing in
real-time through its connectivity to the System.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended. To
the contrary, the Exchange believes that the proposed rule change will
promote competition among Exchanges by encouraging them to provide
their members with useful metrics concerning the latency experienced by
their order messages, similar to Latency Optics. Such services would
provide market participants with greater insight into the performance
they receive from a particular market thus allowing them to make more
informed investment decisions. As such, the Exchange believes that only
competitor markets will be burdened by the proposed new service, as
they may be forced to develop and offer a similar service to their
members to remain competitive. The Exchange believes that this is
appropriate in furtherance of the purposes of the Act because, by
offering such services to its members, these competitor markets will
allow a greater number of market participants to make more informed
investment decisions.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A)(ii) [sic] of the Act \10\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\11\
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78s(b)(3)(a)(ii) [sic].
\11\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
The Exchange has provided the Commission written notice of its intent
to file the proposed rule change, along with a brief description and
text of the proposed rule change, at least five business days prior to
the date of filing of the proposed rule change.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
[[Page 3482]]
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2013-005 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2013-005. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal offices of the Exchange.
All comments received will be posted without change; the Commission
does not edit personal identifying information from submissions. You
should submit only information that you wish to make available
publicly. All submissions should refer to File Number SR-NASDAQ-2013-
005, and should be submitted on or before February 6, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-00791 Filed 1-15-13; 8:45 am]
BILLING CODE 8011-01-P