The National Stock Exchange (NSE) on May 08, 2026, issued circular on Market Data – New broadcast parameters in Futures & Options Segment.
The National Stock Exchange of India has issued a modification to its earlier circular regarding market data broadcast in the Futures & Options (F&O) segment. The key change involves upgrading the data type for token-level cumulative volume from a 4-byte Unsigned Integer to an 8-byte LONG, enabling more accurate and enhanced data handling.
To support this upgrade, the Exchange is introducing new broadcast parameters across Market by Price (MBP), Market Watch, and Bhavcopy data streams, including both existing and additional streams. Updated technical details and stream configurations are provided in revised annexures.
The changes will be available for testing from May 9, 2026, and will go live from May 11, 2026. An interim co-existence period will allow members to receive both old and new broadcast parameters before the old system is phased out. Members are advised to update systems, follow migration guidelines, and ensure readiness for switching between parameters during this transition.
[Circular No: 36/2026]
