Nasdaq Cloud Data Service (NCDS) — Kafka Streams

asyncapi: 2.6.0
id: urn:com:nasdaq:ncds
info:
  title: Nasdaq Cloud Data Service (NCDS) — Kafka Streams
  version: 1.0.0
  description: 'AsyncAPI 2.6 description of the Nasdaq Cloud Data Service (NCDS) public

    delivery surface. NCDS delivers real-time exchange data over Apache Kafka

    (TLS) using SASL/OAUTHBEARER against a Keycloak `pro-realm` token endpoint.

    Topic names, the bootstrap server pattern (`{streams_endpoint_url}:9094`),

    OAuth configuration, the Avro message format, and the supported SDK

    operations are all sourced verbatim from Nasdaq''s official open-source

    SDK READMEs (Java, Python) and the NCDS REST API repository.


    Topic enumeration is intentionally narrow: only topics that appear by name

    in the official Java and Python SDK READMEs are modeled as channels.

    Nasdaq''s onboarding documentation explicitly states the actual set of

    streams a client may consume is product-license-gated — quote:

    "This sample code only connects to one topic (NLSPLUS-CTA-V4); during

    on-boarding process, you will receive a topic list that you''re entitled

    to." For that reason a generic `{topic}` channel is also exposed to

    represent any entitlement-gated stream whose name is not enumerated in

    public docs (e.g. Nasdaq Basic, TotalView, OTC Markets, Options product

    families referenced but not named as Kafka topics in the public SDKs).

    '
  contact:
    name: Nasdaq Cloud Data Service
    url: https://github.com/Nasdaq/NasdaqCloudDataService
  license:
    name: Nasdaq Cloud Data Service — commercial entitlement required
    url: https://www.nasdaq.com/solutions/data/nasdaq-data-link
  x-apievangelist-source:
  - https://github.com/Nasdaq/NasdaqCloudDataService
  - https://github.com/Nasdaq/NasdaqCloudDataService-SDK-Java
  - https://github.com/Nasdaq/NasdaqCloudDataService-SDK-Python
  - https://github.com/Nasdaq/NasdaqCloudDataService-REST-API
defaultContentType: application/vnd.apache.avro+binary
servers:
  production:
    url: '{streamsEndpointUrl}:9094'
    protocol: kafka-secure
    protocolVersion: '2.8'
    description: 'NCDS Apache Kafka broker. The host portion (`{streamsEndpointUrl}`) is

      issued during onboarding; the port is fixed at 9094. Transport is TLS

      with SASL/OAUTHBEARER authentication. Sourced verbatim from the SDK

      kafka-config.json template: `bootstrap.servers={streams_endpoint_url}:9094`.

      '
    variables:
      streamsEndpointUrl:
        default: streams.ncds.nasdaq.com
        description: 'Tenant-specific NCDS Kafka bootstrap hostname provided by Nasdaq

          during onboarding. The default shown here is a placeholder — the

          actual host is delivered by Nasdaq.

          '
    security:
    - ncdsOAuth: []
    bindings:
      kafka:
        schemaRegistryUrl: https://{auth_endpoint_url}/schema-registry
        schemaRegistryVendor: confluent
        bindingVersion: 0.4.0
    tags:
    - name: kafka
    - name: tls
    - name: sasl_ssl
channels:
  GIDS:
    description: 'Global Index Data Service (GIDS). Real-time index values and

      constituent updates published by Nasdaq. Topic name `GIDS` is

      enumerated verbatim in both the Java and Python SDK READMEs as one

      of the example streams returned by the `TOPICS` operation.

      '
    bindings:
      kafka:
        topic: GIDS
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeGIDS
      summary: Consume Global Index Data Service messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  NLSUTP:
    description: 'Nasdaq Last Sale Plus — UTP tape. Real-time last-sale data for

      securities on the UTP (Unlisted Trading Privileges) tape. Topic

      name `NLSUTP` appears verbatim in the Java SDK README example

      commands and TOPICS output.

      '
    bindings:
      kafka:
        topic: NLSUTP
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeNLSUTP
      summary: Consume NLS+ UTP-tape last-sale messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  NLSCTA:
    description: 'Nasdaq Last Sale Plus — CTA tape. Real-time last-sale data for

      securities on the CTA (Consolidated Tape Association) tape. Topic

      name `NLSCTA` appears verbatim in the Java SDK README example

      commands and TOPICS output.

      '
    bindings:
      kafka:
        topic: NLSCTA
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeNLSCTA
      summary: Consume NLS+ CTA-tape last-sale messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  NLSPLUS-UTP-V4:
    description: 'Nasdaq Last Sale Plus, v4 schema, UTP tape. Topic name

      `NLSPLUS-UTP-V4` is enumerated verbatim in the Python SDK README as

      one of the streams returned by the TOPICS operation.

      '
    bindings:
      kafka:
        topic: NLSPLUS-UTP-V4
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeNLSPLUSUTPV4
      summary: Consume NLS+ v4 UTP-tape messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  NLSPLUS-CTA-V4:
    description: 'Nasdaq Last Sale Plus, v4 schema, CTA tape. Topic name

      `NLSPLUS-CTA-V4` is the canonical sample topic used throughout the

      Python SDK README (`This sample code only connects to one topic

      (NLSPLUS-CTA-V4)`).

      '
    bindings:
      kafka:
        topic: NLSPLUS-CTA-V4
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeNLSPLUSCTAV4
      summary: Consume NLS+ v4 CTA-tape messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  NEWS-PRO-GLOBAL:
    description: 'Nasdaq News — Pro Global feed. Topic name `NEWS-PRO-GLOBAL` is

      enumerated verbatim in the Java SDK README. Consumed via the SDK

      `NEWS` operation in addition to the standard Kafka subscribe pattern.

      '
    bindings:
      kafka:
        topic: NEWS-PRO-GLOBAL
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeNEWSPROGLOBAL
      summary: Consume Nasdaq News Pro Global messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  UTPBIN-UF30:
    description: 'UTP Binary, UF30 schema. Topic name `UTPBIN-UF30` is enumerated

      verbatim in the Java SDK README. UTP Binary is the binary

      distribution variant of the UTP feed.

      '
    bindings:
      kafka:
        topic: UTPBIN-UF30
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeUTPBINUF30
      summary: Consume UTP Binary UF30 messages.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
  '{entitledTopic}':
    description: 'Generic NCDS Kafka topic placeholder. NCDS publishes additional

      product families (Nasdaq Basic, TotalView, OTC Markets, Options,

      and others) that are referenced in Nasdaq''s SDKs and onboarding

      material but whose Kafka topic names are not enumerated in the

      public SDK READMEs because the topic catalog is product-license-

      gated. Per the Python SDK README: "during on-boarding process, you

      will receive a topic list that you''re entitled to." Substitute the

      entitled topic name issued by Nasdaq at onboarding into the

      `entitledTopic` parameter.

      '
    parameters:
      entitledTopic:
        description: Entitlement-gated NCDS Kafka topic name issued by Nasdaq.
        schema:
          type: string
    bindings:
      kafka:
        bindingVersion: 0.4.0
    subscribe:
      operationId: subscribeEntitledTopic
      summary: Consume any entitlement-gated NCDS topic.
      bindings:
        kafka:
          bindingVersion: 0.4.0
      message:
        $ref: '#/components/messages/NcdsAvroMessage'
components:
  messages:
    NcdsAvroMessage:
      name: NcdsAvroMessage
      title: NCDS Apache Avro Message
      summary: 'Generic NCDS Kafka record envelope. Per the SDK READMEs the SCHEMA

        operation "returns the schema for the stream in Apache Avro format."

        Per-topic Avro schemas are retrieved at runtime from the SDK

        SCHEMA operation or the Confluent-compatible Schema Registry

        bound to the broker; they are not published as static files in

        the public NCDS GitHub organization.

        '
      contentType: application/vnd.apache.avro+binary
      bindings:
        kafka:
          key:
            type: string
            description: Kafka record key (typically the instrument symbol).
          bindingVersion: 0.4.0
      payload:
        $ref: '#/components/schemas/NcdsAvroEnvelope'
      x-wire-schema-format: application/vnd.apache.avro+json;version=1.9.0
  schemas:
    NcdsAvroEnvelope:
      type: object
      description: 'Documented NCDS record envelope fields. The Java SDK README and

        sample output show every NCDS message carries (at minimum) these

        fields, populated from the underlying SoupBinTCP-derived feed:

        `SoupPartition`, `SoupSequence`, `msgType`, and `timeStamp`.

        Product-specific payload fields are layered on top per topic and

        are resolved from the Schema Registry / SDK SCHEMA operation at

        runtime.

        '
      properties:
        SoupPartition:
          type: integer
          description: SoupBinTCP partition identifier for the source feed.
        SoupSequence:
          type: integer
          format: int64
          description: SoupBinTCP monotonic sequence number within the partition.
        msgType:
          type: string
          description: 'Product-specific message type discriminator (e.g. a single

            character or short code defined by the underlying NLS / GIDS /

            UTP feed specification).

            '
        timeStamp:
          type: string
          format: date-time
          description: Exchange-side event timestamp.
      required:
      - SoupPartition
      - SoupSequence
      - msgType
      - timeStamp
  securitySchemes:
    ncdsOAuth:
      type: oauth2
      description: "SASL/OAUTHBEARER against the Nasdaq Keycloak `pro-realm` token\nendpoint. Sourced verbatim from the SDK kafka-config.json\
        \ template:\n\n  oauth.token.endpoint.uri=https://{auth_endpoint_url}/auth/realms/pro-realm/protocol/openid-connect/token\n  oauth.client.id=client\n\
        \  oauth.client.secret=client-secret\n  oauth.username.claim=preferred_username\n\nDemo and production realms exist; production is `pro-realm`.\
        \ The\nKafka client obtains an access token from this endpoint via the\nOAuth 2.0 client_credentials grant and presents it on the SASL\n\
        OAUTHBEARER handshake to the broker on port 9094.\n"
      flows:
        clientCredentials:
          tokenUrl: https://{auth_endpoint_url}/auth/realms/pro-realm/protocol/openid-connect/token
          scopes: {}
  operationTraits:
    ncdsSdkOperations:
      description: "The NCDS Java and Python SDKs expose Kafka consumption through a\nfixed verb set rather than ad-hoc consumer code. Modeled\
        \ here as\ndocumentation only; AsyncAPI 2.6 does not enumerate them as\nfirst-class operations because they are SDK-level conveniences\n\
        over the standard Kafka subscribe semantics.\n\nDocumented verbs (verbatim from SDK READMEs):\n  - TOP           — \"View the top nnn\
        \ records in the Topic/Stream\"\n  - SCHEMA        — \"Display the Schema for the topic\"\n  - METRICS       — \"Display the Metrics for\
        \ the topic\"\n  - TOPICS        — \"List of streams available on Nasdaq Cloud DataService\"\n  - GETMSG        — \"Get one example message\
        \ for the given message name\"\n  - CONTSTREAM    — \"Retrieve continuous stream\"\n  - FILTERSTREAM  — \"Retrieve continuous stream filtered\
        \ by symbols/msgtypes\"\n  - NEWS          — Consume the NEWS-PRO-GLOBAL feed\n  - HELP          — Documentation access\n"
tags:
- name: ncds
  description: Nasdaq Cloud Data Service
- name: kafka
  description: Apache Kafka transport
- name: avro
  description: Apache Avro message format
- name: oauth2
  description: SASL/OAUTHBEARER via Keycloak pro-realm
externalDocs:
  description: NCDS umbrella repository
  url: https://github.com/Nasdaq/NasdaqCloudDataService