I am developing a Java program that will receive the price feeds from NASDAQ. As I found in the documentation NASDAQ broadcasts the price feed as UDP messages. Is there an API for getting the price feed from NASDAQ or listening to UDP messages is the only way? Can anyone suggest how to develop this client?
I believe the UDP route applies if you are consuming data directly from Nasdaq.
If you are a Refinitiv client or plan to be one, then you can use one of our Java APIs to consume the data from Refintiv Elektron feed and this does not require you to utilise the UDP interface.
For both of the above, you will need access to Refintiv Elektron feed - which you can discuss with our sales team if you are not already a client.
With the Elektron SDK Java you can download the SDK along with some Canned data - if you wanted to experiment with it. The Canned data can be found on the same download page under the ELEKTRON SDK - TOOLS section. The Canned data download includes a Readme file and you can also refer to this page on Elektron Test Data.