Oct 28 (Reuters) - The Nasdaq index hit a record high on Thursday, led by gains in mega-cap companies including Apple Inc and Amazon.com ahead of their earnings reports, while solid results from Caterpillar and Merck helped investors shrug off dismal GDP data. At 11:00 a.m. ET, the Dow Jones Industrial Average was up 202.48 points, or 0.57%, at 35,693.17, the S&P 500 was up 35.65 points, or 0.78%, at 4,587.33, and the Nasdaq Composite was up 145.69 points, or 0.96%, at 15,381.53. (Reporting by Devik Jain in Bengaluru)