EURONEXT SATURN SLC CHECK RULES SPECIFICATIONS

This documentation details the rules of the new SLC component named SLC Checker in the SLC module and the corresponding error messages.

How the market works - V3.1

The purpose of this document is to provide description of main functionalities and services offered by Optiq for Euronext Derivatives markets. This document strives to provide for each identified functionality or service the following elements:

1) Why it is present in our Market

2) Description of the service and its principles

3) Examples, where possible, of its use

4) Advantages & benefits of the services as well as recommendation of use

The aim of the document is to provide a practical overview of functionalities and approaches to Derivatives trading in Optiq. At the end of the document technical and architectural topics are also covered to provide a general overview. This document is the view of the expected implementation of Optiq for Derivatives markets. This document will be updated with further information providing additional details1 . In case of any functional changes they will be highlighted and communicated to clients in due course. A number of functionalities described in this document are subject to regulatory approval, and confirmation of implementation will be provided in due time.

OPTIQ RELEASE NOTES 25112019

EURONEXT DERIVATIVES MARKETS – OPTIQ® RELEASE NOTE FOR MIGRATION IN PRODUCTION

DERIVATIVES TRADING FEES FILE - OPEJ3 - SPECIFICATIONS V1.1

This document provides detailed information regarding the design of the daily derivatives trading fees OPEJ3 file.

EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V2.2.1

This document provides the list of errors that can be issued by the Optiq® Matching Engine upon reception of incoming private messages, occurrence of client or exchange business continuity conditions and also the errors that are issued by the Trade Reporting & Publication services.

OPTIQ_NEXT_EUA_F2B_CONTRACTS_AVAILABLE 20191108

The current list of supported products in Next EUA (p-EUA) for front-to-back testing with LCH can be found here . Please note that some contracts will expire between now and Go Live, and others may be created in the meantime. Information on the expiry date is provided in the file in attachment.

EURONEXT OPTIQ MARKET DATA GATEWAY PRODUCTION ENVIRONMENT V2.3

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway Production and Disaster Recovery (DR).

EURONEXT OPTIQ MARKET DATA GATEWAY EXTERNAL USER ACCEPTANCE ENVIRONMENT V2.2

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA).

OPTIQ OEG ME DERIVATIVES CONFORMANCE TEST SCRIPT BINARY FIX PROTOCOLS - V1.2

The purpose of this document is to provide customers with a description of the Optiq order entry conformance script, including scenarios for connectivity, functional data conformance and high availability tests for the Optiq Phase 3 of the migration of Euronext Derivatives markets to Optiq.

OPTIQ RELEASE NOTES 25102019

This document describes the features and services, known limitations, as well as changes brought by the Optiq release.

EURONEXT CONFORMANCE TESTING AND ALGORITHM DECLARATION POLICY v2.0

This document details the Euronext policy and accompanying procedures for
(i) any party involved in developing, testing or deploying in-house or ISV (independent software vendor) trading applications that interoperate with the Euronext Trading Platform;
(ii) ISVs who develop, test and deploy trading applications that interoperate with the Euronext Trading Platform;
(iii) Application Service Providers (ASP) and hosted solutions that enable use of the Euronext Trading Platform; and
(iv) any party involved in using algorithms for trading purposes.

OPTIQ OEG ME DERIVATIVES F2B CONFORMANCE TEST SCRIPT V1.1

The purpose of this document is to provide members with the Optiq Order Entry Front-to-Back Conformance script that includes scenarios and detailed tests for various clearing instructions that are to be performed in preparation for the migration to Optiq of the Euronext Derivatives markets.

MIGRATION GUIDELINES - V3

This document outlines the migration guidelines for Phase 3 of Euronext’s implementation of Optiq: Order Entry Gateway (OEG) and Matching Engine (ME) for Euronext Derivatives markets, as well as the changes required to the Market Data Gateway (MDG) on Euronext Derivatives markets.

MiFID II Commodity Positions Reporting

This client specification document is related to the Euronext Saturn Web Services, part of the Euronext Global Reporting Solution dedicated to answer the MiFID II reporting and publication requirements. Saturn offers a REST API which can be used to access the reporting services. The purpose of this document is to describe the technology and the supported messages for Commodity Position Reporting requirements under MiFID II

OPTIQ OEG ME DERIVATIVES THROTTLING CONFORMANCE TEST SCRIPT V1.0

The purpose of this document is to provide customers with a description of the Throttling conformance test on Optiq in preparation for the go-live of Euronext Derivatives markets on Optiq platform.

EURONEXT DERIVATIVES MARKETS – TRF CONVERSION PARAMETERS FILES SPECIFICATIONS - V1.7

This document sets out the file format specifications for Total Return Futures Conversion Parameters files and provides detailed field descriptions.

EURONEXT MARKETS - OPTIQ OEG CONNECTIVITY SPECIFICATIONS V2.2.1

This document sets out the client connectivity configuration specifications for Optiq® Order Entry Gateways (OEG). It describes the sources of data for connectivity, manner in which clients should attempt to connect
to the OEGs. Additionally, this document contains the details of Cancel on Disconnect service, OEG Throttling, and High Availability & Business Continuity functionalities.
This document is a supporting document to the interface technical specifications.

Euronext Cash Markets - OEG Throttling Mechanism (FOR FUTURE USE)

This document provides details of the throttling mechanism for the Optiq® Order Entry Gateways (OEG).
This document is a supporting document for other technical specifications made available for Optiq, some of which are listed in the section Associated documents.

Optiq Notice - Euronext Cash Markets - OEG Throttling Mechanism

Euronext will enhance its Optiq® OEG throttling mechanism. The queuing capacity will be increased for sessions set up in queuing mode to allow up to five times the session throughput. These changes will be effective in production as of Monday 14 October 2019. This change will be available on Friday 04 October 2019 for client testing in EUA.

WHOLESALES TRADING / REQUEST FOR CROSS Technical Note

The purpose of this document is to provide useful information about Wholesales Trading on Optiq Derivatives focusing on the different kinematics offered to market participants and the related structures of the New Wholesale Order message.

TOTAL RETURN FUTURES (TRF) Technical note

The purpose of this document is to provide useful additional information to developers about trading facilities for the Total Return Futures (TRF) Contract on Optiq Derivatives.

OPTIQ NOTICE - EURONEXT CASH MARKETS : DISASTER RECOVERY TEST - GUIDELINES FOR PARTICIPANTS

Euronext confirms that the Disaster Recovery (DR) test for its Cash Markets will take place in Production on Saturday 21 September 2019. The guidelines for this Disaster Recovery (DR) test are now available.

Implied Calculation On Euronext Derivatives Markets

The purpose of this document is to provide useful information on strategy implied, with a special focus on
how third-parties applications can derive implied volume on Optiq based on the information provided.

DISASTER RECOVERY TEST - GUIDELINES FOR PARTICIPANTS

The objective is to simulate real life scenario that the trading architecture and Disaster Recovery Plan are fully operational within the targeted time frame.
The Euronext Disaster Recovery test will take place on Saturday 21 September 2019.
Euronext recommends that all customers take advantage of this service, however the test is not mandatory.

OPTIQ RELEASE NOTES 11092019

This document describes the features and services, known limitations, as well as changes brought by the Optiq release.

mdg_binary_sbe_input_204

MDG SBE Template version 204 for Optiq Derivatives phase 3.

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - V.2.1.0

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format. More specifically, it describes the contents of administrative and application messages and provides detailed field description

Euronext Markets - Optiq File Specifications v3.1.0

The purpose of this document is to describe all the file specifications on Optiq®.

EURONEXT DERIVATIVES MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V1.1.0

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v2.1.0

This document sets out the client messages specifications for Optiq OEG using the SBE format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.

oeg_binary_sbe_input_204

OEG SBE Template version 204 for Optiq Derivatives phase 3.

Euronext Markets - Optiq MDG Client Specifications v3.1.0

The purpose of this document is to describe all the specifications of Optiq® Market Data Gateway.

Euronext Markets - Optiq Drop Copy Service - v2.0.0

Drop Copy is a service, providing near real-time copies of trade reports & order messages, usually used
by for risk management, back-offices and compliance teams.
Clients require a dedicated connection to receive Drop Copy messages, which can be setup with
configuration that fits their needs.
The scope of data in Drop Copy could provide client messages for various Logical Accesses, for one, or
across different Optiq Segments.

Self-Trade Prevention Functional Overview v1.4

Self-Trade Prevention (STP) has been introduced on Euronext’s Markets to allow Member Firms performing
specific types of activities (e.g. Market Makers) to avoid trading with themselves.
The STP mechanism allows customers to avoid unintentional self-trading that results from the matching of
two opposite orders1 on the same instrument, of the same Member Firm (i.e. with the same Member
Code). The mechanism applies to orders that are submitted via private messages (SBE or FIX) with specific
Account Types.
In the event that two opposite orders belonging to the same Member Firm, and applicable account type,
would match against each other, the mechanism cancels either the resting or the incoming order,
depending on the STP Type chosen.
If STP Type chosen is “Cancel Resting”, then the system enters the incoming order of the possible match,
into the central order book.
If STP Type chosen is “Cancel Incoming”, then no changes occur in the central order book and the incoming
order is rejected.

Euronext Cash Markets - Optiq Drop Copy Service - v1.4.0

Drop Copy is a service, providing near real-time copies of trade reports & order messages, usually used by for risk management, back-offices and compliance teams

Clients require a dedicated connection to receive Drop Copy messages, which can be setup with configuration that fits their needs.

The scope of data in Drop Copy could provide client messages for various (or all of their) Logical Accesses, for one, or across different Optiq Segments.

This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

EURONEXT CASH MARKETS – OPTIQ : SBE TEMPLATE VERSION 116 - SATURDAY DRESS REHEARSAL

This Dress Rehearsal will allow customers to test the target Production implementation of the new implementation of SBE Template version 116 ahead of the implementation on Monday 9 September 2019.

OEG_BINARY_SBE_INPUT_203

OEG SBE Template version 203 for Optiq Derivatives phase 3.

MDG_BINARY_SBE_INPUT_203
MiFID II SATURN NEW transaction recovery feature – CANCEL AND REPLACE.pdf

Euronext informs customers that a new version of the Saturn Regulatory Reporting Solution is available in P-EUA with the production released in July 2019.
This release of Saturn covers the new “Transaction Recovery” functionality.

SHORT LONG CODE MANAGEMENT (SLC MANAGER)

Short and long code mapping submission process to Euronext Saturn for purposes of Order Storage
under MiFID II

EURONEXT MARKETS – OPTIQ PHASE 3 PRODUCTION CONNECTIVITY TELNET TESTS V1.0.1

This document provides the details that will allow customers to perform the mandatory connectivity telnet tests to Optiq Order Entry Gateway (OEG) in the various environments.

Optiq OEG Step 3 Conformance test guidelines 20190722 v1.0

This document provides guidelines on how to test customers’ applications against Euronext’s Optiq® Order Entry Gateway (OEG) and Matching Engine (ME) for Derivatives markets.

This document outlines all conformance steps required, how tests are organized, and testing timelines.

Optiq Release Notes 23072019

This document describes the effective functional and operational elements through which the services described in “How the Market Works” are delivered on Optiq.
This document relies on the same structure as that of “How the Market Works” (HTMW) document.
Any known technical or functional limitations, caveats or outstanding defects of the delivered features are individually indicated in this documen

Euronext Cash and Derivatives Markets – Optiq Files Specifications - v2.8.0 - FOR FUTURE USE

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v1.7.1 - FOR FUTURE USE

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.

Note: Algomi is not in scope of this document.

UPDATE OPTIQ NOTICE SBE TEMPLATE VERSION 116 IN NEXT EUA & SATURDAY DRESS REHEARSAL

UPDATE OPTIQ NOTICE SBE TEMPLATE VERSION 116 IN NEXT EUA & SATURDAY DRESS REHEARSAL

Optiq Release Notes

This document describes the features and services, known limitations, as well as changes brought by the Optiq release. The content of the document is closely related to the “Euronext Derivatives – How the Market Works” document, which describes how Euronext Derivatives Markets are operated on Optiq.

CCG IP & Port Configuration V-EUA

EURONEXT DERIVATIVES CCG IP CONFIGURATION FOR UTP-D V-EUA

Reminder Notice - Several Cash Equities instruments planned to move from one partition to another.

Euronext will execute an Optiq® overnight instruments migration among partitions on the Cash Market Equities segment. Several Cash Equities instruments will be moved from one partition to another one

Cash Market Equities Instrument Migration Among Partitions V1.3

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2

Notice - Several Cash Equities instruments planned to move from one partition to another.

Euronext will execute an Optiq® overnight instruments migration among partitions on the Cash Market Equities segment. Several Cash Equities instruments will be moved from one partition to another one. This change will be effective in production as of Monday 08 July 2019. Clients are requested to read carefully the present notice to assess their readiness for this change and in case of any doubt they are strongly encouraged to contact OCS before Tuesday 18 June 2019 in order to get assistance.

Notice - Optiq Cash SBE Tempalte version 116 available on Next EUA and Saturday DR

Euronext informs clients that the SBE templates for OEG and MDG(order entry and market data) will be updated on version 116 in EUA Next Environment (pEUA) on 19 June 2019 for the Fixed Income segments and on 21 June 2019 for the remaining segments.
Additionally, A dress rehearsal is planned to take place on Saturday 20 July 2019

SBE Template Version 116 - New features

This document provides you the exhaustive list of changes introduced by the implementation of the SBE Template 116 (versus SBE template version 109) on OEG and MDG messages, fields and values as well as the standing data files.

Euronext Cash Markets - Optiq OEG Client Specifications - SBE Interface - v1.7.0 - FOR FUTURE USE

This document sets out the client messages specifications for Optiq® OEG using the SBE format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.

Euronext Cash Markets - Optiq MDG Client Specifications - SBE Interface - v2.5.0 -FOR FUTURE USE

The Euronext Optiq Market Data Gateway (MDG) provides high-speed, real-time market data for Euronext markets.

The data feed has the following high-level features:

■ Multicast technology

■ Ultra-low latency

■ MiFID II compliance

■ Cash & Derivatives message harmonization

■ Optimized feed for each type of connectivity

■ High availability

■ Reliable network solution

■ High level of scalability

■ Access to a wide range of European market data sets

This document provides detailed information about the features of the feed to support the development of client applications.

Euronext Cash and Derivatives Markets – Optiq Files Specifications - v2.7 - FOR FUTURE USE

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v1.7.0 - FOR FUTURE USE

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.

Note: Algomi is not in scope of this document.

Euronext Cash Markets - Optiq TCS Client Specifications - SBE and FIX Interfaces - v1.5.0 - FOR FUTURE USE

This document sets out the client messages specifications for TCS Optiq OEG using the SBE and FIX formats.

Euronext Markets – Optiq SBE Template Policy for the Migration of Derivatives Markets v1.0

This document intends to provide general technical information about Euronext Markets – Optiq® SBE Template Policy for the Migration of Derivatives Markets

Euronext RiskGuard User Guide for Clearers V4.0

Euronext RiskGuard is a pre-trade risk management service providing Risk Managers at Clearing or Trading Member firms of Euronext the ability to monitor their clients' or firm's risk exposure. This document describes how to set and amend the different pre trade risk controls available through the Euronext RiskGuard web-based User Interface (UI).

This version of the User Guide is dedicated to clearing participants acting as ‘RiskGuard Clearers’. It provides a description of all the risk controls and additional features available through the RiskGuard User Interface to monitor their NCMs’ customers.

Optiq Notice - Euronext Cash Markets - Sbe Template Version 116 - Saturday Dress Rehearsal

Optiq Notice - Euronext Cash Markets - Sbe Template Version 116 - Saturday Dress Rehearsal

Optiq Phase 3 Tick Size Summary
Optiq Phase 3 Derivatives Spread Classes
Optiq Phase 3 Trading Schedule Summary
UPDATE CTSG Notice - EURONEXT Cash Markets - OPTIQ SBE TEMPLATE UPGRADE IN PRODUCTION ENVIRONMENT CONFIRMATION.pdf

Euronext informs about the go-live dates of the SBE template version 109 implementation in Production: Monday 6 May 2019.

The go live date in Production for the SBE Template version 109 will cover the following segments: Equities, Warrants & Certificates, Fixed Income, Bourse du Luxembourg and Index

Notice - Euronext Cash Markets – Optiq® Update SBE Template upgrade in production environment

Euronext informs that the SBE template version 109 go-live in Production has been rescheduled.

The go live date in Production for the SBE Template version 109 is postponed for the time being for the following segments: Equities, Warrants & Certificates, Fixed Income, Bourse du Luxembourg and Index.

Euronext Derivatives - UTP to Optiq MDG Transition Kinematics Specifications - v1.5.1

The Optiq Programme will replace the current Euronext core trading applications (UTP/CCG/XDP) for the Cash (Regulated Market and Warrants) and Derivative markets. Following customer feedback, the migration to Optiq will start with the Market Data module for Cash and
Derivatives. As such, the new Optiq MDG will be connected to the Euronext Cash and Derivatives UTP matching engines in phase 1, and then to the Optiq matching engines for Cash (phase 2) and then Derivatives (phase 3)

TRF Conversion Parameters Files Specifications - v1.5

The TRF Conversion Parameters files provide the following data to the members on a daily basis:
■ Contract referential data: Contract code, Maturity, Number of days to expiry, Daily Settlement Price,etc.
■ Pricing of Funding leg and Dividend leg: Daily accrued funding, Daily accrued dividend, Accumulated funding, Accumulated dividend, etc.

Input Order Throttling Per Contract - v3.3

Euronext’s UTP has a built-in protection mechanism that restricts the total number of messages (of all types) that a trading session can submit per second. In UTP-Derivatives, each session on the Common Customer Gateway (CCG) has a session limit of 100 msgs/s. Next to that, an inbound order throttle can be set at an individual contract level or for some contracts (product group). If the throttle for a contract is set to n messages per second, then the Trading Host will allow a maximum of n messages per second in a certain second for an ITM for that contract.

Optiq OEG ME Cash Conformance Test Script Binary FIX Protocols - v 1.6 - FOR FUTURE USE

The purpose of this document is to provide customers with a description of the Optiq order entry conformance script, with scenarios for connectivity, functional data conformance and high availability tests for the Phase 2 of the migration to Optiq covering the Euronext Cash markets. Please note that the DR(disaster recovery) testing will be detailed in a future version. 

Notice - Euronext Cash Markets – Optiq® SBE Template upgrade in production environment

Euronext informs its customers that the SBE templates used for order entry and market data on all Euronext Cash Market Segments will be upgraded to version 109. Only Euronext Block Segment will remain on version 110.

Euronext Cash Markets - Optiq OEG Client Specifications - SBE Interface – v1.3.2

This document sets out the client messages specifications for Optiq® OEG using the SBE format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.  Please note that Euronext Block, and Algomi are not in scope of this document.

Euronext Cash and Derivatives Markets – Optiq® Files specifications version 2.6.1

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash Markets - End of Day files specifications - v1.3.4

This document describes the files generated on a daily basis by the Optiq for the End Of Day (EOD) application and provided to the members of the Euronext Cash regulated markets.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface v1.6.3

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.

Note: Algomi is not in scope of this document.

Euronext file Services User guide - v1.2

Euronext File Services is a Server providing files necessary for Euronext’s customers that have either an EMDDA (market data), SPA (Service Provider) or TPA (Trading Platform) agreement to get access to the core trading chain of Euronext. This document provides general technical information about Euronext’s File Services.

This document intends to provide general technical information about Euronext File Services.

Euronext Optiq Market Data Gateway External User acceptance Environment v2.1

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA).

Optiq MDG Client Specifications – v1.6.0 - FOR FUTURE USE

The purpose of this document is to describe all the specifications of Optiq™ Market Data Gateway.

Euronext Derivatives Markets - Optiq Files Specifications - v2.4.0

The purpose of this document is to describe all the file specifications on Optiq™.

Euronext Optiq Market Data Gateway Production Environment v2.2

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway Production and Disaster Recovery (DR).

Euronext Off-Book On-Exchange trades publication - Market Model overview – version 1.3

This document describes the Euronext Dublin On Exchange Off Book trade reporting facility. The objective is to give an overview of the functionality as well as the main system rules associated to these facilities. For more detailed information Euronext Members have to refer to the related documentation described below.

SBE Template Version 110 - New features

This document provides you the exhaustive list of changes introduced by the implementation of the SBE Template 110 (versus SBE template version 107) on OEG and MDG messages, fields and values as well as the standing data files.

SBE template introduction and compatibility rules

Scope and audience: This technical note intends to provide general technical information about SBE and specify the SBE implementation on Optiq®.
This document is meant to familiarize developers who will work with SBE for the first time and remind others the current rules of implementation.

Euronext Cash Markets - OPTIQ Drop Copy Service - v1.3.0 - FOR FUTURE USE

Drop Copy is a service, providing near real-time copies of trade reports & order messages, usually used by for risk management, back-offices and compliance teams

Clients require a dedicated connection to receive Drop Copy messages, which can be setup with configuration that fits their needs.

The scope of data in Drop Copy could provide client messages for various (or all of their) Logical Accesses, for one, or across different Optiq Segments.

This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

SBE Template Version 107 - New features

This dpocument provide you exhaustive list of changes introduced by the implementation of the SBE Template 107 (versus SBE template version 105) on OEG and MDG messages, fields and values as well as the standing data files. For an explanation of the changes.

Notice - Euronext Cash Markets – Optiq® SBE Templates current implementation rules reminder and delivery change highlights

Euronext would like to provide customers with further details on the current rules that apply for the design of SBE templates, and consequently the format of messages. In order to secure a smooth implementation of the coming changes on the SBE template,
Euronext is pleased to provide on the changes the rules of implementation and delivery for the upcoming releases on Optiq CASH®. Clients are strongly invited to test it in Next EUA (p-EUA) prior to the implementation of these changes in production.

Euronext Saturn Web Services Specifications 2.8.8

This specification document is related to the Euronext Saturn Web Services, part of Euronext’s Reporting Services. Saturn offers a REST API which is used to access the services of the gateway. The purpose of this document is to describe the technology and the supported messages.

Large-in-Scale features on the central Order Book overview 1.0

Euronext is introducing new Large-in-Scale (LiS) features on the Central Order Book. The service will create more opportunities to execute LIS orders, leveraging existing liquidity in the central order book. As soon as market participants implement the necessary modifications required to use the model, including conformance tests, they will immediately be able to benefit from the existing invisible liquidity. The new service is now available for testing on the External User Acceptance (P-EUA) test platform. The launch in Production is planned for the first quarter of 2019.

Euronext Cash and Derivatives Markets - Optiq files specifications - v2.0.0

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash Markets - Optiq MDG client specifications - v2.1.5

The Euronext Optiq Market Data Gateway (MDG) provides high-speed, real-time market data for Euronext markets.

The data feed has the following high-level features:

■ Multicast technology

■ Ultra-low latency

■ MiFID II compliance

■ Cash & Derivatives message harmonization

■ Optimized feed for each type of connectivity

■ High availability

■ Reliable network solution

■ High level of scalability

■ Access to a wide range of European market data sets

This document provides detailed information about the features of the feed to support the development of client applications.

Euronext Cash Markets - Optiq OEG Connectivity Configuration specifications - v1.1.2

This document sets out the client connectivity configuration specifications for Optiq® Order Entry Gateways (OEG). It describes the sources of data for connectivity, manner in which clients should attempt to connect to the OEGs. This document is a supporting document to the interface technical specifications

Euronext Cash Market – Optiq MDG Client Specifications - v2.4.1

The Euronext Optiq Market Data Gateway (MDG) provides high-speed, real-time market data for Euronext markets.

The data feed has the following high-level features:

■ Multicast technology

■ Ultra-low latency

■ MiFID II compliance

■ Cash & Derivatives message harmonization

■ Optimized feed for each type of connectivity

■ High availability

■ Reliable network solution

■ High level of scalability

■ Access to a wide range of European market data sets

This document provides detailed information about the features of the feed to support the development of client applications.

Euronext Cash Markets - Optiq Kinematics Specifications – v1.3.3 - FOR FUTURE USE

This document provides an overview of the exchange of messages between the Optiq Order Entry Gateway (OEG), the clients’ systems and the Market Data Gateway (MDG). It includes:

■ Typical trading scenarios and the corresponding public and private messages for these scenarios, and the different cases they may cover;

■ The names and IDs of the messages sent;

■ The events that trigger the transmission of messages.

This overview is meant to provide a description of the main structures and concepts used within this document, to facilitate the review of the individual topics and cases covered within.

The messages that are sent between trading members and Optiq are referred to as private messages whereas the messages that are sent by the external broadcasting systems are referred to as public messages.

Private messages are exchanged exclusively between the clients’ system and the Optiq matching engine via order entry gateways, for example to request information from the system or to issue a command (e.g., enter an order). Private messages are also sent back by Optiq via order entry gateways (OEGs) to the client’s system to provide the information requested, or confirm that a command has been successfully executed (or not), as well as to notify of trades, etc.

Public messages are sent by Optiq via MDG to provide to all subscribing clients with anonymized Market data, such as orders entered, best limits, trades executed, market events, updated limits, etc.

The diagrams in this document express representative examples of message sequences and other scenarios can be figured out from the ones described inside that document. The details of the message contents may vary depending on the example.

The diagrams also endeavour to represent as close to reality as possible the sequence in which events and steps occur, and messages are sent. This introduction provides indication when such cases are not feasible to represent faithfully due to complexity of graphical representation.

For a complete description of the messages and their fields, please refer to the associated document:

■ Optiq Order Entry Gateway Messages Specifications SBE;

■ Optiq Order Entry Gateway Messages Specifications FIX;

■ Optiq Market Data Gateway Messages Specifications.

Euronext Cash Markets - Optiq OEG Client Specifications SBE Interface v1.6.1

This document sets out the client messages specifications for Optiq® OEG using the SBE format. More specifically, it describes the contents of administrative and application messages and provides detailed field descriptions.

Euronext Cash Markets – Optiq OEG Throttling Mechanism v2.2

This document provides details of the throttling mechanism for the Optiq® Order Entry Gateways (OEG). This document is a supporting document for other technical specifications made available for Optiq, some of which are listed in the section Associated documents.

Request for Cross Functional Overview v3.1

This document provides a functional overview of the Request for Cross (RFC) trading facility which is available for Euronext commodity, equity and index options.

Euronext Global Reporting Solution - Saturn User Interface V2.3

Euronext has developed a suite of reporting services to support the implementation of MiFID II. These services will be operated via a new tool named Saturn, which is composed of a Web API and a Webbased User Interface (UI) offering a number of features to clients. This document describes how to use the Saturn User Interface (UI) as a support of the global reporting services provided by Euronext.

Please note that this version of the User Guide covers the Transaction Reporting, ARM functional services as well as Admin features and Off Book On Exchange (OBOE) services..

Euronext Cash Markets - OPTIQ® Drop Copy Service V1.2.0

Drop Copy is a service, providing near real-time copies of trade reports & order messages, usually used by for risk management, back-offices and compliance teams. Clients require a dedicated connection to receive Drop Copy messages, which can be setup with configuration that fits their needs. The scope of data in Drop Copy could provide client messages for various (or all of their) Logical Accesses, for one, or across different Optiq Segments. This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

Euronext Order Entry connectivity configuration specifications (Production & Disaster Recovery) v1.0

Production & DR OEG Drop copy IP addresses for Cash OEG, OEG DC per Optiq Segment Name and Partition ID and for derivatives per CCG name.

Request for Cross FAQ – Future Release

Request For Cross (RFC) Frequently Asked Questions