IT Documentation

Borsa Italiana Optiq Migration - Instrument Group Code v4

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

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

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

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

Borsa Italiana Equity Instrument Rebalancing

This document provides Euronext customers with functional and technical details regarding the IPO Direct Distribution trading model.

The purpose of this document is to inform clients about the agenda and activities that will take place during the Go-Live Weekend organised in the context of the Borsa Italiana phase 1 (Equities & ETF markets) migration onto Optiq expected to take place on the 27^th of March 2023.

This document describes the key features of the RiskGuard service and how to set and amend the available pre-trade risk controls. Commands for Euronext RiskGuard Cash can be submitted via FIX OEG API. No web-based User Interface (UI) is available for RiskGuard on Euronext Cash Markets at this stage.

This document aims to provide a complete guide to Euronext Clearing Web Interface platform for Clearing Members and Clearing Agents. It describes the online environment provided by Euronext Clearing and gives details of the functions of the Euronext Clearing Web Interface platform and how to use them.

The purpose of this document is to provide general technical information about Euronext Common File Transfer System Services. Euronext Common File Transfer System (CFTS) provides file distribution services to 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.

oeg_binary_sbe_input (323)

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.

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

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 and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.23.0

This document describes how to use the dedicated Web Interface allowing Euronext members to register Off Book but On Exchange trades in the Euronext Trade Confirmation System (TCS).

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

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

The scope of this document is to provide a technical description of the “OTR Calculation and Reporting” service. Chapter 2 of this document provides details regarding the implementation of the OTR regime for Borsa Italiana markets. Chapters from 3 to 5 provide technical information and specifications regarding the daily OTR reports made available to Borsa Italiana Member Firms

The purpose of this document is to describe all the files required for Trading on Optiq platform. 

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

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

The purpose of this document is to provide general technical information about Euronext Common File Transfer System Services. Euronext Common File Transfer System (CFTS) provides file distribution services to 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.

mdg_binary_sbe_input (323)

This document describes how to use the dedicated Web Interface allowing Euronext members to register Off Book but On Exchange trades in the Euronext Trade Confirmation System (TCS).

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.

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

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.

The scope of this document is to provide a technical description of the “Market Making Performance Report” service.

The purpose of this document is to describe all the files required for Trading on Optiq platform.

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

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

This document has been created to capture some of the key questions that Clearing Members may have in relation to the migration of default CCP arrangements on Euronext Amsterdam, Brussels, Dublin, Lisbon and Paris cash markets, to Euronext Clearing in Q4 2023.

The purpose of this document is to inform clients about the agenda and activities that will take place during the two Dress Rehearsals organised in the context of the Borsa Italiana migration onto Optiq. This document aims to provide guidance on prerequisites, timing, scope and a detailed schedule to the clients for them to prepare for the event.

The purpose of this document is to describe and address the actions that must be undertaken by Euronext Clearing and all participants to establish a communication between Members’ infrastructure and the Clearing System through distinct channels and protocols.

Zip file containing sample clearing report for transaction in FIX format and for report named DP01, DS01 and DT01.

The purpose of this document is to provide a description of the proposed target clearing and settlement service model envisaged by Euronext Clearing for the Euronext cash markets. This document is based on Euronext Clearing’s high-level business requirements and takes into account client feedback gathered from a number of member consultations. Following implementation and clarification on feedback from clients, the document may be updated with further information providing additional detail. In the 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.

This document sets out the Euronext Clearing system technical guidelines. It describes the different access points and their interfaces, as well as the ways in which Clients can connect to the clearing systems and prepare their integration with Euronext Clearing. Importantly, it also provides details of all the Reports that will be distributed by Euronext Clearing following the migration of the Euronext Cash Markets to Euronext Clearing as their primary clearing house. Details relating to APIs and Connectivity will be provided in dedicated separate documents, to be released in due course.

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

Borsa Italiana Optiq Migration - Next-EUA Client Test Instruments v5

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 provides all multicast and TCP/IP addresses required to access the Euronext Optiq® Production and Disaster Recovery (DR) for Optiq Snapshot and MDG Lite services.

The intended audience of this document is any client of trading activities (Trading Member Firm, ASP, ESP, ISV, Data Vendor)¹ on the:

- Legacy Euronext markets: already connected to Optiq® for the other markets operated by Euronext - Italian markets: connected to Borsa Italiana markets and moving to Optiq®, TCS and/or Saturn (reporting) features

¹ Please note that dedicated migration guidelines for issuers will also be issued.

The scope of this document is to provide a technical description of the “OTR Calculation and Reporting” service.

The scope of this document is to provide a technical description of the “Market Making Performance Report” service.

This document provides the indicative schedule of instruments that will be listed for the Italian Equity and ETF markets. This list is shared for indicative purposes and is subject to change.

Euronext Managed Connectivity - Service and Technical Description v2.0

This document provides the detailed functional specifications of the Request For Quote service, which is a feature of the Optiq^® Trading Solution.

Please fill and return this excel to optiqmigration@euronext.com before your conformance test for the Borsa Italiana migration onto Optiq.

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 Euronext Cash markets.

This document sets out the Euronext Clearing Application Programming Interfaces specifications. It describes the different interfaces offered by Euronext Clearing through which Clients can connect to the clearing systems. This document has the purpose of providing more details in relation to the APIs introduced in the document “Euronext Clearing Interfaces Overview and Reporting”. This version of the document contains additional details regarding the clearing data that members can query. The description of the commands available to perform operational requests will be provided in the next version of the document. Details relating to Connectivity will be provided in dedicated separate document, to be released in due course.

This document describes the key features of the RiskGuard service and how to set and amend the available pre-trade risk controls. Commands for Euronext RiskGuard Cash can be submitted via FIX OEG API. No web-based User Interface (UI) is available for RiskGuard on Euronext Cash Markets at this stage.

Euronext Saturn MIFID II Commodities Positions Reporting v1.14

Template of the Position Holder Form

The purpose of this document is to provide customers with a description of all the reporting types authorized by Euronext’s reporting tool, Saturn, and an explanation of all the possible error codes received.

The APA/ARM sections of this document complIes with the UK DRSP regulatory framework governance.

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.21.0

Euronext Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.21.0

oeg_binary_sbe_input_321

Euronext Cash and Derivatives Markets - Common File Transfer System - Members User Guide - External - v5.21.0

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.21.0 +TC

external_drop_copy_messages_binary_sbe_input_321

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.21.0 +TC

Euronext Cash Markets - Optiq OEG MDG - Kinematics Specification - External - v5.21.0 +TC

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.21.0 +TC

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.21.0

mdg_binary_sbe_input_321

Euronext Cash and Derivatives Markets - Common File Transfer System - Members User Guide - External - v5.21.0 +TC

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.21.0

Euronext Cash Markets - Optiq OEG MDG - Kinematics Specification - External - v5.21.0

This document provides an overview of the MDG lite service.

This document provides an overview of the MDG lite service.

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® External User Acceptance (EUA) for Optiq Snapshot and MDG Lite services. The document should be read in conjunction with the Euronext Cash and Derivatives Markets – Optiq MDG External User Acceptance Connectivity document, in order to derive a combined view of the Euronext EUA available services.

This document provides clients with an overview of the SBE upgrades and related deliveries/changes that are scheduled by Euronext in the coming weeks. As upgrades and changes will be implemented on an ongoing basis in preparation for the integration of the Borsa Italiana Markets onto Optiq, clients are invited to review this schedule regularly. Note that the deliveries mentioned below impact all Euronext Markets and are not exclusive to Borsa Italiana Markets. Euronext will issue dedicated communications with each release to provide details on client impact.

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

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.

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

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.

This document describes how to use the dedicated Web Interface allowing Euronext members to register Off Book but On Exchange trades in the Euronext Trade Confirmation System (TCS).

The purpose of this document is to describe how to use the TCS functions for funds that are available to TCS trading members and fund managers through the TCS-Web Interface.

This document describes how to use the dedicated Web Interface allowing Euronext members to register Off Book but On Exchange trades in the Euronext Trade Confirmation System (TCS).

The purpose of this document is to describe how to use the TCS functions for funds that are available to TCS trading members and fund managers through the TCS-Web Interface.

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.20.0 +TC

The purpose of this document is to describe Cash Market Kinematics for Optiq Order Entry Gateway (OEG) and Market Data Gateway (MDG).

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 Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External -  v5.20.0 +TC

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.

external_drop_copy_messages_binary_sbe_input_320

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.20.0 +TC

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.20.0

oeg_binary_sbe_input_320

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.(with track changes)

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.20.0

The purpose of this document is to describe Cash Market Kinematics for Optiq Order Entry Gateway (OEG) and Market Data Gateway (MDG).

Euronext Cash and Derivatives Markets - Common File Transfer System - Members User Guide - External - v5.20.0

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External -  v5.20.0

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.20.0 +TC

mdg_binary_sbe_input_320

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.20.0

Functional overview of Euronext Pre-Trade Risk Management on Derivatives markets