IT Documentation

List Oslo Bors Products in Cash/Derivatives Next EUA

Contract Specifications for Oslo Derivatives once migrating to Optiq.

The MemberMapping file indicates all the trading authorized members + all the authorized clearing houses for next
trading day on OSLO financial Cash market.

This document describes the Euronext Dublin & Oslo 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.

Oslo Derivatives EUA ISIN Mapping FIle Futures

Oslo Derivatives EUA ISIN Mapping FIle Options

The purpose of this document is to described the relationship between the existing derivatives instruments listed on the current technology and the derivatives listed on Optiq when the Oslo Market is migrated to Optiq, as the ISIN codes for the derivatives instruments will change as a part of the migration.

The purpose of this document is to provide Oslo Børs customers with a detailed description of the prerequisites for Oslo Børs migration to Optiq® .

Member guidelines for Disaster Recovery 24 October 2020 - Sequence of Steps explained in detail.

The purpose of this document is to provide Oslo Børs customers with a detailed description of the Oslo Børs migration to Optiq® Dress Rehearsal on Saturday 10 October 2020.

The Oslo Optiq Technical User Group presentation that was held as a webcast for Conformance testing.

The intended audience of this document is any client intending to connect to and trade on the Oslo Børs markets using Optiq® and or Saturn OBOE features.

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 provides a functional overview of the Euronext Block multilateral trading facility (MTF) operated on the Optiq technology. This document provides key information for members of the platform and should be consulted alongside the related documents outlined below.

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

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

This document describes the functional and technical requirements related to the implementation of the Large in Scale features on the Central Order Book.

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

The purpose of this document is to describe all the specifications of Optiq® Market Data Gateway. (with track changes)

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format.

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

This document sets out the client messages specifications for Optiq OEG using the SBE format.

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format.

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

This document sets out the client messages specifications for Optiq OEG using the SBE format.

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

MDG SBE Template version 303

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

OEG SBE Template version 303

SBE Version v103 on Order Entry

This is the minimum version of SBE template accepted on the Cash-Production Platform.

SBE Version v103 on Market data.

This is the minimum version of SBE template accepted on the Cash-Production Platform.

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.

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

Latest Indicative Euronext project ROADMAP for 2020-2021

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

The purpose of this document is to describe all the specifications of Optiq® Market Data Gateway. (with track changes)

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 of Oslo Derivatives markets to the Optiq platform.

Euronext Cash Markets - End Of Day Files Specifications - v1.3.7

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1 +TC

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1

Euronext Markets – OPTIQ® OEG Connectivity Specifications-2.2(for future use)

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1 +TC

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1

Member guidelines for Disaster Recovery and Order Entry Security Enhancement Test 11 July 2020- Sequence of Steps explained in detail.

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

MDG_BINARY_SBE_INPUT_302

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

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.

This is the sample file for the SBE version 302 on Order Entry Gateway.

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.(+ Track changes)

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 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

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.(+ Track changes)

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.(+ Track Changes)

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 all the file specifications required for trading on Optiq® with Track changes

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

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) for Euronext Cash Markets.(with Track changes)

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) for Euronext Cash Markets.

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.

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.(with track changes)

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) for Euronext Cash Markets. (with Track changes)

This is the sample file for the SBE version 301 on Order Entry Gateway.

Description

Euronext’s electronic trading platform hosts a Hybrid (Request For Execution) market model for Structured Products (incl. Warrants & Certificates and Structured Notes) formerly known as the New Warrants & Certificate market model or Quote Driven market model. This model has been developed jointly with market participants. The model presented below which manages trading of Structured Products using Liquidity Provider quotes has been approved by Euronext market authorities. On Euronext’s electronic trading platform, Optiq®, this market model is hosted on the dedicated Structured Products segment. Note that this segment also supports the trading of instruments using the Order Driven market model.

The purpose of this document is to provide:
- A global overview of the application messages exchanged between Order Entry Connections (Logical Accesses) and Optiq’s Matching Engine (ME), and the associated publicly broadcast market data messages;
- The main rules and particularities associated with this model; -
The enhancements to the model implemented with the migration to Optiq;
with the objective to allow all market participants to gain a better understanding of the model.

The second Oslo Optiq Technical User Group presentation that was held as a webcast.

MDG_BINARY_SBE_INPUT_301

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.

This document outlines the migration guidelines for Phase 1 of Euronext’s Optimized Structured Products Market Model and New Segment on Euronext Access Paris. Revisions of this document will be made available as Euronext delivers more features of the project and information/requirements can be shared with our clients

LATEST INDICATIVE EURONEXT PROJECT ROADMAP FOR 2020

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.

The purpose of this document is to provide customers with a description of how Throttling tests works for the Euronext Cash and Derivatives markets on Optiq platform.

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 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: Euronext Block and Algomi are not in scope of this document.

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) for Euronext Cash Markets.

MDG SBE Template version 300

MDG SBE Template version 217 for the Oslo Migration

OEG SBE Template version 300

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

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 SBE Template version 217 for the Oslo Migration

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

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

This document has been produced by Oslo Børs to assist customers in the use of the Optiq® platform on the Oslo Børs market places. Part of the documentation is based on documentation from Euronext.

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.

The first Oslo Optiq Technical User Group presentation that was held in Oslo, Stockholm, and London.

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

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

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

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.

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.

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.

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

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.

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.

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

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