OSLO BØRS MIGRATION GUIDELINES V2.2

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.

CLIENT ROADMAP_2020-2021
Derivatives trading Fees file - OPEJ3 - Specifications V1.2

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

OSLO BØRS PRODUCTS IN EUA
EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.1.2 +TC

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

EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.1.2

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

Oslo Optiq OEG Derivatives_F2B_Conformance Test Script_Binary_FIX_Protocols-v1

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 Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1
Euronext Cash Markets - End Of Day Files Specifications - v1.3.7

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

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 +TC
EURONEXT MARKETS – OPTIQ® OEG CONNECTIVITY SPECIFICATIONS - 2.2.2

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

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1
Member guidelines for Disaster Recovery and Order Entry Security Enhancement Test 11 July 2020

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

OEG_BINARY_SBE_INPUT_302
Euronext Markets - Optiq File Specifications v4.2.1 +TC

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

Euronext Markets - Optiq MDG Client Specifications v4.2.1

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

mdg_binary_sbe_input_302
Euronext Markets - Optiq File Specifications v4.2.1

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

Euronext Markets - Optiq MDG Client Specifications v4.2.1 +TC

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

EURONEXT-Saturn-Web Services Specifications_2.9.4

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.

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.0 +TC

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)

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.0 +TC

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)

EURONEXT CASH MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V4.1.0+TC

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

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.0

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.

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.0

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 descriptions

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.2.0

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 descriptions.

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.2.0 +TC

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)

Euronext Cash Markets – Optiq Kinematics Specifications - v4.2.0 +TC

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)

EURONEXT MARKETS - OPTIQ OEG CLIENT SPECIFICATIONS - SBE INTERFACE - V4.2.0

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.

EURONEXT MARKETS - OPTIQ FILE SPECIFICATIONS V4.2.0 +TC

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

EURONEXT MARKETS - OPTIQ FILE SPECIFICATIONS V4.2.0

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

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.2.0+TC

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)

EURONEXT CASH MARKETS - OPTIQ KINEMATICS SPECIFICATIONS – V4.2.0

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.

Euronext Cash Markets – Optiq Kinematics Specifications - v4.1.0
OEG_Binary_SBE_Input_301
STRUCTURED PRODUCTS MARKET MODEL - FUNCTIONAL OVERVIEW - OPTIQ – V5.0 (EFFECTIVE 1 JUNE 2020)

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.

OSLO OPTIQ TECHNICAL USER GROUP 2ND

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

MDG_BINARY_SBE_INPUT_301
EURONEXT SATURN WEB SERVICES SPECIFICATIONS 2.9.3

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.

Structured Products Market Model Enhancement – Configuration guidelines for Issuers v1.3

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

CLIENT ROADMAP 2020
OPTIQ OEG ME THROTTLING CONFORMANCE TEST SCRIPT V1.1

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.

Optiq OEG ME Cash_Conformance Test Script_Binary_FIX_Protocols-v 1.7

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.

How the market works - V4.0

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.

EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.0.2

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

EURONEXT MARKETS - OPTIQ OEG CLIENT SPECIFICATIONS - SBE INTERFACE - V4.0.2

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.

OEG_BINARY_SBE_INPUT_217

OEG SBE Template version 217 for the Oslo Migration

EURONEXT MARKETS - OPTIQ OEG CLIENT SPECIFICATIONS - FIX 5.0 INTERFACE - V.4.0.3

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

EURONEXT CASH MARKETS - OPTIQ KINEMATICS SPECIFICATIONS – V4.0.1

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_BINARY_SBE_INPUT_300
MDG_BINARY_SBE_INPUT_217

MDG SBE Template version 217 for the Oslo Migration

OEG_BINARY_SBE_INPUT_300
Oslo Børs - Guide to New Trading System - V3.0

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.

EURONEXT OPTIQ MARKET DATA GATEWAY EXTERNAL USER ACCEPTANCE ENVIRONMENT V2.4

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

EURONEXT OPTIQ MARKET DATA GATEWAY PRODUCTION ENVIRONMENT V2.5

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

EURONEXT CONFORMANCE TESTING (BAU) AND ALGORITHM DECLARATION POLICY

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.

Oslo Optiq Technical User Group 1st

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

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.

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.

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.

MIGRATION GUIDELINES - V3.0

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.

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.

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

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.

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.

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.

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.

OPTIQ RELEASE NOTES 11092019

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

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.

mdg_binary_sbe_input_204

MDG SBE Template version 204 for Optiq Derivatives phase 3.

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 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.

oeg_binary_sbe_input_204

OEG SBE Template version 204 for Optiq Derivatives phase 3.

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.

MDG_BINARY_SBE_INPUT_203

MDG SBE Template version 203 for Optiq Derivatives phase 3.

OEG_BINARY_SBE_INPUT_203

OEG SBE Template version 203 for Optiq Derivatives phase 3.

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 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

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.

Cash Market Equities Instrument Migration Among Partitions V1.3

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2

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 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

Optiq Phase 3 Trading Schedule Summary
Optiq Phase 3 Tick Size Summary
Optiq Phase 3 Derivatives Spread Classes
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.

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 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.

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.

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.