Euronext Clearing – Equity and Equity Derivatives VaR Data Flows
Euronext Colocation Services - Service and Technical Description v5
Euronext Colocation Services - Acceptable Usage Policy v5
Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.17.0 +TC

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

Euronext Cash Markets - Optiq OEG MDG - Kinematics Specification - External - v5.17.0

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

Euronext Cash and Derivatives Markets - Euronext File Services - User Guide - External - v5.17.0 +TC

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 SBE Messages - Interface Specification - External - v5.17.0

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 Cash and Derivatives Markets - Common File Transfer System - User Guide - External - v5.17.0

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.

Euronext Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.17.0
Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.17.0

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 Cash Markets - Optiq OEG MDG - Kinematics Specification - External - v5.17.0 +TC

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

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Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.17.0

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

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.17.0 +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.  (with track changes)

Euronext Cash and Derivatives Markets - Euronext File Services - User Guide - External - v5.17.0

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 OEG FIX 5.0 Messages - Interface Specification - External - v5.17.0 +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 and Derivatives Markets - Optiq MDG Lite - Interface Specifications - External - v1.0

The purpose of this document is to desribe the new Optiq MDG Lite Service that is offered over the TCP connection.

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Euronext Cash Markets - RiskGuard Access User Guide - V1.0

Euronext RiskGuard for Cash markets is the Euronext 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

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.17.0

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

Migration Guidelines - Borsa Italiana Optiq Migration v2.0

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.
Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.17.0 +TC

The purpose of this document is to describe all the files required for Trading on Optiq platform.(With Track changes)

Euronext Clearing Interfaces Technical Specifications Cash v1.0

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 House Systems and prepare their integration with Euronext Clearing. Additionally, this document contains details of the first set of Reports. Future versions will include sections related to Throttling, and High Availability and Business Continuity functionalities. Connectivity details, such as endpoints, will be provided in a dedicated separate document, to be released in due course

Euronext Clearing - VaR model - Module A0 - Model Parameters

Equities & Equity Derivatives Risk Engine Module 0: Model parameters Methodological notes

Euronext Clearing - How Clearing Works v1.0

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.

Euronext Clearing - VaR model - Module A3 - Decorrelation Risk Add-on

Equities & Equity Derivatives Risk Engine

Decorrelation risk add-on Methodological notes

Euronext Clearing - VaR model - Module A1 - Mark-to-Market Margins

Equities & Equity Derivatives Risk Engine Mark-to-Market Margins Methodological notes

Euronext Clearing - VaR model - Module A4 - Final Margins

Equities & Equity Derivatives Risk Engine

Total Margins Methodological notes

Euronext Clearing - VaR model - Module A2 - Initial Margins

Equities & Equity Derivatives Risk Engine

Initial Margins Methodological notes

Euronext Secure Communications Standards v1.0
EURONEXT DERIVATIVES MARKETS - RISKGUARD ACCESS USER GUIDE - RISKGUARD CLEARERS - EXTERNAL - V5.3

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).

Euronext Cash and Derivatives Markets - Saturn Web Services XML - Interface Specification - External - v5.16.0

The purpose of this document is to provide a support and examples on Webservices usage for SATURN application, more specifically on the API (Application Programming Interface) setup with XML format.

Euronext Cash and Derivatives Markets - Saturn Web Services - Detailed Functional Specification - v5.16.0

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 DERIVATIVES MARKETS - RISKGUARD ACCESS USER GUIDE - EXTERNAL - V6.0

This document describes how to use the Connect platform in order to get access to the Riskguard tool as well as how to obtain access to the platform itself

Euronext Cash and Derivatives Markets - Saturn Web Services - Detailed Functional Specification - v5.16.0 +TC

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. (Track Changes included)

Euronext Cash and Derivatives Markets - Saturn - User Guide - External - v5.16.0

This document should be read by clients who have subscribed to one of the following EU and UK MiFID II Euronext Reporting Services: ■ Transaction Reporting on Euronext Markets conducted directly by Euronext Members; ■ Transaction Reporting on Euronext Markets conducted by Euronext Members not Subject to EU and UK MiFID II; ■ ARM transaction reporting service; ■ APA Post-Trade publication service; ■ APA Pre-Trade publication for a SI (Systematic Internaliser) ; ■ OBOE (Off Book On Exchange) services

Euronext Cash and Derivatives Markets – Optiq OEG Service - Interface Specification - External - v5.16.0

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.

Euronext Cash and Derivatives Markets - Optiq MDG EUA Connectivity - External - v5.16.0

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

Euronext Cash and Derivatives Markets – Optiq MDG Production Connectivity - External - v5.16.0

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

Euronext Cash and Derivatives Markets – Optiq OEG Service - Interface Specification - External - v5.16.0 +TC

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. (With Track changes)

Euronext Cash and Derivatives Markets - Optiq MDG EUA Connectivity - External - v5.16.0 +TC

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

Euronext Cash and Derivatives Markets – Optiq MDG Production Connectivity - External - v5.16.0 +TC

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

Euronext Derivatives Markets – Optiq OEG MDG - Kinematics Specification - External - v5.16.0

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

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.16.0 +TC

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

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.16.0

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 Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.16.0

This document is about the Drop Copy Service that provides, nearly, a real-time copies of required information produced by Optiq under trade reports and order messages format.
To be able to connect to the Drop Copy gateway, clients will have a dedicated connection setup that fits their needs with a Drop Copy configuration allowing them to access to various “Logical Accesses”, for one, or across different Optiq Segments.

Euronext Cash Markets - TCS Web Access - User Guide - External - v5.16.0

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).

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.16.0 +TC

The purpose of this document is to describe all the file specifications required for trading on Optiq®.(With Track Changes)

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.16.0

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 Cash Markets – Optiq OEG MDG - Kinematics Specification - External -v5.16.0

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

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Euronext Derivatives Markets – Optiq OEG MDG - Kinematics Specification - External - v5.16.0 +TC

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.(With track changes)

Euronext Cash Markets - End Of Day Files - Interface Specification - External - v5.16.0

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 SBE Messages - Interface Specification - External - v5.16.0 +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. (with track changes)

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.16.0 +TC

This document is about the Drop Copy Service that provides, nearly, a real-time copies of required information produced by Optiq under trade reports and order messages format.
To be able to connect to the Drop Copy gateway, clients will have a dedicated connection setup that fits their needs with a Drop Copy configuration allowing them to access to various “Logical Accesses”, for one, or across different Optiq Segments. (With Track Changes)

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.16.0

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

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.16.0 +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 OEG MDG - Kinematics Specification - External -v5.16.0 +TC

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

Euronext Cash Markets - TCS NAV Trading Facility - User Guide - External - v5.16.0

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 Files - Interface Specification - External - v5.16.0

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

Euronext Cash Markets - End Of Day Files - Interface Specification - External - v5.16.0 +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. (Track Changes included)

Euronext Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.16.0
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Guide to Trading System - Borsa Italiana Migration to Optiq - Functional Changes v.1.1
Data Centre Migration - Go Live Weekend Guidelines v1
Euronext Data Centre - Migration Guidelines v2.2
Data Centre Migration - Dress Rehearsal Guidelines v1.4
Test Form For Technical and Functional Testing - New Next EUA Environment - Aruba Data Centre v3.1
Euronext Client Managed Connectivity - Service and Technical Description V4
Euronext Derivatives How the Market Works v5.1

The purpose of this document is to provide a description of the 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 the 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.

Euronext Markets - OEG Connectivity Telnet Tests v3.2 - Aruba Data Centre
Euronext Optiq Market Data Gateway - Production Environment v3.1 - Aruba Data Centre
Euronext Markets - OPTIQ OEG Connectivity Specifications v3.4 - Aruba Data Centre
Euronext Optiq Market Data Gateway - External User Acceptance Environment v3.1 - Aruba Data Centre
Euronext Global Reporting Solution - Saturn Interface User Guide v2.9

This document should be read by clients who have subscribed to one of the following EU and UK MiFID II Euronext Reporting Services:
■ Transaction Reporting on Euronext Markets conducted directly by Euronext Members;
■ Transaction Reporting on Euronext Markets conducted by Euronext Members not Subject to EU and UK MiFID II;
■ ARM transaction reporting service;
■ APA Post-Trade publication service;
■ APA Pre-Trade publication for a SI (Systematic Internaliser) ;
■ OBOE (Off Book On Exchange) services

Euronext Markets - Optiq MDG Client Specifications - v4.13.0

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

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.13.0 +TC

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.(With track changes)

Euronext Markets - Optiq Drop Copy Service - v4.13.0

This document is about the Drop Copy Service that provides, nearly, a real-time copies of required information produced by Optiq under trade reports and order messages format.
To be able to connect to the Drop Copy gateway, clients will have a dedicated connection setup that fits their needs with a Drop Copy configuration allowing them to access to various “Logical Accesses”, for one, or across different Optiq Segments.

Euronext Markets - Optiq File Specifications - v4.13.0 +TC

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

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Euronext Markets - Optiq MDG Client Specifications - v4.13.0 +TC

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

Euronext Markets - Optiq Drop Copy Service - v4.13.0 +TC

This document is about the Drop Copy Service that provides, nearly, a real-time copies of required information produced by Optiq under trade reports and order messages format.
To be able to connect to the Drop Copy gateway, clients will have a dedicated connection setup that fits their needs with a Drop Copy configuration allowing them to access to various “Logical Accesses”, for one, or across different Optiq Segments. (With Track Changes)

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.13.0

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

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Euronext Markets - Optiq File Specifications - v4.13.0

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

EURONEXT-Saturn-Web Services Specifications_2.9.15 TC

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. (Track Changes included)

EURONEXT Saturn Web Services Specifications V2.9.15

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 AND TCS ERROR LIST - V4.13.0
TCS Web Access - User Guide - v4.2

This document describes how to use the TCS (Trading Confirmation System), which is a Euronext web-based application for the publication and reporting functions that are available to TCS trading members.

Self-Trade Prevention Functional Overview - v2.0

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 orders on the same instrument, of the same Member Firm (i.e. with the same Member
Code). The mechanism applies to orders and or/quotes 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, the incoming order or both
depending on the STP Type chosen.

EURONEXT Saturn Web Services Specifications V2.9.14 TC

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. (Track Changes included)

EURONEXT Saturn Web Services Specifications V2.9.14

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 - FIX 5.0 Interface - v4.13.0 +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 - v4.13.0 +TC

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

Optiq OEG ME Cash_Conformance Test Script_Binary_FIX_Protocols-v 1.9

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.

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.13.0

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 - v4.13.0

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 Cash Markets – Optiq Kinematics Specifications - v4.13.0

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

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.13.0 +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. (with track changes)

Test Form for Unicast & Multicast - New Production Environment - Aruba Data Centre