IT Documentation

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 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 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.

oeg_binary_sbe_input_320

mdg_binary_sbe_input_320

mdglite_binary_sbe_input_100

Euronext Optiq Market Data Gateway MDG Lite - External User Acceptance Environment v1.0

mdg_binary_sbe_input_319

oeg_binary_sbe_input_319

Euronext Data Centre - Migration Guidelines v2.3

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.

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.

mdg_binary_sbe_input_318

oeg_binary_sbe_input_318

mdg_binary_sbe_input_317

oeg_binary_sbe_input_317

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 Secure Communications Standards v1.0

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

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 Production and Disaster Recovery (DR). (with track changes)

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

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 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)

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

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)

mdg_binary_sbe_input_316

oeg_binary_sbe_input_316

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).

Test Form For Technical and Functional Testing - New Next EUA Environment - Aruba Data Centre v3.1

mdg_binary_sbe_input_313

oeg_binary_sbe_input_313

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 (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.

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.

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

oeg_binary_sbe_input_312

mdg_binary_sbe_input_312

oeg_binary_sbe_input_311

mdg_binary_sbe_input_311

This document is intended for all clients who use TCS Web services.

mdg_binary_sbe_input_310

oeg_binary_sbe_input_310

The purpose of this document is to provide clients with a description of the Saturn conformance test.

mdg_binary_sbe_input_307

oeg_binary_sbe_input_307

This document provides details of the lag mechanism that has been implemented to achieve the dissemination of the public feed ahead of the private feed.
This document encompasses other technical specifications made available for Optiq, some of which are listed in the section Associated documents.

mdg_binary_sbe_input_306

oeg_binary_sbe_input_306

mdg_binary_sbe_input_305

oeg_binary_sbe_input_305

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.

The purpose of this document is to introduce the Short Long Code (SLC) Manager GUI and API as well as data requirements for the submission of a mapping between short codes and long codes for Euronext Cash and Derivative Markets, Euronext Synapse, Euronext Block MTF, Sigma-X and Bourse de Luxembourg.

fix_input_304

OEG_BINARY_SBE_INPUT_304

MDG_BINARY_SBE_INPUT_304

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 features.

Oslo Cash Equities Change of Tickers (old versus new)

This document is intended for all clients who use Saturn services.

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.

List Oslo Bors Products on Cash/Derivatives Next EUA

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

Contract Specifications for Oslo Derivatives once migrating to Optiq.

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.

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® .

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

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

OEG SBE Template version 303

MDG SBE Template version 303

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

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

SBE Version v103 on Order Entry

SBE Version v103 on Market data.

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

MDG_BINARY_SBE_INPUT_302

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

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 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

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.

MDG SBE Template version 217 for the Oslo Migration

OEG SBE Template version 217 for the Oslo Migration

MDG SBE Template version 300

OEG SBE Template version 300

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.

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

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

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 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.

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.

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.

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.