IT Documentation

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.

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

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

Borsa Italiana Equity Instrument Rebalancing

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 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 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.

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.

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.

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

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 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 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.

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

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 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

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

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

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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

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 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.

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

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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.

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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).

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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

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 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)

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

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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)

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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.

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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)

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.

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

SBE Version v103 on Order Entry

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

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

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.

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.

OEG SBE Template version 300

OEG SBE Template version 217 for the Oslo Migration

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