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 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 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)

OSLO OPTIQ TECHNICAL USER GROUP 2ND

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

CLIENT ROADMAP 2020
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.

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.

OEG_BINARY_SBE_INPUT_300
OEG_BINARY_SBE_INPUT_217

OEG SBE Template version 217 for the Oslo Migration

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).

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.

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.

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.

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.

oeg_binary_sbe_input_204

OEG 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_203

OEG SBE Template version 203 for Optiq Derivatives phase 3.

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.

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.

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