IT Documentation by product

The purpose of this document is to provide Oslo Børs customers with a detailed description of the prerequisites for Oslo Børs migration to Optiq® .

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 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.

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

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

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

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.

Optiq Phase 3 Trading Schedule Summary

Optiq Phase 3 Tick Size Summary

Optiq Phase 3 Derivatives Spread Classes

MDG SBE Template version 303

OEG SBE Template version 303

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.

MDG_BINARY_SBE_INPUT_301

MDG SBE Template version 300

MDG SBE Template version 217 for the Oslo Migration

OEG SBE Template version 300

OEG SBE Template version 217 for the Oslo Migration

OEG SBE Template version 204 for Optiq Derivatives phase 3.

MDG SBE Template version 204 for Optiq Derivatives phase 3.

OEG SBE Template version 203 for Optiq Derivatives phase 3.

MDG SBE Template version 203 for Optiq Derivatives phase 3.

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.

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 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 provides guidelines on how to test applications against Euronext’s Optiq Market Data Gateway (MDG) publisher. The document outlines all required conformance steps, the organization of tests, the testing timelines.

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

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.

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 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 information on strategy implied, with a special focus on
how third-parties applications can derive implied volume on Optiq based on the information provided.

This document intends to provide general technical information about Euronext Markets – Optiq® SBE Template Policy for the Migration of Derivatives Markets

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.

The purpose of this technical note is to provide general information about the MiFID II technical changes on UTP Derivatives. More specifically, this document aims to describe the MiFID II technical changes with regards to new fields in order entry messages and familiarise developers with how to implement these changes for the respective order entry interfaces.

This technical note intends to provide general technical information about Euronext’s File Services (EFS), a file service mechanism that will be used during the implementation of OPTIQ.

This technical note intends to provide general information about the Snapshot Service for Optiq MDG. Describing the Snapshot kinematics, this document aims to familiarize developers how to implement this recovery functionality in their feed handler to recover from packet loss, or in case of an intraday/late start.

This technical note intends to provide general technical information about LZ4 compression on Optiq®.