Type: Migration Guidelines
OSLO BØRS MIGRATION GUIDELINES V2.3.1 Optiq Market Data, Optiq Order Entry

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 OBOE features.

Oslo Børs - Guide to New Trading System - V3.0 Optiq Order Entry, Optiq Market Data

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.

Type: Connectivity Documents
Euronext Markets - OEG Connectivity Telnet Tests Optiq Order Entry

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.

EURONEXT MARKETS – OPTIQ® OEG CONNECTIVITY SPECIFICATIONS - 2.2.2 Optiq Order Entry

Euronext Markets – OPTIQ® OEG Connectivity Specifications-2.2(for future use)

EURONEXT OPTIQ MARKET DATA GATEWAY EXTERNAL USER ACCEPTANCE ENVIRONMENT V2.4 Optiq Market Data

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 Optiq Market Data

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

EURONEXT MARKETS - OPTIQ OEG CONNECTIVITY SPECIFICATIONS V2.2.1 Optiq Order Entry

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.

Type: Functional Overview
Oslo Bors Products in EUA Optiq Market Data, Optiq Order Entry
Large-in-Scale Features on the Central Order Book Overview v1.1 Optiq Order Entry

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

OSLO OPTIQ TECHNICAL USER GROUP 2ND Optiq Order Entry, Optiq Market Data

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

Oslo Optiq Technical User Group 1st Optiq Order Entry, Optiq Market Data

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

Euronext Off-Book On-Exchange trades publication - Market Model overview – version 1.3 Reporting interfaces

This document describes the Euronext Dublin 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. For more detailed information Euronext Members have to refer to the related documentation described below.

Large-in-Scale features on the central Order Book overview 1.0 Optiq Order Entry

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.

Euronext Cash Markets – Optiq OEG Throttling Mechanism v2.2 Optiq Order Entry

This document provides details of the throttling mechanism for the Optiq® Order Entry Gateways (OEG). This document is a supporting document for other technical specifications made available for Optiq, some of which are listed in the section Associated documents.

Euronext Cash Markets - OPTIQ® Drop Copy Service V1.2.0 Optiq Order Entry

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 (or all of their) Logical Accesses, for one, or across different Optiq Segments. This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

New Warrants & Certificates Market Model - Functional Overview Optiq Order Entry

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.

Structured Products Market Model - Functional Overview - Optiq - v4.0-2 Optiq Order Entry, Optiq Market Data

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.

Euronext Cash Markets - Optiq High Availability and Business Continuity v1.2.0 Optiq Order Entry, Optiq Market Data

The Optiq Order Entry Gateway (OEG) provides high-speed and real-time connection to the Exchange markets. This document provides information about the High Availability (HA) and Business Continuity mechanisms for the trading chain implemented in Optiq and details of:

■ high availability and business continuity facilities supported by the Optiq trading chain

■ features of the trading chain that support client’s ability to:

– manage their sessions in cases of trading chain recovery,

– resynchronize with the Exchange if required

■ recommended practices in different cases of failure

The scope of this version of the document covers high availability and Exchange business continuity for the Cash markets hosted on Optiq.

Euronext Cash Markets - Optiq Self-Trade Prevention (STP) Functional Overview – v1.3 Optiq Order Entry

Self-Trade Prevention (STP) has been introduced on Euronext’s Cash Markets to allow Member Firms acting as Liquidity Providers 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 that are submitted via private messages (SBE or FIX) with the Account Type of Liquidity Provider (LP). In the event that two opposite LP orders belonging to the same Member Firm 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 Cash Markets - OEG Cancel on Disconnect (CoD) Functional - Overview v1.1 Optiq Order Entry

This document describes the (Auto-Mass) Cancel on Disconnect feature in Optiq. This functionality is made available on all Optiq Segments of Cash Market, and is available for management by clients for individual submitted order messages. This document provides a general description of the functionality, how it works and how it behaves in different situations of day-to-day operations and business continuity cases.  Note: This document is for informational purposes only, and should be consulted alongside its associated documents, as outlined below.    Optiq Support Desk Tel: +33 1 70 48 25 55

Email: optiq@euronext.com 

Type: Specifications
Euronext Markets - Optiq MDG Client Specifications v4.2.2 +TC Optiq Market Data

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

Euronext Markets - Optiq MDG Client Specifications v4.2.2 Optiq Market Data

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

EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.1.3 Optiq Market Data

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

Euronext Markets - Optiq MDG Client Specifications v4.1.3 + TC Optiq Market Data

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

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.2 +TC Optiq Order Entry

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format.

EURONEXT CASH MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V4.1.1+TC Optiq Market Data, Optiq Order Entry

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 - v4.1.2 +TC Optiq Order Entry

This document sets out the client messages specifications for Optiq OEG using the SBE format.

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.2.pdf Optiq Order Entry

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format.

Euronext Cash Markets – Optiq Kinematics Specifications - v4.1.1 Optiq Market Data, Optiq Order Entry

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 - v4.1.2 Optiq Order Entry

This document sets out the client messages specifications for Optiq OEG using the SBE format.

Euronext Markets - Optiq MDG Client Specifications v4.3.0 +TC Optiq Market Data

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

Euronext Markets - Optiq MDG Client Specifications v4.3.0 Optiq Market Data

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

Euronext Cash Markets - End Of Day Files Specifications - v1.3.8 Optiq Order Entry

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 MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.1.2 Optiq Market Data

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

EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.1.2 +TC Optiq Market Data

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

Euronext Cash Markets - End Of Day Files Specifications - v1.3.7 Optiq Order Entry

Euronext Cash Markets - End Of Day Files Specifications - v1.3.7

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1 Optiq Order Entry
Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1 Optiq Order Entry
Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1 +TC Optiq Order Entry
Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1 +TC Optiq Order Entry
Euronext Markets - Optiq File Specifications v4.2.1 Optiq Market Data

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

Euronext Markets - Optiq File Specifications v4.2.1 +TC Optiq Market Data

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

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.0 Optiq Order Entry

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 - SBE Interface - v4.1.0 +TC Optiq Order Entry

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.(+ Track changes)

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.0 +TC Optiq Order Entry

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.(+ Track Changes)

EURONEXT CASH MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V4.1.0+TC Optiq Market Data, Optiq Order Entry

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

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.0 Optiq Order Entry

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 - SBE Interface - v4.2.0+TC Optiq Order Entry

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)

EURONEXT CASH MARKETS - OPTIQ KINEMATICS SPECIFICATIONS – V4.2.0 Optiq Order Entry, Optiq Market Data

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 - v4.2.0 Optiq Order Entry

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 Optiq Order Entry

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 FILE SPECIFICATIONS V4.2.0 Optiq Market Data

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

Euronext Cash Markets – Optiq Kinematics Specifications - v4.2.0 +TC Optiq Order Entry, Optiq Market Data

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)

EURONEXT MARKETS - OPTIQ OEG CLIENT SPECIFICATIONS - SBE INTERFACE - V4.2.0 Optiq Order Entry

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 Optiq Market Data

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

Euronext Cash Markets – Optiq Kinematics Specifications - v4.1.0 Optiq Market Data, Optiq Order Entry
EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.0.2 Optiq Market Data

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

EURONEXT MARKETS - OPTIQ OEG CLIENT SPECIFICATIONS - SBE INTERFACE - V4.0.2 Optiq Order Entry

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 - V.4.0.3 Optiq Order Entry

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.

EURONEXT CASH MARKETS - OPTIQ KINEMATICS SPECIFICATIONS – V4.0.1 Optiq Market Data, Optiq Order Entry

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 AND TCS ERROR LIST V2.2.1 Optiq Order Entry

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.

Euronext Cash Markets - Optiq Drop Copy Service - v1.4.0 Optiq Order Entry

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 (or all of their) Logical Accesses, for one, or across different Optiq Segments.

This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

SHORT LONG CODE MANAGEMENT (SLC MANAGER) Reporting interfaces

Short and long code mapping submission process to Euronext Saturn for purposes of Order Storage
under MiFID II

Euronext file Services User guide - v1.2 Optiq Market Data

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.

Type: Sample Files
OEG_BINARY_SBE_INPUT_303 Optiq Order Entry
MDG_BINARY_SBE_INPUT_303 Optiq Market Data
MDG_BINARY_SBE_INPUT_103 Optiq Market Data
OEG_BINARY_SBE_INPUT_102 Optiq Order Entry

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

OEG_BINARY_SBE_INPUT_103 Optiq Order Entry
MDG_BINARY_SBE_INPUT_102 Optiq Market Data

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

OEG_BINARY_SBE_INPUT_302 Optiq Order Entry
mdg_binary_sbe_input_302 Optiq Market Data
OEG_Binary_SBE_Input_301 Optiq Order Entry
MDG_BINARY_SBE_INPUT_301 Optiq Market Data
OEG_BINARY_SBE_INPUT_300 Optiq Order Entry
MDG_BINARY_SBE_INPUT_300 Optiq Market Data
Type: Dress Rehearsal Documents
Member guidelines for Disaster Recovery and Order Entry Security Enhancement Test 11 July 2020 Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry

Member guidelines for Disaster Recovery and Order Entry Security Enhancement Test 11 July 2020- Sequence of Steps explained in detail.

Type: Conformance Tests Documents
Optiq OEG ME Cash_Conformance Test Script_Binary_FIX_Protocols-v 1.7 Optiq Order Entry

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.

OPTIQ OEG ME THROTTLING CONFORMANCE TEST SCRIPT V1.1 Optiq Order Entry

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.

EURONEXT CONFORMANCE TESTING (BAU) AND ALGORITHM DECLARATION POLICY Optiq Order Entry, Optiq Market Data

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.

Conformance Guidelines Optiq Market Data

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.

Type: Technical Notes
Cash Market Equities Instrument Migration Among Partitions V1.3 Optiq Order Entry, Optiq Market Data

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2

SBE Template Version 116 - New features Optiq Order Entry, Optiq Market Data

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.

SBE Template Version 110 - New features Optiq Order Entry, Optiq Market Data

This document provides you the exhaustive list of changes introduced by the implementation of the SBE Template 110 (versus SBE template version 107) on OEG and MDG messages, fields and values as well as the standing data files.

SBE template introduction and compatibility rules Optiq Order Entry, Optiq Market Data

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.

SBE Template Version 107 - New features Optiq Order Entry, Optiq Market Data

This dpocument provide you exhaustive list of changes introduced by the implementation of the SBE Template 107 (versus SBE template version 105) on OEG and MDG messages, fields and values as well as the standing data files. For an explanation of the changes.

Optiq Technical note Timestamps Optiq Order Entry

This document provides additional information related to time stamps for Optiq OEG.

OPTIQ Technical note Market Data High Availability Optiq Market Data

This document provides additional information related to session management, order management, MDG high availability and Exchange business continuity.

OPTIQ Technical Note Optiq File Services Optiq Market Data

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.

OPTIQ Technical note MDG Snapshot Optiq Market Data

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.

OPTIQ Technical note LZ4 Optiq Market Data

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