Type: Functional Overview
Euronext Clearing – Equity and Equity Derivatives VaR Data Flows Clearing
Euronext Cash and Derivatives Markets - Common File Transfer System - User Guide - External - v5.17.0 Optiq Market Data

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.

Euronext Cash and Derivatives Markets - Euronext File Services - User Guide - External - v5.17.0 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.

Euronext Cash and Derivatives Markets - Euronext File Services - User Guide - External - v5.17.0 +TC 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.(with track changes)

EURONEXT DERIVATIVES MARKETS - RISKGUARD ACCESS USER GUIDE - RISKGUARD CLEARERS - EXTERNAL - V5.3 Optiq Order Entry

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).

EURONEXT DERIVATIVES MARKETS - RISKGUARD ACCESS USER GUIDE - EXTERNAL - V6.0 Optiq Order Entry

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

Guide to Trading System - Borsa Italiana Migration to Optiq - Functional Changes v.1.1 Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry
Euronext Derivatives How the Market Works v5.1 Optiq Market Data, Optiq Order Entry

The purpose of this document is to provide a description of the main functionalities and services offered by Optiq for Euronext Derivatives markets.
This document strives to provide for each identified functionality or service the following elements:
1. Why it is present in our Market
2. Description of the service and its principles
3. Examples, where possible, of its use
4. Advantages & benefits of the services as well as recommendation of use
The aim of the document is to provide a practical overview of the functionalities and approaches to Derivatives
trading in Optiq. At the end of the document technical and architectural topics are also covered to provide a general
overview.

Self-Trade Prevention Functional Overview - v2.0 Optiq Order Entry

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.

Euronext Markets - Optiq OEG Outbound lag mechanism - v1.1 Optiq Market Data, Optiq Order Entry

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.

Type: Specifications
Euronext Colocation Services - Acceptable Usage Policy v5 Data Centre Services
Euronext Colocation Services - Service and Technical Description v5 Data Centre Services, Optiq Market Data, Optiq Order Entry, Reporting interfaces
Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.17.0 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 Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.17.0 Optiq Order Entry
Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.17.0 Optiq Market Data

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

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.17.0 +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.  (with track changes)

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.17.0 +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 Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.17.0 +TC Optiq Market Data

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

Euronext Cash and Derivatives Markets - Optiq MDG Lite - Interface Specifications - External - v1.0 Optiq Market Data

The purpose of this document is to desribe the new Optiq MDG Lite Service that is offered over the TCP connection.

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.17.0 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 Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.17.0 Optiq Market Data

The purpose of this document is to describe all the files required for Trading on Optiq platform.

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.17.0 +TC Optiq Market Data

The purpose of this document is to describe all the files required for Trading on Optiq platform.(With Track changes)

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.16.0 Optiq Market Data

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

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.16.0 +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 Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.16.0 +TC Optiq Order Entry

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. (With Track Changes)

Euronext Derivatives Markets – Optiq OEG MDG - Kinematics Specification - External - v5.16.0 Optiq Market Data, Optiq Order Entry

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.16.0 +TC Optiq Market Data

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

Euronext Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.16.0 Optiq Order Entry
Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.16.0 +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 and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.16.0 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 Derivatives Markets – Optiq OEG MDG - Kinematics Specification - External - v5.16.0 +TC Optiq Market Data, Optiq Order Entry

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

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.16.0 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 Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.16.0 Optiq Order Entry

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.

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External - v5.16.0 Optiq Market Data

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

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.16.0 +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. (with track changes)

Euronext Client Managed Connectivity - Service and Technical Description V4 Data Centre Services, Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry
Euronext Markets - Optiq MDG Client Specifications - v4.13.0 +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 Drop Copy Service - v4.13.0 +TC Optiq Order Entry

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. (With Track Changes)

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.13.0 Optiq Market Data, Optiq Order Entry

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

Euronext Markets - Optiq MDG Client Specifications - v4.13.0 Optiq Market Data

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

Euronext Markets - Optiq Drop Copy Service - v4.13.0 Optiq Order Entry

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.

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.13.0 +TC Optiq Market Data, Optiq Order Entry

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

EURONEXT MARKETS - OPTIQ AND TCS ERROR LIST - V4.13.0 Optiq Order Entry
Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.13.0 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 - v4.13.0 +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. (with track changes)

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.13.0 +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 OEG Client Specifications - SBE Interface - v4.13.0 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 - FIX 5.0 Interface - v4.12.0 +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.

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.12.0 +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.

Euronext Markets - Optiq File Specifications - v4.12.0 Optiq Market Data

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

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.12.0 +TC 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 the Euronext Derivatives markets. (Track Changes included)

Euronext Markets - Optiq MDG Client Specifications - v4.12.0 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 - FIX 5.0 Interface - v4.12.0 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 File Specifications - v4.12.0 +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 Markets - Optiq OEG Client Specifications - SBE Interface - v4.12.0 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 MDG Client Specifications - v4.12.0 +TC Optiq Market Data

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

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.12.0 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 the Euronext Derivatives markets.

Euronext ShortLongCode Management Application v2.4 Reporting interfaces

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.

Type: Sample Files
mdg_binary_sbe_input_317 Optiq Market Data
oeg_binary_sbe_input_317 Optiq Order Entry
mdg_binary_sbe_input_316 Optiq Market Data
oeg_binary_sbe_input_316 Optiq Order Entry
oeg_binary_sbe_input_313 Optiq Order Entry
mdg_binary_sbe_input_313 Optiq Market Data
oeg_binary_sbe_input_312 Optiq Order Entry
mdg_binary_sbe_input_312 Optiq Market Data
oeg_binary_sbe_input_311 Optiq Order Entry
mdg_binary_sbe_input_311 Optiq Market Data
oeg_binary_sbe_input_310 Optiq Order Entry
mdg_binary_sbe_input_310 Optiq Market Data
mdg_binary_sbe_input_307 Optiq Market Data
oeg_binary_sbe_input_307 Optiq Order Entry
mdg_binary_sbe_input_306 Optiq Market Data
oeg_binary_sbe_input_306 Optiq Order Entry
mdg_binary_sbe_input_305 Optiq Market Data
oeg_binary_sbe_input_305 Optiq Order Entry
Type: Migration Guidelines
Migration Guidelines - Borsa Italiana Optiq Migration v2.0 Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry

The intended audience of this document is any client of trading activities (Trading Member Firm, ASP, ESP, ISV, Data Vendor)1 on the:

- Legacy Euronext markets: already connected to Optiq® for the other markets operated by Euronext - Italian markets: connected to Borsa Italiana markets and moving to Optiq®, TCS and/or Saturn (reporting) features

 

1 Please note that dedicated migration guidelines for issuers will also be issued.
Euronext Data Centre - Migration Guidelines v2.2 Data Centre Services, Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry
Data Centre Migration - Go Live Weekend Guidelines v1 Data Centre Services, Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry
Data Centre Migration - Dress Rehearsal Guidelines v1.4 Data Centre Services, Optiq Market Data, Optiq Order Entry, Web Order Entry
Type: Methodological notes
Euronext Clearing - VaR model - Module A4 - Final Margins Clearing

Equities & Equity Derivatives Risk Engine

Total Margins Methodological notes

Euronext Clearing - VaR model - Module A2 - Initial Margins Clearing

Equities & Equity Derivatives Risk Engine

Initial Margins Methodological notes

Euronext Clearing - VaR model - Module A0 - Model Parameters Clearing

Equities & Equity Derivatives Risk Engine Module 0: Model parameters Methodological notes

Euronext Clearing - VaR model - Module A3 - Decorrelation Risk Add-on Clearing

Equities & Equity Derivatives Risk Engine

Decorrelation risk add-on Methodological notes

Euronext Clearing - VaR model - Module A1 - Mark-to-Market Margins Clearing

Equities & Equity Derivatives Risk Engine Mark-to-Market Margins Methodological notes

Type: Connectivity Documents
Euronext Cash and Derivatives Markets - Optiq MDG EUA Connectivity - External - v5.16.0 Optiq Market Data

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

Euronext Cash and Derivatives Markets – Optiq MDG Production Connectivity - External - v5.16.0 Optiq Market Data

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway Production and Disaster Recovery (DR).

Euronext Cash and Derivatives Markets – Optiq OEG Service - Interface Specification - External - v5.16.0 +TC 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. (With Track changes)

Euronext Cash and Derivatives Markets - Optiq MDG EUA Connectivity - External - v5.16.0 +TC Optiq Market Data

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

Euronext Cash and Derivatives Markets – Optiq MDG Production Connectivity - External - v5.16.0 +TC Optiq Market Data

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway Production and Disaster Recovery (DR). (with track changes)

Euronext Cash and Derivatives Markets – Optiq OEG Service - Interface Specification - External - v5.16.0 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.

Euronext Markets - OPTIQ OEG Connectivity Specifications v3.4 - Aruba Data Centre Data Centre Services, Optiq Order Entry
Euronext Markets - OEG Connectivity Telnet Tests v3.2 - Aruba Data Centre Data Centre Services, Optiq Order Entry
Euronext Optiq Market Data Gateway - Production Environment v3.1 - Aruba Data Centre Data Centre Services, Optiq Market Data
Euronext Optiq Market Data Gateway - External User Acceptance Environment v3.1 - Aruba Data Centre Data Centre Services, Optiq Market Data
Type: Conformance Tests Documents
Test Form For Technical and Functional Testing - New Next EUA Environment - Aruba Data Centre v3.1 Data Centre Services, Optiq Market Data, Optiq Order Entry
Test Form for Unicast & Multicast - New Production Environment - Aruba Data Centre Data Centre Services, Optiq Market Data, Optiq Order Entry
Type: Functional Overview + Specifications
Euronext Markets - Optiq Drop Copy Service - v4.12.0 Optiq Order Entry

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.

Euronext Markets - Optiq Drop Copy Service - v4.12.0 +TC Optiq Order Entry

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. (Track Changes included)

Type: Dress Rehearsal Documents
Member guidelines for Disaster Recovery 23 October 2021 Optiq Market Data, Optiq Order Entry, Reporting interfaces, Web Order Entry