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.

MIGRATION GUIDELINES - V3.0 Optiq Order Entry, Optiq Market Data

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.

Type: Functional Overview
Contract Specifications Oslo Derivatives Optiq Order Entry

Contract Specifications for Oslo Derivatives once migrating to Optiq.

Oslo Bors Products in EUA Optiq Market Data, Optiq Order Entry
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.

How the market works - V4.0 Optiq Market Data, Optiq Order Entry

The purpose of this document is to provide description of 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 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. This document is the view of the expected implementation of Optiq for Derivatives markets. This document will be updated with further information providing additional details1 . In case of any functional changes they will be highlighted and communicated to clients in due course. A number of functionalities described in this document are subject to regulatory approval, and confirmation of implementation will be provided in due time.

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 Markets - Optiq Drop Copy Service - v2.0.0 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 Logical Accesses, for one, or
across different Optiq Segments.

Self-Trade Prevention Functional Overview v1.4 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 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.

Optiq Phase 3 Derivatives Spread Classes Optiq Order Entry
Optiq Phase 3 Trading Schedule Summary Optiq Order Entry, Optiq Market Data
Optiq Phase 3 Tick Size Summary Optiq Order Entry, Optiq Market Data
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 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 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 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: Specifications
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 v4.2.2 +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 v4.1.3 + 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 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 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 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 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.

Derivatives trading Fees file - OPEJ3 - Specifications V1.2 Optiq Order Entry

This document provides detailed information regarding the design of the daily derivatives trading fees OPEJ3 file.

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 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 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 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 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 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 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 - 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 - V4.2.0 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 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 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 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 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 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.

DERIVATIVES TRADING FEES FILE - OPEJ3 - SPECIFICATIONS V1.1 Optiq Order Entry

This document provides detailed information regarding the design of the daily derivatives trading fees OPEJ3 file.

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 DERIVATIVES MARKETS – TRF CONVERSION PARAMETERS FILES SPECIFICATIONS - V1.7 Optiq Order Entry

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

EURONEXT DERIVATIVES MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V1.1.0 Optiq Order Entry, Optiq Market Data

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

TRF Conversion Parameters Files Specifications - v1.5 Optiq Market Data

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.

Type: Sample Files
OEG_BINARY_SBE_INPUT_303 Optiq Order Entry
MDG_BINARY_SBE_INPUT_303 Optiq Market Data
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
MDG_BINARY_SBE_INPUT_217 Optiq Market Data

MDG SBE Template version 217 for the Oslo Migration

OEG_BINARY_SBE_INPUT_217 Optiq Order Entry

OEG SBE Template version 217 for the Oslo Migration

OEG_BINARY_SBE_INPUT_300 Optiq Order Entry
MDG_BINARY_SBE_INPUT_300 Optiq Market Data
OPTIQ_NEXT_EUA_F2B_CONTRACTS_AVAILABLE 20191108 Optiq Order Entry

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.

oeg_binary_sbe_input_204 Optiq Order Entry

OEG SBE Template version 204 for Optiq Derivatives phase 3.

mdg_binary_sbe_input_204 Optiq Market Data

MDG SBE Template version 204 for Optiq Derivatives phase 3.

OEG_BINARY_SBE_INPUT_203 Optiq Order Entry

OEG SBE Template version 203 for Optiq Derivatives phase 3.

MDG_BINARY_SBE_INPUT_203 Optiq Market Data

MDG SBE Template version 203 for Optiq Derivatives phase 3.

TradeManagerAPI – 1.8.wdsl (Web Service File) – MiFID II Reporting interfaces

TradeManagerAPI – 1.8.wdsl (Web Service File) – MiFID II

TradeManager – 1.8.xsd (Schema File) – MiFID II Reporting interfaces

TradeManager – 1.8.xsd (Schema File) – MiFID II

Type: Conformance Tests Documents
Oslo Optiq OEG Derivatives_F2B_Conformance Test Script_Binary_FIX_Protocols-v1 Optiq Order Entry

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.

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.

OPTIQ OEG ME DERIVATIVES CONFORMANCE TEST SCRIPT BINARY FIX PROTOCOLS - V1.2 Optiq Order Entry

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 OEG ME DERIVATIVES F2B CONFORMANCE TEST SCRIPT V1.1 Optiq Order Entry

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 to Optiq of the Euronext Derivatives markets.

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: 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: Release Notes
OPTIQ RELEASE NOTES 25112019 Optiq Market Data, Optiq Order Entry

EURONEXT DERIVATIVES MARKETS – OPTIQ® RELEASE NOTE FOR MIGRATION IN PRODUCTION

OPTIQ RELEASE NOTES 25102019 Optiq Market Data, Optiq Order Entry

This document describes the features and services, known limitations, as well as changes brought by the Optiq release.

OPTIQ RELEASE NOTES 11092019 Optiq Market Data, Optiq Order Entry

This document describes the features and services, known limitations, as well as changes brought by the Optiq release.

Optiq Release Notes 23072019 Optiq Market Data, Optiq Order Entry

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 Optiq Market Data, Optiq Order Entry

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.

Type: Technical Notes
WHOLESALES TRADING / REQUEST FOR CROSS Technical Note Optiq Order Entry

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.

TOTAL RETURN FUTURES (TRF) Technical note Optiq Order Entry

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.

Implied Calculation On Euronext Derivatives Markets Optiq Order Entry, Optiq Market Data

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.

Euronext Markets – Optiq SBE Template Policy for the Migration of Derivatives Markets v1.0 Optiq Order Entry

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

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.

MiFID II Technical Note – Introduction to the MiFID II technical changes – v4.0 – Derivatives Optiq Order Entry

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.

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®.