Type: Connectivity documents
EURONEXT MARKETS – OPTIQ OEG CONNECTIVITY SPECIFICATIONS V2.1.1 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.

EURONEXT MARKETS – OPTIQ PHASE 3 PRODUCTION CONNECTIVITY TELNET TESTS V1.0.1 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 the various environments.

Euronext Optiq Market Data Gateway External User acceptance Environment v2.1 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 v2.2 Optiq Market Data

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

Euronext Optiq™ Market Data Gateway Feed Configuration External User acceptance Environment v2.0 Optiq Market Data

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

The Euronext Optiq® Market Data Gateway Physical-EUA (P-EUA) environment is located in Basildon and the Virtual-EUA (V-EUA) environment is located at St. Denis. The P-EUA and V-EUA Source IP Address ranges are provided in this document and for P-EUA the Source IP Address ranges are provided for the live and standby systems as part of the High Availability mechanism. EUA High Availability (HA) and failover testing will only be conducted on the physical test environment (P-EUA).

Customers are requested to allow the V-EUA and P-EUA Source IP Address ranges through their Firewalls.

With the XML Standing Data files for the different Optiq Segments, customers will be able to map which instruments are available in which channel. The Optiq MDG feed configuration can be found at the end of each Standing Data file available and these will be provided on a daily basis in XML format. It is required to use the feed configuration details as part of the standing data files to connect to the feed on a daily basis.

In case a new partition is added to an Optiq Segment, customers are required to adapt to this type of change using the Optiq MDG Standing Data files that include the feed configuration details.

Euronext Optiq™ Market Data Gateway Feed Configuration Production Environment v2.1 Optiq Market Data

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

The Euronext Optiq® Market Data Gateway Production environment (PROD) is located in Basildon and the Disaster Recovery (DR) environment is located at St. Denis. The Production Primary (P) and Secondary (S) Source IP Address ranges are provided in this document for the live and standby systems as part of the High Availability mechanism.

Customers are requested to allow the Production Primary, Production Secondary and Disaster Recovery (DR) Source IP Address ranges through their Firewalls.

With the XML Standing Data files for the different Optiq Segments, customers will be able to map which instruments are available in which channel. The Optiq MDG feed configuration can be found at the end of each Standing Data file available and these will be provided on a daily basis in XML format. It is required to use the feed configuration details as part of the standing data files to connect to the feed on a daily basis.

In case a new partition is added to an Optiq Segment, customers are required to adapt to this type of change using the Optiq MDG Standing Data files that include the feed configuration details.

Type: Release notes
Optiq Release Notes 23072019 Optiq Order Entry, Optiq Market Data, Euronext File Services

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 Order Entry, Optiq Market Data, Euronext File Services

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.

Change Summary: MDG Derivatives Segmentation Change v2 Optiq Market Data

This document provides the summary of changes for the MDG Derivatives segment change, and the associated technical details. This change is being done as a preparatory step for migration of the Derivatives markets to Optiq.

Following this change Euronext Derivatives markets segments will be split as below:

■ Equity Derivatives (EQD)

■ Index Derivatives (IDD)

■ Commodity Derivatives (COM)

■ Financial Derivatives (FID)

This change in advance of Phase 3 implementation willsimplify migration of the Derivatives markets to Optiq. While no major impact is expected, customers are recommended to ensure that no adjustment is required to the list of Services and Channels they subscribe to via SFTI. For more information, please contact your Relationship Manager. SFTI packages, bandwidth and form are not impacted by this change. This change will be transparent for the CCG, Drop copy & clearing, and will not result in any cancellation of overnight orders. This summary outlines impacts for clients consuming MDG for Derivatives markets. For full details of impacts please review the updated MDG documentation.

Type: Conformance tests documents
Optiq OEG ME Derivatives Conformance Test Script Binary FIX Protocols - V1.0 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 Step 3 Conformance test guidelines 20190722 v1.0 Optiq Order Entry

This document provides guidelines on how to test customers’ applications against Euronext’s Optiq® Order Entry Gateway (OEG) and Matching Engine (ME) for Derivatives markets.

This document outlines all conformance steps required, how tests are organized, and testing timelines.

Type: Sample files
Optiq_Next_EUA_F2B_Contracts_available Optiq Order Entry, Optiq Market Data

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.

Type: Migration guidelines
Migration Guidelines -V2 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: Specifications + Sample files
OEG_binary_SBE_input_200 Optiq Order Entry

OEG SBE Template version 200 for Optiq Derivatives phase 3.

MDG_binary_SBE_input_v3.0.1-200 Optiq Market Data, Euronext File Services
Type: Specifications
Euronext Markets – Optiq OEG Client Specifications – FIX 5.0 Interface v2.0.0 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 and TCS Error list v2.0.0 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 Markets – Optiq OEG Client Specifications – SBE Interface v2.0.0 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 v3.0.1 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 - v1.0.1 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.

Euronext Markets - Optiq File Specifications v3.0.1 Optiq Market Data, Euronext File Services

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

Euronext Derivatives Markets – Optiq File Specifications – v2.4.0 Euronext File Services

This document must be read by Euronext’s clients developing tools for retrieving and processing Market Data files.

Optiq MDG Client Specifications – v1.6.0 - FOR FUTURE USE Optiq Market Data

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

Euronext Derivatives Markets – TRF Conversion Parameters Files Specifications - v1.6 Euronext File Services

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

Type: Technical notices
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

Type: Functional overview
Optiq Phase 3 Trading Schedule Summary Optiq Order Entry, Optiq Market Data
Optiq Phase 3 Tick Size Summary Optiq Order Entry, Optiq Market Data
Optiq Phase 3 Derivatives Spread Classes Optiq Order Entry
How the Market Works - v2.0 Optiq Order Entry, Optiq Market Data

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.

Type: Dress rehearsal documents
Dress Rehearsal Guideline for Derivatives Market Data Segmentation Change on 27 April Optiq Market Data

This Dress Rehearsal will allow customers to test the target Production implementation of the Derivatives Market Data segmentation ahead of the implementation on Monday 29 April 2019, subject to final approval.