Type: Dress rehearsal documents
EURONEXT OPTIQ PHASE 3 - OEG AND ME - MIGRATION WEEKEND GUIDELINES - 23 NOVEMBER 2019 Optiq Order Entry, Optiq Market Data

The purpose of this document is to provide customers with a detailed description of the Euronext Optiq® Phase 3 Migration Weekend on Saturday 23 November 2019.

EURONEXT OPTIQ PHASE 3 - DRESS REHEARSAL GUIDELINES 16 NOVEMBER 2019 Optiq Order Entry, Optiq Market Data

The purpose of this document is to provide customers with a detailed description of the Euronext Optiq® Dress Rehearsal on Saturday 16 November 2019.

Type: Specifications
EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V2.2.0 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 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 Markets - Optiq MDG Client Specifications v3.1.0 Optiq Market Data

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

EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V2.1.0 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 - FIX 5.0 Interface - V.2.1.0 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 description

Euronext Markets - Optiq File Specifications v3.1.0 Optiq Order Entry

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

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.

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v2.1.0 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.

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 - Optiq Files Specifications - v2.4.0 Euronext File Services

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

Type: Sample files
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.

Type: Connectivity documents
EURONEXT OPTIQ MARKET DATA GATEWAY EXTERNAL USER ACCEPTANCE ENVIRONMENT V2.2 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 V2.3 Optiq Market Data

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

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.

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).

Type: Conformance tests documents
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.

OPTIQ OEG ME DERIVATIVES THROTTLING CONFORMANCE TEST SCRIPT V1.0 Optiq Order Entry

The purpose of this document is to provide customers with a description of the Throttling conformance test on Optiq in preparation for the go-live of Euronext Derivatives markets on Optiq platform.

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: Release notes
OPTIQ RELEASE NOTES 25102019 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.

OPTIQ RELEASE NOTES 11092019 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.

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.

Type: Migration guidelines
MIGRATION GUIDELINES - V3 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: 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.

OPTIQ Technical note LZ4 Optiq Market Data

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

Type: Specifications + Sample files
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, Euronext File Services
Type: Functional overview
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.

How the Market Works - v3.0 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.

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: 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