Type: Migration Guidelines
OSLO BØRS MIGRATION GUIDELINES V2.3.1 Cash - Regulated Markets, Derivatives - Regulated Markets, Saturn

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 Cash - Regulated Markets, Derivatives - Regulated Markets

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 Derivatives - Regulated Markets

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
Oslo Bors Products in EUA Cash - Regulated Markets, Derivatives - Regulated Markets
Euronext Block MTF - functional overview service description v2.0 Euronext Block

This document provides a functional overview of the Euronext Block multilateral trading facility (MTF) operated on the Optiq technology. This document provides key information for members of the platform and should be consulted alongside the related documents outlined below.

STRUCTURED PRODUCTS MARKET MODEL - FUNCTIONAL OVERVIEW - OPTIQ – V5.0 (EFFECTIVE 1 JUNE 2020) Structured Products MTF

The purpose of this document is to provide:
- A global overview of the application messages exchanged between Order Entry Connections (Logical Accesses) and Optiq’s Matching Engine (ME), and the associated publicly broadcast market data messages;
- The main rules and particularities associated with this model; -
The enhancements to the model implemented with the migration to Optiq;
with the objective to allow all market participants to gain a better understanding of the model.

OSLO OPTIQ TECHNICAL USER GROUP 2ND Cash - Regulated Markets, Derivatives - Regulated Markets, Saturn

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

How the market works - V4.0 Derivatives - Regulated Markets, Euronext File Services

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 Cash - Regulated Markets, Derivatives - Regulated Markets, Saturn

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

Optiq Phase 3 Tick Size Summary Derivatives - Regulated Markets
Optiq Phase 3 Trading Schedule Summary Derivatives - Regulated Markets
Structured Products Market Model - Functional Overview - Optiq - v4.0-2 Cash - Regulated Markets

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 Cash - Regulated Markets

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.

Type: Specifications
Euronext Markets - Optiq MDG Client Specifications v4.2.2 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF, TCS

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 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF, TCS

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 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Structured Products MTF

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 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Structured Products MTF

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

Euronext Cash Markets – Optiq Kinematics Specifications - v4.1.1 Cash - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

EURONEXT CASH MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V4.1.1+TC Cash - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

Euronext Markets - Optiq MDG Client Specifications v4.3.0 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF, TCS

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

Euronext Markets - Optiq MDG Client Specifications v4.3.0 +TC Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF, TCS

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 V4.1.2 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Structured Products MTF

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 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Structured Products MTF

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

Euronext Markets - Optiq File Specifications v4.2.1 Cash - Regulated Markets, Derivatives - Regulated Markets, Euronext File Services

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 Cash - Regulated Markets, Derivatives - Regulated Markets, Euronext File Services

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

EURONEXT CASH MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V4.1.0+TC Cash - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF

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

EURONEXT MARKETS - OPTIQ FILE SPECIFICATIONS V4.2.0 Cash - Regulated Markets, Derivatives - Regulated Markets, Euronext File Services

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 Structured Products MTF, Cash - Regulated Markets, ETP Access, Euronext Block

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 FILE SPECIFICATIONS V4.2.0 +TC Cash - Regulated Markets, Derivatives - Regulated Markets, Euronext File Services

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 – V4.2.0 Structured Products MTF, Cash - Regulated Markets, ETP Access, Euronext Block

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 Cash Markets – Optiq Kinematics Specifications - v4.1.0 Cash - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF
EURONEXT MARKETS - OPTIQ MDG CLIENT SPECIFICATIONS V4.0.2 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Luxembourg Stock Exchange, TCS

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

EURONEXT CASH MARKETS - OPTIQ KINEMATICS SPECIFICATIONS – V4.0.1 Cash - Regulated Markets, ETP Access, Euronext Block

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 DERIVATIVES MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V1.1.0 Derivatives - Regulated Markets

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 Derivatives - Regulated Markets, Euronext File Services

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.

Euronext file Services User guide - v1.2 Cash - Regulated Markets, Euronext File Services

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
MDG_BINARY_SBE_INPUT_303 Cash - Regulated Markets, Derivatives - Regulated Markets
MDG_BINARY_SBE_INPUT_102 Cash - Regulated Markets

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

MDG_BINARY_SBE_INPUT_103 Cash - Regulated Markets
mdg_binary_sbe_input_302 Cash - Regulated Markets, Derivatives - Regulated Markets
MDG_BINARY_SBE_INPUT_301 Cash - Regulated Markets, Derivatives - Regulated Markets
MDG_BINARY_SBE_INPUT_300 Cash - Regulated Markets, Derivatives - Regulated Markets
MDG_BINARY_SBE_INPUT_217 Derivatives - Regulated Markets

MDG SBE Template version 217 for the Oslo Migration

mdg_binary_sbe_input_204 Derivatives - Regulated Markets

MDG SBE Template version 204 for Optiq Derivatives phase 3.

MDG_BINARY_SBE_INPUT_203 Derivatives - Regulated Markets

MDG SBE Template version 203 for Optiq Derivatives phase 3.

Type: Project Roadmaps
CLIENT ROADMAP_2020-2021 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Structured Products MTF
CLIENT ROADMAP 2020 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Euronext File Services, Saturn, Structured Products MTF
Type: Dress Rehearsal Documents
Member guidelines for Disaster Recovery and Order Entry Security Enhancement Test 11 July 2020 Cash - Regulated Markets, Derivatives - Regulated Markets, Euronext File Services, Saturn, TCS

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

Type: Connectivity Documents
EURONEXT OPTIQ MARKET DATA GATEWAY PRODUCTION ENVIRONMENT V2.5 Cash - Regulated Markets, Derivatives - Regulated Markets

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 Cash - Regulated Markets, Derivatives - Regulated Markets

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

Type: Conformance Tests Documents
EURONEXT CONFORMANCE TESTING (BAU) AND ALGORITHM DECLARATION POLICY Structured Products MTF, Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Saturn, TCS, Luxembourg Stock Exchange

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 Cash - Regulated Markets, Derivatives - Regulated Markets

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: Release Notes
OPTIQ RELEASE NOTES 25112019 Derivatives - Regulated Markets, Euronext File Services

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

OPTIQ RELEASE NOTES 25102019 Derivatives - Regulated Markets, 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 Derivatives - Regulated Markets, 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 Derivatives - Regulated Markets, 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 Derivatives - Regulated Markets, 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: Technical Notes
Implied Calculation On Euronext Derivatives Markets Derivatives - Regulated Markets

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.

Cash Market Equities Instrument Migration Among Partitions V1.3 Cash - Regulated Markets

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2

SBE Template Version 116 - New features Cash - Regulated Markets, ETP Access, Euronext Block

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 Cash - Regulated Markets, ETP Access, Euronext Block

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 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, TCS

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 Cash - Regulated Markets, ETP Access

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 Market Data High Availability Cash - Regulated Markets, Derivatives - Regulated Markets

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

OPTIQ Technical Note Optiq File Services Cash - Regulated Markets, Derivatives - Regulated Markets, Euronext File Services

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 Cash - Regulated Markets, Derivatives - Regulated Markets

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 Cash - Regulated Markets, Derivatives - Regulated Markets

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