IT Documentation by scope

This document describes the key features of the RiskGuard service and how to set and amend the available pre-trade risk controls. Commands for Euronext RiskGuard Cash can be submitted via FIX OEG API. No web-based User Interface (UI) is available for RiskGuard on Euronext Cash Markets at this stage.

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.

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.

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.

Oslo Cash Equities Change of Tickers (old versus new)

The purpose of this document is to described the relationship between the existing derivatives instruments listed on the current technology and the derivatives listed on Optiq when the Oslo Market is migrated to Optiq, as the ISIN codes for the derivatives instruments will change as a part of the migration.

The Oslo Optiq Technical User Group presentation that was held as a webcast for Conformance testing.

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.

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

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

Optiq Phase 3 Tick Size Summary

Optiq Phase 3 Trading Schedule Summary

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.

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

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

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

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

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® Production and Disaster Recovery (DR) for Optiq Snapshot and MDG Lite services.

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® External User Acceptance (EUA) for Optiq Snapshot and MDG Lite services. The document should be read in conjunction with the Euronext Cash and Derivatives Markets – Optiq MDG External User Acceptance Connectivity document, in order to derive a combined view of the Euronext EUA available services.

Euronext Optiq Market Data Gateway MDG Lite - External User Acceptance Environment v1.0

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

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

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

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

This document describes the files generated on a daily basis by the Optiq for the End Of Day (EOD) application and provided to the members of the Euronext Cash regulated markets.

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

This document describes the files generated on a daily basis by the Optiq for the End Of Day (EOD) application and provided to the members of the Euronext Cash regulated markets. 

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

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

This document provides the detailed functional specifications of the Request For Quote service, which is a feature of the Optiq^® Trading Solution.

Euronext Cash Markets - Optiq OEG MDG - Kinematics Specification - External - v5.21.0

Euronext Cash Markets - Optiq OEG MDG - Kinematics Specification - External - v5.21.0 +TC

This document provides an overview of the MDG lite service.

This document provides an overview of the MDG lite service.

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

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

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

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.

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.

mdg_binary_sbe_input (323)

mdg_binary_sbe_input_321

mdg_binary_sbe_input_320

mdglite_binary_sbe_input_100

mdg_binary_sbe_input_319

mdg_binary_sbe_input_318

mdg_binary_sbe_input_317

mdg_binary_sbe_input_316

mdg_binary_sbe_input_313

mdg_binary_sbe_input_312

mdg_binary_sbe_input_311

mdg_binary_sbe_input_310

mdg_binary_sbe_input_307

mdg_binary_sbe_input_306

mdg_binary_sbe_input_305

MDG_BINARY_SBE_INPUT_304

MDG SBE Template version 303

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

SBE Version v103 on Market data.

MDG_BINARY_SBE_INPUT_302

MDG_BINARY_SBE_INPUT_301

MDG SBE Template version 217 for the Oslo Migration

MDG SBE Template version 300

MDG SBE Template version 204 for Optiq Derivatives phase 3.

MDG SBE Template version 203 for Optiq Derivatives phase 3.

Euronext Data Centre - Migration Guidelines v2.3

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 features.

The purpose of this document is to provide Oslo Børs customers with a detailed description of the prerequisites for Oslo Børs migration to Optiq® .

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.

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.

Test Form For Technical and Functional Testing - New Next EUA Environment - Aruba Data Centre v3.1

Test Form for Unicast & Multicast - New Production Environment - Aruba Data Centre (Bergamo)

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.

Note: The APA/ARM sections of this document complies with the UK DRSP regulatory framework governance.

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.

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_cash_market_equities_instrument_migration_among_partitions.V1.2

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.

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.

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.

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.

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.

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.

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