Type: Specifications
Input Order Throttling Per Contract - v3.3 Derivatives

Euronext’s UTP has a built-in protection mechanism that restricts the total number of messages (of all types) that a trading session can submit per second. In UTP-Derivatives, each session on the Common Customer Gateway (CCG) has a session limit of 100 msgs/s. Next to that, an inbound order throttle can be set at an individual contract level or for some contracts (product group). If the throttle for a contract is set to n messages per second, then the Trading Host will allow a maximum of n messages per second in a certain second for an ITM for that contract.

CCG Client Specifications - Binary Interface Derivatives

The purpose of this document is to set out the message specifications for the Common Customer Gateway for Derivative markets (CCG-D) using the binary format. More specifically, it describes the structures of the technical, administrative and market data messages and a precise definition for any field part of these message structures. Any message is composed by one header, one body, one trailer. The description of the CCG Derivatives protocol herein addresses all Euronext derivative-related trading engines.

CCG Client Specifications – FIX 5.0 Interface Derivatives

This document sets out the message specifications for the Common Customer Gateway for Derivative markets (CCG-D) using the FIX 5.0 format. More specifically, it describes the structures of the technical, administrative and market data messages and a precise definition for any field part of these message structures. Any message is composed by one header, one body, one trailer. The description of the CCG Derivatives protocol herein addresses all derivative-related trading engines.

Euronext Derivatives Markets - UTP Developer Guidelines - v1.2 Derivatives

This document provides guidelines on how to write effective and efficient applications using the UTP protocols for Order Entry (Binary or FIX 5.0) and Market Data (XDP). It is important to be aware that this document is not a replacement for, but rather a complementary document to the UTP Reference Manuals (see related documentation below). Most of the points raised in this document are concerned with the most efficient, or Exchange friendly way of performing various tasks, and the Exchange requires application developers to adopt the recommendations given where relevant.

CCG Error List – v1.11.0 - MiFID II release Derivatives

This document provides the list of errors that can be issued from the UTP Matching Engine upon receipt of request messages. Indeed, when the Matching Engine receives a request, it performs several checks on this incoming request message, and may reject it. When it does, the error is identified in the response message sent back by the Matching Engine by an error code together with an associated text in the Text [58] field.

CCG Binary Header file - 1.8 - MiFID II Derivatives

Derivatives CCG Binary Header file - MiFID II

Type: Functional overview
Request for Cross Functional Overview v3.1 Derivatives

This document provides a functional overview of the Request for Cross (RFC) trading facility which is available for Euronext commodity, equity and index options.

Request for Cross FAQ – Future Release Derivatives

Request For Cross (RFC) Frequently Asked Questions

Euronext Overview of Market Making Functionalities V 2.3.0 Derivatives

Euronext offers to market participants a range of liquidity provider incentive programs tailored to each market (Paris, Amsterdam, Brussels and Lisbon) and aimed at improving on-screen liquidity. Specific functionalities have been implemented within the UTP Matching Engine to support these programs:

■ Market Making Orders (Mass Quotes)

■ Market Maker Protections

These features are only available via the CCG Binary interface to designated Market Makers. This document provides a functional overview of the Market Making functionalities to Members intending to develop an application using the Binary Interface to the Common Customer Gateway (CCG).

Type: Connectivity documents
Euronext Order Entry connectivity configuration specifications (Production & Disaster Recovery) v1.0 Derivatives

Production & DR OEG Drop copy IP addresses for Cash OEG, OEG DC per Optiq Segment Name and Partition ID and for derivatives per CCG name.

CCG P-EUA and V-EUA IP Configuration 1.0 Derivatives

P-EUA and V-EUA IP addresses for Derivatives per CCG name

Type: Conformance tests documents
Conformance Script- CCG-Light MIFID-II (FIX and Binary)-v1.2 Derivatives

The purpose of this document is to provide customers with a description of the UTP-Derivatives MiFID II order entry conformance script, with scenarios for functional data conformance tests using the new MiFID II fields. Conformance testing will begin on 11 September 2017 on the P-EUA environment until 27 October 2017.

Conformance Guidelines – CCG- Light- MIFID-II ( FIX and Binary ) Derivatives

The purpose of this document is to provide customers with a detailed description of the guidelines to follow for testing UTP-Derivatives order entry with the new MiFID II fields.

Conformance Script RiskGuard vs1.2 Derivatives

This document details the test cases to be performed by the client in order to certify its trading software following the RISKGUARD implementation on the EURONEXT Cash and Derivatives markets.

Conformance Script – Request for Cross Derivatives

This document details the test cases to be performed by the client in order to certify its trading software for the Request for Cross functionality implemented on the Euronext Derivatives markets .

Conformance Script - CCG - Full - v1.3 Derivatives

This document describes the full conformance test script for order entry on UTP-D

Conformance Script - CCG - Drop Copy - v1.1 Derivatives

This document describes the drop copy conformance test script for UTP-D

The primary audience for this document are Member Developers and/or ISV’s who want to conform their application/software for drop copy on UTP-D . The drop copy conformance test is mandatory before access to drop copy is granted on the production environment.

Conformance Script - CCG - Light vs1.0 Derivatives

This document details the test cases to be performed by the client in order to certify its trading software for CCG Order Entry for EURONEXT Derivatives markets.

Conformance Script - CCG - Failure & Recovery - v1.6 Derivatives

This document provides details of the high availability and business continuity for the UTP® trading chain components, including features and elements associated to the Common Customer Gateways (CCG) for the Exchange’s Cash Markets.

Type: Configuration guidelines
CCG Provisioning Guide for Members - V1.0 Derivatives

This document details the steps required to be provisioned with production access to the NYSE Liffe Common Customer Gateway (CCG).

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