|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  field.
|CCG Binary Header file - 1.8 - MiFID II||Derivatives|
|Request for Cross Functional Overview v3.1||Derivatives|
|Request for Cross FAQ – Future Release||Derivatives|
|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).
|Euronext Order Entry connectivity configuration specifications (Production & Disaster Recovery) v1.0||Derivatives|
|CCG P-EUA and V-EUA IP Configuration 1.0||Derivatives|
|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|
|Conformance Script RiskGuard vs1.2||Derivatives|
|Conformance Script – Request for Cross||Derivatives|
|Conformance Script - CCG - Full - v1.3||Derivatives|
|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|
|Conformance Script - CCG - Failure & Recovery - v1.6||Derivatives|
|CCG Provisioning Guide for Members - V1.0||Derivatives|