Scope: Optiq Order Entry
Optiq Notice - Euronext Cash Markets - OEG Throttling Mechanism Cash - regulated markets

Euronext will enhance its Optiq® OEG throttling mechanism. The queuing capacity will be increased for sessions set up in queuing mode to allow up to five times the session throughput. These changes will be effective in production as of Monday 14 October 2019. This change will be available on Friday 04 October 2019 for client testing in EUA.

Euronext Cash Markets - OEG Throttling Mechanism (FOR FUTURE USE) Cash - regulated markets

This document provides details of the throttling mechanism for the Optiq® Order Entry Gateways (OEG).
This document is a supporting document for other technical specifications made available for Optiq, some of which are listed in the section Associated documents.

Euronext Cash Markets - Optiq Drop Copy Service - v1.4.0 Cash - regulated markets, ETF Access, Euronext block

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 (or all of their) Logical Accesses, for one, or across different Optiq Segments.

This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v1.7.1 - FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

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 descriptions.

Note: Algomi is not in scope of this document.

Euronext Cash Markets - Optiq OEG Client Specifications - SBE Interface - v1.7.0 - FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

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.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v1.7.0 - FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

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 descriptions.

Note: Algomi is not in scope of this document.

Optiq OEG ME Cash Conformance Test Script Binary FIX Protocols - v 1.6 - FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

The purpose of this document is to provide customers with a description of the Optiq order entry conformance script, with scenarios for connectivity, functional data conformance and high availability tests for the Phase 2 of the migration to Optiq covering the Euronext Cash markets. Please note that the DR(disaster recovery) testing will be detailed in a future version. 

Euronext Cash Markets - Optiq OEG Client Specifications - SBE Interface – v1.3.2 Cash - regulated markets

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.  Please note that Euronext Block, and Algomi are not in scope of this document.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface v1.6.3 Cash - regulated markets, ETF Access, Euronext block

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 descriptions.

Note: Algomi is not in scope of this document.

Euronext Cash Markets - OPTIQ Drop Copy Service - v1.3.0 - FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

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 (or all of their) Logical Accesses, for one, or across different Optiq Segments.

This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

Large-in-Scale features on the central Order Book overview 1.0 Cash - regulated markets, ETF Access, Euronext block

Euronext is introducing new Large-in-Scale (LiS) features on the Central Order Book. The service will create more opportunities to execute LIS orders, leveraging existing liquidity in the central order book. As soon as market participants implement the necessary modifications required to use the model, including conformance tests, they will immediately be able to benefit from the existing invisible liquidity. The new service is now available for testing on the External User Acceptance (P-EUA) test platform. The launch in Production is planned for the first quarter of 2019.

Euronext Cash Markets - Optiq OEG Client Specifications SBE Interface v1.6.1 Cash - regulated markets, ETF Access, Euronext block

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.

Euronext Cash Markets - Optiq OEG Connectivity Configuration specifications - v1.1.2 Cash - regulated markets, ETF Access, Euronext block

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. This document is a supporting document to the interface technical specifications

Euronext Cash Markets – Optiq OEG Throttling Mechanism v2.2 Cash - regulated markets, ETF Access, Euronext block

This document provides details of the throttling mechanism for the Optiq® Order Entry Gateways (OEG). This document is a supporting document for other technical specifications made available for Optiq, some of which are listed in the section Associated documents.

Euronext Cash Markets - OPTIQ® Drop Copy Service V1.2.0 Cash - regulated markets

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 (or all of their) Logical Accesses, for one, or across different Optiq Segments. This version of the document covers activity on the Cash market only, that are in scope of Phase 2 of the migration to Optiq.

Euronext Cash Markets - Optiq & TCS Error List – v1.3.2 Cash - regulated markets, Euronext block, TCS

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 Cash Markets – Optiq & TCS Error List - CSV format– v1.3.2 Cash - regulated markets, Euronext block, TCS

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.

New Warrants & Certificates Market Model - Functional Overview 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.

Optiq OEG ME Cash Conformance Test Script Binary FIX Protocols v1.3 Cash - regulated markets

The purpose of this document is to provide customers with a description of the Optiq order entry conformance script, with scenarios for connectivity, functional data conformance and high availability tests for the Phase 2 of the migration to Optiq covering the Euronext Cash markets. Please note that the DR(disaster recovery) testing will be detailed in a future version.

Euronext Cash Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v1.3.2 Cash - regulated markets

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 descriptions.    Note: Euronext Block and Algomi are not in scope of this document.

Euronext Cash Markets - Optiq Self-Trade Prevention (STP) Functional Overview – v1.3 Cash - regulated markets

Self-Trade Prevention (STP) has been introduced on Euronext’s Cash Markets to allow Member Firms acting as Liquidity Providers to avoid trading with themselves. The STP mechanism allows customers to avoid unintentional self-trading that results from the matching of two opposite orders 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 the Account Type of Liquidity Provider (LP). In the event that two opposite LP orders belonging to the same Member Firm 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 OEG Step 2 Conformance test guidelines_20180129_v1.1 Cash - regulated markets

This document provides guidelines on how to test customers’ applications against Euronext’s Optiq® Order Entry Gateway (OEG) and Matching Engine (ME) on Cash markets.

This document outlines all conformance steps required, how tests are organised and testing timelines.

Euronext Cash Markets - Optiq OEG Connectivity Configuration specifications - v1.1.1 Cash - regulated markets, ETF Access, Euronext block

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. This document is a supporting document to the interface technical specifications.

Optiq Technical note Timestamps Cash - regulated markets

This document provides additional information related to time stamps for Optiq OEG.

Euronext Cash Markets - OEG Cancel on Disconnect (CoD) Functional - Overview v1.1 Cash - regulated markets, ETF Access, Euronext block

This document describes the (Auto-Mass) Cancel on Disconnect feature in Optiq. This functionality is made available on all Optiq Segments of Cash Market, and is available for management by clients for individual submitted order messages. This document provides a general description of the functionality, how it works and how it behaves in different situations of day-to-day operations and business continuity cases.  Note: This document is for informational purposes only, and should be consulted alongside its associated documents, as outlined below.    Optiq Support Desk Tel: +33 1 70 48 25 55

Email: optiq@euronext.com 

Scope: Optiq Order Entry + Optiq Market Data + Reporting interfaces + Euronext File Services
OPTIQ NOTICE - EURONEXT CASH MARKETS : DISASTER RECOVERY TEST - GUIDELINES FOR PARTICIPANTS Cash - regulated markets, Euronext block, Saturn, TCS, Luxembourg Stock Exchange

Euronext confirms that the Disaster Recovery (DR) test for its Cash Markets will take place in Production on Saturday 21 September 2019. The guidelines for this Disaster Recovery (DR) test are now available.

DISASTER RECOVERY TEST - GUIDELINES FOR PARTICIPANTS Cash - regulated markets, Euronext block, Saturn, TCS, Luxembourg Stock Exchange

The objective is to simulate real life scenario that the trading architecture and Disaster Recovery Plan are fully operational within the targeted time frame.
The Euronext Disaster Recovery test will take place on Saturday 21 September 2019.
Euronext recommends that all customers take advantage of this service, however the test is not mandatory.

Scope: Optiq Order Entry + Optiq Market Data + Euronext File Services
EURONEXT CASH MARKETS – OPTIQ : SBE TEMPLATE VERSION 116 - SATURDAY DRESS REHEARSAL Cash - regulated markets

This Dress Rehearsal will allow customers to test the target Production implementation of the new implementation of SBE Template version 116 ahead of the implementation on Monday 9 September 2019.

UPDATE OPTIQ NOTICE SBE TEMPLATE VERSION 116 IN NEXT EUA & SATURDAY DRESS REHEARSAL Cash - regulated markets, ETF Access, Euronext block

UPDATE OPTIQ NOTICE SBE TEMPLATE VERSION 116 IN NEXT EUA & SATURDAY DRESS REHEARSAL

Optiq Notice - Euronext Cash Markets - Sbe Template Version 116 - Saturday Dress Rehearsal Cash - regulated markets, ETF Access, Euronext block

Optiq Notice - Euronext Cash Markets - Sbe Template Version 116 - Saturday Dress Rehearsal

UPDATE CTSG Notice - EURONEXT Cash Markets - OPTIQ SBE TEMPLATE UPGRADE IN PRODUCTION ENVIRONMENT CONFIRMATION.pdf Cash - regulated markets

Euronext informs about the go-live dates of the SBE template version 109 implementation in Production: Monday 6 May 2019.

The go live date in Production for the SBE Template version 109 will cover the following segments: Equities, Warrants & Certificates, Fixed Income, Bourse du Luxembourg and Index

Scope: Web Order entry/reporting + Reporting interfaces
SHORT LONG CODE MANAGEMENT (SLC MANAGER) Cash - regulated markets, Saturn

Short and long code mapping submission process to Euronext Saturn for purposes of Order Storage
under MiFID II

Scope: Optiq Market Data + Euronext File Services
Euronext Cash and Derivatives Markets – Optiq Files Specifications - v2.8.0 - FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash and Derivatives Markets – Optiq Files Specifications - v2.7 - FOR FUTURE USE Cash - regulated markets, Derivatives, ETF Access, Euronext block

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash and Derivatives Markets – Optiq® Files specifications version 2.6.1 Cash - regulated markets, Derivatives, ETF Access, Euronext block

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Euronext Cash and Derivatives Markets - Optiq files specifications - v2.0.0 Cash - regulated markets, ETF Access

This document details the Referential Data HTTPS Server for Euronext, to be used in conjunction with the Optiq MDG Client Specifications.

The Servers provide full referential data for the Euronext markets, as well as feed configurations and intraday trades with their MiFID II flags. Users of the Euronext market data feed should use the Servers to:

- Configure feed connections every day.

- Support the referential data that is disseminated on the feed.

- Complete their list of trades.

Scope: Optiq Order Entry + Optiq Market Data
Reminder Notice - Several Cash Equities instruments planned to move from one partition to another. Cash - regulated markets

Euronext will execute an Optiq® overnight instruments migration among partitions on the Cash Market Equities segment. Several Cash Equities instruments will be moved from one partition to another one

Cash Market Equities Instrument Migration Among Partitions V1.3 Cash - regulated markets

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2

Notice - Several Cash Equities instruments planned to move from one partition to another. Cash - regulated markets

Euronext will execute an Optiq® overnight instruments migration among partitions on the Cash Market Equities segment. Several Cash Equities instruments will be moved from one partition to another one. This change will be effective in production as of Monday 08 July 2019. Clients are requested to read carefully the present notice to assess their readiness for this change and in case of any doubt they are strongly encouraged to contact OCS before Tuesday 18 June 2019 in order to get assistance.

Notice - Optiq Cash SBE Tempalte version 116 available on Next EUA and Saturday DR Cash - regulated markets

Euronext informs clients that the SBE templates for OEG and MDG(order entry and market data) will be updated on version 116 in EUA Next Environment (pEUA) on 19 June 2019 for the Fixed Income segments and on 21 June 2019 for the remaining segments.
Additionally, A dress rehearsal is planned to take place on Saturday 20 July 2019

SBE Template Version 116 - New features Cash - regulated markets, ETF 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.

Notice - Euronext Cash Markets – Optiq® SBE Template upgrade in production environment Cash - regulated markets, ETF Access

Euronext informs its customers that the SBE templates used for order entry and market data on all Euronext Cash Market Segments will be upgraded to version 109. Only Euronext Block Segment will remain on version 110.

SBE Template Version 110 - New features Cash - regulated markets, ETF 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 Version 107 - New features Cash - regulated markets, ETF 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.

Notice - Euronext Cash Markets – Optiq® SBE Templates current implementation rules reminder and delivery change highlights Cash - regulated markets, ETF Access

Euronext would like to provide customers with further details on the current rules that apply for the design of SBE templates, and consequently the format of messages. In order to secure a smooth implementation of the coming changes on the SBE template,
Euronext is pleased to provide on the changes the rules of implementation and delivery for the upcoming releases on Optiq CASH®. Clients are strongly invited to test it in Next EUA (p-EUA) prior to the implementation of these changes in production.

SBE template introduction and compatibility rules Cash - regulated markets, Derivatives, ETF 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.

Euronext Cash Markets - Optiq Kinematics Specifications – v1.3.3 - FOR FUTURE USE Cash - regulated markets, ETF 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). It includes:

■ Typical trading scenarios and the corresponding public and private messages for these scenarios, and the different cases they may cover;

■ The names and IDs of the messages sent;

■ The events that trigger the transmission of messages.

This overview is meant to provide a description of the main structures and concepts used within this document, to facilitate the review of the individual topics and cases covered within.

The messages that are sent between trading members and Optiq are referred to as private messages whereas the messages that are sent by the external broadcasting systems are referred to as public messages.

Private messages are exchanged exclusively between the clients’ system and the Optiq matching engine via order entry gateways, for example to request information from the system or to issue a command (e.g., enter an order). Private messages are also sent back by Optiq via order entry gateways (OEGs) to the client’s system to provide the information requested, or confirm that a command has been successfully executed (or not), as well as to notify of trades, etc.

Public messages are sent by Optiq via MDG to provide to all subscribing clients with anonymized Market data, such as orders entered, best limits, trades executed, market events, updated limits, etc.

The diagrams in this document express representative examples of message sequences and other scenarios can be figured out from the ones described inside that document. The details of the message contents may vary depending on the example.

The diagrams also endeavour to represent as close to reality as possible the sequence in which events and steps occur, and messages are sent. This introduction provides indication when such cases are not feasible to represent faithfully due to complexity of graphical representation.

For a complete description of the messages and their fields, please refer to the associated document:

■ Optiq Order Entry Gateway Messages Specifications SBE;

■ Optiq Order Entry Gateway Messages Specifications FIX;

■ Optiq Market Data Gateway Messages Specifications.

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.

Euronext Cash Markets - Optiq Kinematics Specifications – v1.3.1 Cash - regulated markets

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). It includes:

■ Typical trading scenarios and the corresponding public and private messages for these scenarios, and the different cases they may cover;

■ The names and IDs of the messages sent;

■ The events that trigger the transmission of messages.

This overview is meant to provide a description of the main structures and concepts used within this document, to facilitate the review of the individual topics and cases covered within.

The messages that are sent between trading members and Optiq are referred to as private messages whereas the messages that are sent by the external broadcasting systems are referred to as public messages.

Private messages are exchanged exclusively between the clients’ system and the Optiq matching engine via order entry gateways, for example to request information from the system or to issue a command (e.g., enter an order). Private messages are also sent back by Optiq via order entry gateways (OEGs) to the client’s system to provide the information requested, or confirm that a command has been successfully executed (or not), as well as to notify of trades, etc.

Public messages are sent by Optiq via MDG to provide to all subscribing clients with anonymized Market data, such as orders entered, best limits, trades executed, market events, updated limits, etc.

The diagrams in this document express representative examples of message sequences and other scenarios can be figured out from the ones described inside that document. The details of the message contents may vary depending on the example.

The diagrams also endeavour to represent as close to reality as possible the sequence in which events and steps occur, and messages are sent. This introduction provides indication when such cases are not feasible to represent faithfully due to complexity of graphical representation.

For a complete description of the messages and their fields, please refer to the associated document:

■ Optiq Order Entry Gateway Messages Specifications SBE;

■ Optiq Order Entry Gateway Messages Specifications FIX;

■ Optiq Market Data Gateway Messages Specifications.

Scope: Optiq Market Data
Euronext Cash Markets - Optiq MDG Client Specifications - SBE Interface - v2.5.0 -FOR FUTURE USE Cash - regulated markets, ETF Access, Euronext block

The Euronext Optiq Market Data Gateway (MDG) provides high-speed, real-time market data for Euronext markets.

The data feed has the following high-level features:

■ Multicast technology

■ Ultra-low latency

■ MiFID II compliance

■ Cash & Derivatives message harmonization

■ Optimized feed for each type of connectivity

■ High availability

■ Reliable network solution

■ High level of scalability

■ Access to a wide range of European market data sets

This document provides detailed information about the features of the feed to support the development of client applications.

Euronext Cash Market – Optiq MDG Client Specifications - v2.4.1 Cash - regulated markets, ETF Access, Euronext block

The Euronext Optiq Market Data Gateway (MDG) provides high-speed, real-time market data for Euronext markets.

The data feed has the following high-level features:

■ Multicast technology

■ Ultra-low latency

■ MiFID II compliance

■ Cash & Derivatives message harmonization

■ Optimized feed for each type of connectivity

■ High availability

■ Reliable network solution

■ High level of scalability

■ Access to a wide range of European market data sets

This document provides detailed information about the features of the feed to support the development of client applications.

Euronext Cash Markets - Optiq MDG client specifications - v2.1.5 Cash - regulated markets

The Euronext Optiq Market Data Gateway (MDG) provides high-speed, real-time market data for Euronext markets.

The data feed has the following high-level features:

■ Multicast technology

■ Ultra-low latency

■ MiFID II compliance

■ Cash & Derivatives message harmonization

■ Optimized feed for each type of connectivity

■ High availability

■ Reliable network solution

■ High level of scalability

■ Access to a wide range of European market data sets

This document provides detailed information about the features of the feed to support the development of client applications.

Conformance Guidelines Cash - regulated markets, Derivatives

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.

OPTIQ Technical note Market Data High Availability Cash - regulated markets, Derivatives

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

OPTIQ Technical note MDG Snapshot Cash - regulated markets, Derivatives

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

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

Scope: Optiq Order Entry + UTP Market Data
Notice - Euronext Cash Markets – Optiq® Update SBE Template upgrade in production environment Cash - regulated markets, ETF Access, Euronext block

Euronext informs that the SBE template version 109 go-live in Production has been rescheduled.

The go live date in Production for the SBE Template version 109 is postponed for the time being for the following segments: Equities, Warrants & Certificates, Fixed Income, Bourse du Luxembourg and Index.

Scope: End of day service
Euronext Cash Markets - End of Day files specifications - v1.3.4 Cash - regulated markets

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.

Scope: Euronext File Services
Euronext file Services User guide - v1.2 Cash - regulated markets

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.

OPTIQ Technical Note Optiq File Services Cash - regulated markets, Derivatives

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.

Scope: Reporting interfaces
Euronext Off-Book On-Exchange trades publication - Market Model overview – version 1.3 Cash - regulated markets, Saturn

This document describes the Euronext Dublin On Exchange Off Book trade reporting facility. The objective is to give an overview of the functionality as well as the main system rules associated to these facilities. For more detailed information Euronext Members have to refer to the related documentation described below.

MIFID II Guidelines - Provision of data for Transaction Reporting and Order Record Keeping Cash - regulated markets, Derivatives

This purpose of this document is to provide guidance to Euronext Clients on the application of the requirements for Transaction Reporting (RTS 22) and Order Record Keeping (RTS 6), for the activity conducted on Euronext Regulated Markets.