IT Documentation by type

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Functional overview of Euronext Pre-Trade Risk Management on Derivatives markets

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The purpose of this document is to provide customers with a description of the Optiq order entry conformance script, including scenarios for connectivity, functional data conformance and high availability tests for the Optiq Phase 3 of the migration of Euronext Derivatives markets to Optiq.

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Euronext RiskGuard is a pre-trade risk management service providing Risk Managers at Clearing or Trading Member firms of Euronext the ability to monitor their clients' or firm's risk exposure. This document describes how to set and amend the different pre trade risk controls available through the Euronext RiskGuard web-based User Interface (UI).

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This document describes how to use the Connect platform in order to get access to the Riskguard tool as well as how to obtain access to the platform itself

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Self-Trade Prevention (STP) has been introduced on Euronext’s Markets to allow Member Firms performing
specific types of activities (e.g. Market Makers) 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 and or/quotes that are submitted via private messages (SBE or FIX) with specific Account Types.
In the event that two opposite orders belonging to the same Member Firm, and applicable account type,
would match against each other, the mechanism cancels either the resting, the incoming order or both
depending on the STP Type chosen.

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The purpose of this document is to provide members with the Optiq Order Entry Front-to-Back Conformance script that includes scenarios and detailed tests for various clearing instructions that are to be performed in preparation for the migration of Oslo Derivatives markets to the Optiq platform.

List Oslo Bors Products on Cash/Derivatives Next EUA

Contract Specifications for Oslo Derivatives once migrating to Optiq.

OEG SBE Template version 303

This is the sample file for the SBE version 302 on Order Entry Gateway.

This is the sample file for the SBE version 301 on Order Entry Gateway.

The purpose of this document is to provide customers with a description of how Throttling tests works for the Euronext Cash and Derivatives markets on Optiq platform.

OEG SBE Template version 300

OEG SBE Template version 217 for the Oslo Migration

The purpose of this document is to provide customers with a description of the Optiq order entry conformance script, including scenarios for connectivity, functional data conformance and high availability tests for the Optiq Phase 3 of the migration of Euronext Derivatives markets to Optiq.

This document sets out the file format specifications for Total Return Futures Conversion Parameters files and provides detailed field descriptions.

The purpose of this document is to provide useful additional information to developers about trading facilities for the Total Return Futures (TRF) Contract on Optiq Derivatives.

The purpose of this document is to provide useful information about Wholesales Trading on Optiq Derivatives focusing on the different kinematics offered to market participants and the related structures of the New Wholesale Order message.

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 Logical Accesses, for one, or
across different Optiq Segments.

OEG SBE Template version 204 for Optiq Derivatives phase 3.

OEG SBE Template version 203 for Optiq Derivatives phase 3.

This document intends to provide general technical information about Euronext Markets – Optiq® SBE Template Policy for the Migration of Derivatives Markets

Optiq Phase 3 Derivatives Spread Classes

The purpose of this technical note is to provide general information about the MiFID II technical changes on UTP Derivatives. More specifically, this document aims to describe the MiFID II technical changes with regards to new fields in order entry messages and familiarise developers with how to implement these changes for the respective order entry interfaces.

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

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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)

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

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

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

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MDG SBE Template version 303

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MDG SBE Template version 300

MDG SBE Template version 217 for the Oslo Migration

MDG SBE Template version 204 for Optiq Derivatives phase 3.

MDG SBE Template version 203 for Optiq Derivatives phase 3.

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.

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.

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®.

Euronext Data Centre - Migration Guidelines v2.3

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. Additionally, this document contains the details of Cancel on Disconnect service, OEG Throttling, and High Availability & Business Continuity functionalities.

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. Additionally, this document contains the details of Cancel on Disconnect service, OEG Throttling, and High Availability & Business Continuity functionalities. (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)

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.

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

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

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 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.

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

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 Phase 3 Trading Schedule Summary

Optiq Phase 3 Tick Size Summary

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)

The purpose of this document is to introduce the Short Long Code (SLC) Manager GUI and API as well as data requirements for the submission of a mapping between short codes and long codes for Euronext Cash and Derivative Markets, Euronext Synapse, Euronext Block MTF, Sigma-X and Bourse de Luxembourg.

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

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.

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.