Scope: Optiq Order Entry
EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V3.0.1 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Luxembourg Stock Exchange, 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 MARKETS – OPTIQ® OEG CONNECTIVITY SPECIFICATIONS - 2.2.2 Cash - Regulated Markets, Derivatives - Regulated Markets

Euronext Markets – OPTIQ® OEG Connectivity Specifications-2.2(for future use)

DERIVATIVES TRADING FEES FILE - OPEJ3 - SPECIFICATIONS V1.1 Derivatives - Regulated Markets

This document provides detailed information regarding the design of the daily derivatives trading fees OPEJ3 file.

EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V2.2.1 Cash - Regulated Markets, Derivatives - Regulated Markets, ETP Access, Euronext Block, Luxembourg Stock Exchange, 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.

OPTIQ OEG ME DERIVATIVES CONFORMANCE TEST SCRIPT BINARY FIX PROTOCOLS - V1.2 Derivatives - Regulated Markets

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.

EURONEXT DERIVATIVES MARKETS – TRF CONVERSION PARAMETERS FILES SPECIFICATIONS - V1.7 Derivatives - Regulated Markets

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

TOTAL RETURN FUTURES (TRF) Technical note Derivatives - Regulated Markets

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.

WHOLESALES TRADING / REQUEST FOR CROSS Technical Note Derivatives - Regulated Markets

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.

Self-Trade Prevention Functional Overview v1.4 Derivatives - Regulated Markets

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 orders1 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 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 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.

Euronext Markets - Optiq Drop Copy Service - v2.0.0 Derivatives - 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 Logical Accesses, for one, or
across different Optiq Segments.

oeg_binary_sbe_input_204 Derivatives - Regulated Markets

OEG SBE Template version 204 for Optiq Derivatives phase 3.

OEG_BINARY_SBE_INPUT_203 Derivatives - Regulated Markets

OEG SBE Template version 203 for Optiq Derivatives phase 3.

Euronext Markets – Optiq SBE Template Policy for the Migration of Derivatives Markets v1.0 Derivatives - Regulated Markets

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 Derivatives - Regulated Markets
Scope: Optiq Market Data + Optiq Order Entry
How the market works - V4.0 Derivatives - Regulated Markets, Euronext File Services

The purpose of this document is to provide description of main functionalities and services offered by Optiq for Euronext Derivatives markets. This document strives to provide for each identified functionality or service the following elements:

1) Why it is present in our Market

2) Description of the service and its principles

3) Examples, where possible, of its use

4) Advantages & benefits of the services as well as recommendation of use

The aim of the document is to provide a practical overview of functionalities and approaches to Derivatives trading in Optiq. At the end of the document technical and architectural topics are also covered to provide a general overview. This document is the view of the expected implementation of Optiq for Derivatives markets. This document will be updated with further information providing additional details1 . In case of any functional changes they will be highlighted and communicated to clients in due course. A number of functionalities described in this document are subject to regulatory approval, and confirmation of implementation will be provided in due time.

Implied Calculation On Euronext Derivatives Markets Derivatives - Regulated Markets

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 Tick Size Summary Derivatives - Regulated Markets
Optiq Phase 3 Trading Schedule Summary Derivatives - Regulated Markets
Scope: Optiq Order Entry + Optiq Market Data
MIGRATION GUIDELINES - V3.0 Derivatives - Regulated Markets

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: Optiq Market Data
mdg_binary_sbe_input_204 Derivatives - Regulated Markets

MDG SBE Template version 204 for Optiq Derivatives phase 3.

MDG_BINARY_SBE_INPUT_203 Derivatives - Regulated Markets

MDG SBE Template version 203 for Optiq Derivatives phase 3.

OPTIQ Technical note LZ4 Cash - Regulated Markets, Derivatives - Regulated Markets

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