IT Documentation by type
|How the market works - V3.1||Derivatives||
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.
|OPTIQ RELEASE NOTES 25112019||Derivatives|
|OPTIQ RELEASE NOTES 25102019||Derivatives|
|OPTIQ RELEASE NOTES 11092019||Derivatives|
|Optiq Release Notes 23072019||Derivatives||
This document describes the effective functional and operational elements through which the services described in “How the Market Works” are delivered on Optiq.
|Optiq Release Notes||Derivatives||
This document describes the features and services, known limitations, as well as changes brought by the Optiq release. The content of the document is closely related to the “Euronext Derivatives – How the Market Works” document, which describes how Euronext Derivatives Markets are operated on Optiq.
|DERIVATIVES TRADING FEES FILE - OPEJ3 - SPECIFICATIONS V1.1||Derivatives|
|EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V2.2.1||Derivatives||
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.
The current list of supported products in Next EUA (p-EUA) for front-to-back testing with LCH can be found here . Please note that some contracts will expire between now and Go Live, and others may be created in the meantime. Information on the expiry date is provided in the file in attachment.
|OPTIQ OEG ME DERIVATIVES CONFORMANCE TEST SCRIPT BINARY FIX PROTOCOLS - V1.2||Derivatives||
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.
|OPTIQ OEG ME DERIVATIVES F2B CONFORMANCE TEST SCRIPT V1.1||Derivatives||
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 to Optiq of the Euronext Derivatives markets.
|OPTIQ OEG ME DERIVATIVES THROTTLING CONFORMANCE TEST SCRIPT V1.0||Derivatives|
|EURONEXT DERIVATIVES MARKETS – TRF CONVERSION PARAMETERS FILES SPECIFICATIONS - V1.7||Derivatives|
|EURONEXT MARKETS - OPTIQ OEG CONNECTIVITY SPECIFICATIONS V2.2.1||Derivatives||
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
|WHOLESALES TRADING / REQUEST FOR CROSS Technical Note||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.
|TOTAL RETURN FUTURES (TRF) Technical note||Derivatives|
|Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - V.2.1.0||Derivatives|
|Euronext Markets - Optiq File Specifications v3.1.0||Derivatives|
|Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v2.1.0||Derivatives|
|Euronext Markets - Optiq Drop Copy Service - v2.0.0||Derivatives||
Drop Copy is a service, providing near real-time copies of trade reports & order messages, usually used
|Self-Trade Prevention Functional Overview v1.4||Derivatives||
Self-Trade Prevention (STP) has been introduced on Euronext’s Markets to allow Member Firms performing
|EURONEXT MARKETS – OPTIQ PHASE 3 PRODUCTION CONNECTIVITY TELNET TESTS V1.0.1||Derivatives|
|Optiq OEG Step 3 Conformance test guidelines 20190722 v1.0||Derivatives||
This document provides guidelines on how to test customers’ applications against Euronext’s Optiq® Order Entry Gateway (OEG) and Matching Engine (ME) for Derivatives markets.
This document outlines all conformance steps required, how tests are organized, and testing timelines.
|Euronext Markets – Optiq SBE Template Policy for the Migration of Derivatives Markets v1.0||Derivatives|
|Optiq Phase 3 Derivatives Spread Classes||Derivatives|
|EURONEXT OPTIQ MARKET DATA GATEWAY EXTERNAL USER ACCEPTANCE ENVIRONMENT V2.2||Derivatives|
|EURONEXT OPTIQ MARKET DATA GATEWAY PRODUCTION ENVIRONMENT V2.3||Derivatives|
|Euronext Markets - Optiq MDG Client Specifications v3.1.0||Derivatives|
|Optiq MDG Client Specifications – v1.6.0 - FOR FUTURE USE||Derivatives|
|Euronext Optiq Market Data Gateway Production Environment v2.2||Derivatives|
|Euronext Optiq Market Data Gateway External User acceptance Environment v2.1||Derivatives|
|OPTIQ Technical note LZ4||Cash - regulated markets, Derivatives|
|MIGRATION GUIDELINES - V3||Derivatives||
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.
|Implied Calculation On Euronext Derivatives Markets||Derivatives||
The purpose of this document is to provide useful information on strategy implied, with a special focus on
|EURONEXT DERIVATIVES MARKETS – OPTIQ KINEMATICS SPECIFICATIONS - V1.1.0||Derivatives|
|Optiq Phase 3 Trading Schedule Summary||Derivatives|
|Optiq Phase 3 Tick Size Summary||Derivatives|