IT Documentation by type

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.

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.6.0 +TC

Euronext Cash Markets – Optiq Kinematics Specifications - v4.6.0 +TC

Euronext Derivatives Markets – Optiq Kinematics Specifications - v4.6.0

Euronext Cash Markets – Optiq Kinematics Specifications - v4.6.0

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages. ( Track Changes included )

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

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 purpose of this document is to provide Oslo Børs customers with a detailed description of the Oslo Børs migration to Optiq® Dress Rehearsal on Saturday 10 October 2020.

This document provides a functional overview of the Euronext Block multilateral trading facility (MTF) operated on the Optiq technology. This document provides key information for members of the platform and should be consulted alongside the related documents outlined below.

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

This document is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.(+ Track changes)

Description

The purpose of this document is to provide:
- A global overview of the application messages exchanged between Order Entry Connections (Logical Accesses) and Optiq’s Matching Engine (ME), and the associated publicly broadcast market data messages;
- The main rules and particularities associated with this model; -
The enhancements to the model implemented with the migration to Optiq;
with the objective to allow all market participants to gain a better understanding of the model.

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.

EURONEXT DERIVATIVES MARKETS – OPTIQ® RELEASE NOTE FOR MIGRATION IN PRODUCTION

Euronext Saturn Web Services Specifications XML v1.0

Euronext Saturn Web Services Specifications v2.9.8

Euronext Saturn MIFID II Commodities Positions Reporting v1.13

Euronext Saturn Web Services Specifications v2.9.7 +TC

Euronext Saturn Web Services Specifications v2.9.7

EURONEXT Saturn Web Services Specifications_2.9.6

EURONEXT Saturn Web Services Specifications_2.9.6 + TC

This document describes how to use the Saturn User Interface (UI) as a support of the global reporting services provided by Euronext.

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.

SATURN ERROR CODE AND REPORTING TYPES V1.0

The purpose of this document is to provide clients with a description of the Saturn conformance test, with scenarios for functional data conformance for MiFID II transaction reporting.

This specification document is related to the Euronext Saturn Web Services, part of Euronext’s Reporting Services. Saturn offers a REST API which is used to access the services of the gateway. The purpose of this document is to describe the technology and the supported messages.

This client specification document is related to the Euronext Saturn Web Services, part of the Euronext Global Reporting Solution dedicated to answer the MiFID II reporting and publication requirements. Saturn offers a REST API which can be used to access the reporting services. The purpose of this document is to describe the technology and the supported messages for Commodity Position Reporting requirements under MiFID II

Euronext informs customers that a new version of the Saturn Regulatory Reporting Solution is available in P-EUA with the production released in July 2019.
This release of Saturn covers the new “Transaction Recovery” functionality.

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

Euronext Block MTF 2.0 - Functional Overview Service Description - v3.1

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.

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.

Euronext Markets - Optiq Drop Copy Service - v4.6.0 +TC

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.6.0

Euronext Markets - Optiq Drop Copy Service - v4.6.0

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.6.0 +TC

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.6.0 +TC

oeg_binary_sbe_input_306

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.6.0

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 Euronext Cash markets.

This document is about the Drop Copy Service that provides, nearly, a real-time copies of required information produced by Optiq under trade reports and order messages format.
To be able to connect to the Drop Copy gateway, clients will have a dedicated connection setup that fits their needs with a Drop Copy configuration allowing them to access to various “Logical Accesses”, for one,or across different Optiq Segments.

EURONEXT MARKETS – OPTIQ AND TCS ERROR LIST V3.1.0

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.

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.

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. ( Track Changes Included )

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 .( Track changes included )

This document provides the details that will allow customers to perform the mandatory connectivity telnet tests to Optiq Order Entry Gateway (OEG) in Production and Disaster Recovery.

This document sets out the client messages specifications for Optiq OEG using the SBE format.

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format.

This document sets out the client messages specifications for Optiq OEG using the SBE format.

This document sets out the client messages specifications for Optiq OEG using the FIX 5.0 format.

SBE Version v103 on Order Entry

This is the minimum version of SBE template accepted on the Cash-Production Platform.

Euronext Cash Markets - End Of Day Files Specifications - v1.3.7

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1

Euronext Markets - Optiq OEG Client Specifications - SBE Interface - v4.1.1 +TC

Euronext Markets - Optiq OEG Client Specifications - FIX 5.0 Interface - v4.1.1 +TC

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

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.(+ Track changes)

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.(+ Track Changes)

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.

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

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.

This document outlines the migration guidelines for Phase 1 of Euronext’s Optimized Structured Products Market Model and New Segment on Euronext Access Paris. Revisions of this document will be made available as Euronext delivers more features of the project and information/requirements can be shared with our clients

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.

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.

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

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.

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 is a supporting document to the interface technical specifications.

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 Markets - Optiq File Specifications - v4.6.0

Euronext Markets - Optiq File Specifications - v4.6.0 +TC

Euronext Markets - Optiq MDG Client Specifications - v4.6.0

mdg_binary_sbe_input_306

Euronext Markets - Optiq MDG Client Specifications - v4.6.0 +TC

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.

The purpose of this document is to describe all the file specifications required for trading on Optiq®.

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 file specifications required for trading on Optiq®. (Track Changes included)

The purpose of this document is to describe all the specifications of Optiq® Market Data Gateway. ( Track Changes included)

This is the minimum version of SBE template accepted on the Cash-Production Platform.

SBE Version v103 on Market data.

The purpose of this document is to describe all the file specifications required for trading on Optiq®.

MDG_BINARY_SBE_INPUT_301

MDG SBE Template version 300

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

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.

Member guidelines for Disaster Recovery 24 October 2020 - Sequence of Steps explained in detail.

Member guidelines for Disaster Recovery and Order Entry Security Enhancement Test 11 July 2020- Sequence of Steps explained in detail.

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) for Euronext Cash 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) for Euronext Cash Markets. (with Track changes)

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.

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.

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2