IT Documentation by type

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 OBOE features.

List Oslo Bors Products in Cash/Derivatives Next EUA

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 describes the features and services, known limitations, as well as changes brought by the Optiq release.

This document describes the features and services, known limitations, as well as changes brought by the Optiq release.

This document describes the effective functional and operational elements through which the services described in “How the Market Works” are delivered on Optiq.
This document relies on the same structure as that of “How the Market Works” (HTMW) document.
Any known technical or functional limitations, caveats or outstanding defects of the delivered features are individually indicated in this documen

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.

Contract Specifications for Oslo Derivatives once migrating to Optiq.

This document describes the functional and technical requirements related to the implementation of the Large in Scale features on the Central Order Book.

OEG SBE Template version 303

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.

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 of Oslo Derivatives markets to the Optiq platform.

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

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

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.(with 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 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 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.

OEG SBE Template version 300

OEG SBE Template version 217 for the Oslo Migration

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.

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.

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.

OEG SBE Template version 203 for Optiq Derivatives phase 3.

Optiq Phase 3 Derivatives Spread Classes

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.

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.

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

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.

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

MDG SBE Template version 303

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)

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

MDG_BINARY_SBE_INPUT_302

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 file specifications required for trading on Optiq® with Track changes

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA).

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA).

Latest Indicative Euronext project ROADMAP for 2020-2021

LATEST INDICATIVE EURONEXT PROJECT ROADMAP FOR 2020

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

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 documentation details the rules of the new SLC component named SLC Checker in the SLC module and the corresponding error messages.

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.

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.

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.

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.

Optiq Phase 3 Tick Size Summary

Optiq Phase 3 Trading Schedule Summary