IT Documentation by type

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.20.0

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.20.0 +TC

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.20.0 +TC

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Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.20.0

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Borsa Italiana Optiq Migration - Instrument Group Code v1.1

Borsa Italiana Optiq Migration - Next-EUA Client Test Instruments v1

Euronext Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.19.0

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Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.19.0 +TC

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Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.19.0 +TC

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.19.0

Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.19.0

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.  (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. (with track changes)

oeg_binary_sbe_input_317

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.

Optiq and TCS Error List

Euronext RiskGuard for Cash markets is the Euronext 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 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)

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 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 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 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. (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. (with track changes)

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.

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. (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.

The purpose of this document is to describe Cash Market Kinematics for Optiq Order Entry Gateway (OEG) and Market Data Gateway (MDG).

Euronext Cash and Derivatives Markets - Common File Transfer System - Members User Guide - External - v5.20.0

The purpose of this document is to describe Cash Market Kinematics for Optiq Order Entry Gateway (OEG) and Market Data Gateway (MDG).

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.

Euronext Cash and Derivatives Markets - Common File Transfer System - Members User Guide - External - v5.19.0 +TC

Euronext Cash and Derivatives Markets - Common File Transfer System - Members User Guide - External - v5.19.0

Euronext Cash Markets - End Of Day Files - Interface Specification - External - v5.19.0 +TC

Euronext Cash Markets - End Of Day Files - Interface Specification - External - v5.19.0

The purpose of this document is to describe all the files required for Trading on Optiq platform.

The purpose of this document is to describe all the files required for Trading on Optiq platform.

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.

The purpose of this document is to provide general technical information about Euronext Common File Transfer System Services. Euronext Common File Transfer System (CFTS) provides file distribution services to 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.

The purpose of this document is to provide general technical information about Euronext Common File Transfer System Services. Euronext Common File Transfer System (CFTS) provides file distribution services to 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 is about Cash Market Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages. (with track changes)

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. (with track changes)

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

The purpose of this document is to detail Kinematics for Optiq Order Entry Gateway and Market Data Gateway messages.(With track changes)

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

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External -  v5.20.0

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Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.20.0

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.

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External -  v5.20.0 +TC

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.20.0 +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.(with track changes)

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

Euronext Cash and Derivatives Markets - Optiq MDG Lite - Interface Specifications - External - v1.1 + TC

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External -  v5.19.0

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.19.0

Euronext Cash and Derivatives Markets - Optiq MDG Messages - Interface Specification - External -  v5.19.0 +TC

mdg_binary_sbe_input_319

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.19.0 +TC

mdg_binary_sbe_input_317

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

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 desribe the new Optiq MDG Lite Service that is offered over the TCP connection.

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

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.(with track changes)

The purpose of this document is to provide general technical information about Euronext Common File Transfer System Services. Euronext Common File Transfer System (CFTS) provides file distribution services to 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.

The purpose of this document is to describe all the files required for Trading on Optiq platform.

The purpose of this document is to describe all the files required for Trading on Optiq platform.(With Track changes)

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

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). (with track changes)

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

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

This document sets out the Euronext Clearing Application Programming Interfaces specifications. It describes the different interfaces offered by Euronext Clearing through which Clients can connect to the clearing systems. This document has the purpose of providing more details in relation to the APIs introduced in the document “Euronext Clearing Interfaces Overview and Reporting”. This version of the document contains details of a subset of Euronext Clearing Services. Future versions will include sections related to interfaces that allow Clients to perform commands and make operational requests to the Clearing House. Details relating to Connectivity will be provided in dedicated separate documents, to be released in due course.

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 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. (Track Changes included)

This document sets out the Euronext Clearing system technical guidelines. It describes the different access points and their interfaces, as well as the ways in which Clients can connect to the clearing systems and prepare their integration with Euronext Clearing. Importantly, it also provides details of all the Reports that will be distributed by Euronext Clearing following the migration of the Euronext Cash Markets to Euronext Clearing as their primary clearing house. Details relating to APIs and Connectivity will be provided in dedicated separate documents, to be released in due course.

This document should be read by clients who have subscribed to one of the following EU and UK MiFID II Euronext Reporting Services: ■ Transaction Reporting on Euronext Markets conducted directly by Euronext Members; ■ Transaction Reporting on Euronext Markets conducted by Euronext Members not Subject to EU and UK MiFID II; ■ ARM transaction reporting service; ■ APA Post-Trade publication service; ■ APA Pre-Trade publication for a SI (Systematic Internaliser) ; ■ OBOE (Off Book On Exchange) services

This document should be read by clients who have subscribed to one of the following EU and UK MiFID II Euronext Reporting Services: ■ Transaction Reporting on Euronext Markets conducted directly by Euronext Members; ■ Transaction Reporting on Euronext Markets conducted by Euronext Members not Subject to EU and UK MiFID II; ■ ARM transaction reporting service; ■ APA Post-Trade publication service; ■ APA Pre-Trade publication for a SI (Systematic Internaliser) ; ■ OBOE (Off Book On Exchange) services (Track Changes included)

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.

The purpose of this document is to provide a support and examples on Webservices usage for SATURN application, more specifically on the API (Application Programming Interface) setup with XML format.

Euronext Clearing – Equity and Equity Derivatives VaR Data Flows

This document sets out the Euronext Clearing System technical guidelines. It describes the different access points and their interfaces, as well as the ways in which Clients can connect to the Clearing House Systems and prepare their integration with Euronext Clearing. Additionally, this document contains details of the first set of Reports. Future versions will include sections related to Throttling, and High Availability and Business Continuity functionalities. Connectivity details, such as endpoints, will be provided in a dedicated separate document, to be released in due course

Equities & Equity Derivatives Risk Engine Mark-to-Market Margins Methodological notes

Equities & Equity Derivatives Risk Engine

Total Margins Methodological notes

Equities & Equity Derivatives Risk Engine

Initial Margins Methodological notes

Equities & Equity Derivatives Risk Engine Module 0: Model parameters Methodological notes

The purpose of this document is to provide a description of the proposed target clearing and settlement service model envisaged by Euronext Clearing for the Euronext cash markets. This document is based on Euronext Clearing’s high-level business requirements and takes into account client feedback gathered from a number of member consultations. Following implementation and clarification on feedback from clients, the document may be updated with further information providing additional detail. In the 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.

Equities & Equity Derivatives Risk Engine

Decorrelation risk add-on Methodological notes

The intended audience of this document is any client of trading activities (Trading Member Firm, ASP, ESP, ISV, Data Vendor)¹ on the:

- Legacy Euronext markets: already connected to Optiq® for the other markets operated by Euronext - Italian markets: connected to Borsa Italiana markets and moving to Optiq®, TCS and/or Saturn (reporting) features

¹ Please note that dedicated migration guidelines for issuers will also be issued.

The purpose of this document is to describe how to use the TCS functions for funds that are available to TCS trading members and fund managers through the TCS-Web Interface

This document describes how to use the dedicated Web Interface allowing Euronext members to register Off Book but On Exchange trades in the Euronext Trade Confirmation System (TCS).