Euronext Optiq Market Data Gateway MDG Lite - Production Connectivity v1.1 + TC

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® Production and Disaster Recovery (DR) for Optiq Snapshot and MDG Lite services.

Euronext Optiq Market Data Gateway MDG Lite - Production Connectivity v1.1

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® Production and Disaster Recovery (DR) for Optiq Snapshot and MDG Lite services.

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.3

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

Optiq MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.3

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

Guide to Trading System - Borsa Italiana Migration to Optiq - Functional Changes v.2.0
Migration Guidelines - Borsa Italiana Optiq Migration v4.0

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.
Borsa Italiana Optiq Migration - Phase 2 Next EUA Client Test Instruments v3

This file provides the list of instruments that clients can use to test on Next EUA for the Borsa Italiana Optiq Migration - Phase 2 

Optiq Certification Test Report v2

Please fill and return this excel to optiqmigration@euronext.com before your conformance test for the Borsa Italiana migration onto Optiq Phase 2.

Optiq OEG ME Cash Conformance - Test Script Binary FIX Protocols v1.9.3

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.

oeg_binary_sbe_input (325)
Euronext Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.25.0 +TC

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specifications - External - v5.25.0 +TC

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

This document should be read by Euronext’s clients developing tools for retrieving and processing Market Data files.

Euronext Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.25.0 +TC

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.

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.25.0 +TC

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 Cash and Derivatives Markets - Optiq OEG FIX 5.0 Messages - Interface Specification - External - v5.25.0

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

mdg_binary_sbe_input (325)
Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.25.0

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

This document should be read by Euronext’s clients developing tools for retrieving and processing Market Data files.

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.25.0

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 Cash and Derivatives Markets - Optiq OEG SBE Messages - Interface Specification - External - v5.25.0

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.

Euronext - List of Instruments where INAV publication is still ON

Provides an overview of the instruments where the INAV publication is still ON.

Borsa Italiana Optiq Migration - Instrument Group Code v8

Borsa Italiana Optiq Migration - Instrument Group Code v8

Euronext - List of Instruments where INAV publication is switched OFF

Provides an overview of the instruments where the INAV publication is switched OFF since 15 May 2023

Euronext Clearing Web Interface User Guide V2.0

This document aims to provide a complete guide to Euronext Clearing Web Interface platform for Clearing Members and Clearing Agents. It describes the online environment provided by Euronext Clearing and gives details of the functions of the Euronext Clearing Web Interface platform and how to use them.

SBE Upgrade And Delivery Schedule v2.0

This document was created in order to help clients navigate through the changes implemented in EUA and Production between now and the go-live of Borsa Italiana onto Optiq for the SeDeX, MOT, ExtraMOT and EuroTLX markets, planned for 11 September 2023.

oeg_binary_sbe_input (324)
Optiq Files - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.24.0

This document should be read by Euronext’s clients developing tools for retrieving and processing Market Data files.

Optiq OEG FIX 5.0 Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.24.0 +TC

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

Saturn Web Services - Detailed Functional Specification - Euronext Cash and Derivatives Markets - External - v5.24.0

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.

Euronext Optiq Market Data Gateway MDG Lite - External User Acceptance Environment v1.2 + TC

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® External User Acceptance (EUA) for Optiq Snapshot and MDG Lite services. The document should be read in conjunction with the Euronext Cash and Derivatives Markets – Optiq MDG External User Acceptance Connectivity document, in order to derive a combined view of the Euronext EUA available services.

Optiq MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.2 +TC

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

Optiq OEG SBE Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.24.0

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.

Request For Quote - Detailed Functional Specification - Euronext Cash Markets - External - v5.24.0 +TC

This document provides the detailed functional specifications of the Request For Quote service, which is a feature of the Optiq® Trading Solution.

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.2 +TC

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

Optiq OEG FIX 5.0 Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.24.0

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

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Euronext Optiq Market Data Gateway MDG Lite - External User Acceptance Environment v1.2

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® External User Acceptance (EUA) for Optiq Snapshot and MDG Lite services. The document should be read in conjunction with the Euronext Cash and Derivatives Markets – Optiq MDG External User Acceptance Connectivity document, in order to derive a combined view of the Euronext EUA available services.

Optiq Files - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.24.0 +TC

This document should be read by Euronext’s clients developing tools for retrieving and processing Market Data files.

Optiq MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.2

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

Saturn Web Services - Detailed Functional Specification - Euronext Cash and Derivatives Markets - External - v5.24.0 +TC

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.

Request For Quote - Detailed Functional Specification - Euronext Cash Markets - External - v5.24.0

This document provides the detailed functional specifications of the Request For Quote service, which is a feature of the Optiq® Trading Solution.

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.2

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

Optiq OEG SBE Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.24.0 +TC

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.

Euronext Clearing – Module 4 - Total Margins

The aim of this module is to illustrate the computation of the Total Margins requirement to the Clearing Member, once all the various margin components described in the other modules have been computed.

Euronext Clearing – Module 5 - Default Fund

This document aims at describing the methodological changes that Euronext Clearing (ENXC) intends implement to calibrate the Default Fund for the Equity/Eq. Derivatives asset class for both Borsa Italiana and Euronext legacy markets (Amsterdam, Brussels, Dublin, Lisbon, Oslo, Paris).

Euronext Clearing – Module 0 - Model Parameters Core

The present document describes the set of parameters used for computing both Initial Margins and Decorrelation risk add-on. The CCP reserves the faculty to review the parameters’ values periodically and/or whenever deemed appropriate.

Euronext Clearing – Module 2 - Initial Margins

The purpose of this document is to describe the steps for computing the Initial Margins of the portfolio subject to margining. These Initial Margins are an enhanced, dynamic version of the current static, SPAN-like methodology.

Euronext Clearing – Module 3 - Decorrelation Risk Add-on

Equities & Equity Derivatives Risk Engine

Decorrelation risk add-on Methodological notes

Euronext Clearing - Collateral Management Framework

The objective of this document is to support the regulatory review and approval process with respect to EURONEXT CLEARING (from now on addressed as “ENXC”) Collateral Management framework, by providing an overview of all ENXC’s proposed amendments and expected changes.

Euronext Clearing – VaR Data Flows for Italian markets
Euronext Clearing – Module 1 - Mark-to-Market Variation Margins

This document describes the methodology for computing the Mark-to-market/Variation Margins for the Clearing Members with outstanding positions at the evaluation date on the Equities/Equity Derivatives Section.

Optiq MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.1 +TC

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

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.1 +TC

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

Optiq MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.1

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

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.1

This document provides all multicast addresses required to access the Euronext Optiq® Market Data Gateway External User Acceptance (EUA). Only shaped data is provided in the test environment. In order to ensure a Production-like test environment, separate IP addresses and ports are used to replicate the Production ‘shaped’ and ‘unshaped’ configuration.

Borsa Italiana Equity Instrument Rebalancing
Go-Live Weekend Guidelines - Borsa Italiana Optiq Migration v1.1

The purpose of this document is to inform clients about the agenda and activities that will take place during the Go-Live Weekend organised in the context of the Borsa Italiana phase 1 (Equities & ETF markets) migration onto Optiq expected to take place on the 27th of March 2023.

Optiq IPO Equity Issuing – Direct Distribution User Guide v1.1

This document provides Euronext customers with functional and technical details regarding the IPO Direct Distribution trading model.

Euronext Cash Market - RiskGuard User Guide - V1.2

This document describes the key features of the RiskGuard service and how to set and amend the available pre-trade risk controls. Commands for Euronext RiskGuard Cash can be submitted via FIX OEG API. No web-based User Interface (UI) is available for RiskGuard on Euronext Cash Markets at this stage.

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.23.0 + TC

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

Optiq OEG FIX 5.0 Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.23.0

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

Optiq MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.0

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

Common File Transfer System - Members User Guide - Euronext Cash and Derivatives Markets - External - v5.23.0 +TC

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.

mdg_binary_sbe_input (323)
TCS Web Access - User Guide - Euronext Cash Markets - External - v5.23.0 +TC

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).

Optiq OEG SBE Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.23.0

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 MDG Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.23.0 + TC

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

End Of Day Files - Interface Specification - Euronext Cash Markets - External - v5.23.0 +TC

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.

BITA - Market Making Performance report - v. 3.1 - Optiq

The scope of this document is to provide a technical description of the “Market Making Performance Report” service.

Euronext Cash and Derivatives Markets - Optiq Files - Interface Specification - External - v5.23.0

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

Optiq OEG FIX 5.0 Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.23.0 + TC

The purpose of this document is to set out the client messages specification for Optiq OEG using FIX 5.0 format. More specifically, it describes the content of administrative and application messages and provides detailed field descriptions.

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.0 +TC

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

Common File Transfer System - Members User Guide - Euronext Cash and Derivatives Markets - External - v5.23.0

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.

oeg_binary_sbe_input (323)
Optiq OEG SBE Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.23.0 + TC

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 MDG Production Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.0 +TC

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

End Of Day Files - Interface Specification - Euronext Cash Markets - External - v5.23.0

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. 

Optiq OEG TCS Error List - Technical Specification - Euronext Cash and Derivatives Markets - External - v5.23.0

Euronext Cash and Derivatives Markets - Optiq OEG TCS Error List - Technical Specification - External - v5.23.0

TCS Web Access - User Guide - Euronext Cash Markets - External - v5.23.0

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).

Optiq MDG Messages - Interface Specification - Euronext Cash and Derivatives Markets - External - v5.23.0

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

Optiq MDG EUA Connectivity - Euronext Cash and Derivatives Markets - External - v5.23.0

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

BITA - OTR Reporting - v 3.1 - Optiq

The scope of this document is to provide a technical description of the “OTR Calculation and Reporting” service. Chapter 2 of this document provides details regarding the implementation of the OTR regime for Borsa Italiana markets. Chapters from 3 to 5 provide technical information and specifications regarding the daily OTR reports made available to Borsa Italiana Member Firms

Euronext Clearing Programme - Detailed FAQ v2.0

This document has been created to capture some of the key questions that Clearing Members may have in relation to the migration of default CCP arrangements on Euronext Amsterdam, Brussels, Dublin, Lisbon and Paris cash markets, to Euronext Clearing in Q4 2023.

Dress Rehearsals Guidelines - Borsa Italiana Optiq Migration v2.0

The purpose of this document is to inform clients about the agenda and activities that will take place during the two Dress Rehearsals organised in the context of the Borsa Italiana migration onto Optiq. This document aims to provide guidance on prerequisites, timing, scope and a detailed schedule to the clients for them to prepare for the event.

Clearing Connectivity specifications 1.2

The purpose of this document is to describe and address the actions that must be undertaken by Euronext Clearing and all participants to establish a communication between Members’ infrastructure and the Clearing System through distinct channels and protocols.

Samples Reports FIXTrade_DP01_DS01_DT01_XSDfiles

Zip file containing sample clearing report for transaction in FIX format and for report named DP01, DS01 and DT01.

Euronext Clearing Interfaces Overview and Reporting Specifications v3.0

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.

Euronext Clearing - How Clearing Works v2.0

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.

Euronext Cash and Derivatives Markets Optiq OEG Service - Interface Specification - External - v5.21.0 + TC

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

Euronext Cash and Derivatives Markets Optiq OEG Service - Interface Specification - External - v5.21.0

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

Euronext Optiq Market Data Gateway MDG Lite - Production Connectivity v1.0

This document provides all multicast and TCP/IP addresses required to access the Euronext Optiq® Production and Disaster Recovery (DR) for Optiq Snapshot and MDG Lite services.

Borsa Italiana Migration To Optiq - Equity and ETF Listing Schedule For Production v1

This document provides the indicative schedule of instruments that will be listed for the Italian Equity and ETF markets. This list is shared for indicative purposes and is subject to change.

Euronext Managed Connectivity - Service and Technical Description v2.0
Request For Quote - Detailed Functional Specification - External - v5.20.0

This document provides the detailed functional specifications of the Request For Quote service, which is a feature of the Optiq® Trading Solution.

Optiq OEG ME Cash Conformance Test Script Binary & FIX Protocols v1.9.2

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.

Euronext Clearing Application Programming Interfaces Specifications v 2.0

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 additional details regarding the clearing data that members can query. The description of the commands available to perform operational requests will be provided in the next version of the document. Details relating to Connectivity will be provided in dedicated separate document, to be released in due course.

Euronext Saturn MIFID II Commodities Positions Reporting v1.14

Euronext Saturn MIFID II Commodities Positions Reporting v1.14

Euronext Cash Markets - RiskGuard Access User Guide - V1.1

This document describes the key features of the RiskGuard service and how to set and amend the available pre-trade risk controls. Commands for Euronext RiskGuard Cash can be submitted via FIX OEG API. No web-based User Interface (UI) is available for RiskGuard on Euronext Cash Markets at this stage.

Euronext Commodity Reporting - Position Holder Form V1.0
Saturn Error Codes and Reporting Types V1.1

The purpose of this document is to provide customers with a description of all the reporting types authorized by Euronext’s reporting tool, Saturn, and an explanation of all the possible error codes received.

The APA/ARM sections of this document complIes with the UK DRSP regulatory framework governance.

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.21.0 +TC

Euronext Cash and Derivatives Markets - Optiq Drop Copy Service - Interface Specification - External - v5.21.0 +TC