IT Documentation

OEG SBE Template version 204 for Optiq Derivatives phase 3.

MDG SBE Template version 204 for Optiq Derivatives phase 3.

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 203 for Optiq Derivatives phase 3.

MDG SBE Template version 203 for Optiq Derivatives phase 3.

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

optiq_technical_note_cash_market_equities_instrument_migration_among_partitions.V1.2

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.

This document intends to provide general technical information about Euronext Markets – Optiq® SBE Template Policy for the Migration of Derivatives Markets

Optiq Phase 3 Derivatives Spread Classes

Optiq Phase 3 Trading Schedule Summary

Optiq Phase 3 Tick Size Summary

The TRF Conversion Parameters files provide the following data to the members on a daily basis:
■ Contract referential data: Contract code, Maturity, Number of days to expiry, Daily Settlement Price,etc.
■ Pricing of Funding leg and Dividend leg: Daily accrued funding, Daily accrued dividend, Accumulated funding, Accumulated dividend, etc.

This document provides you the exhaustive list of changes introduced by the implementation of the SBE Template 110 (versus SBE template version 107) on OEG and MDG messages, fields and values as well as the standing data files.

Scope and audience: This technical note intends to provide general technical information about SBE and specify the SBE implementation on Optiq®.
This document is meant to familiarize developers who will work with SBE for the first time and remind others the current rules of implementation.

This dpocument provide you exhaustive list of changes introduced by the implementation of the SBE Template 107 (versus SBE template version 105) on OEG and MDG messages, fields and values as well as the standing data files. For an explanation of the changes.

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.

Sample file for Saturn OBOE upload file

Sample file for Saturn APA ARM upload file

The Optiq Order Entry Gateway (OEG) provides high-speed and real-time connection to the Exchange markets. This document provides information about the High Availability (HA) and Business Continuity mechanisms for the trading chain implemented in Optiq and details of:

■ high availability and business continuity facilities supported by the Optiq trading chain

■ features of the trading chain that support client’s ability to:

– manage their sessions in cases of trading chain recovery,

– resynchronize with the Exchange if required

■ recommended practices in different cases of failure

The scope of this version of the document covers high availability and Exchange business continuity for the Cash markets hosted on Optiq.

This document describes the Euronext Global Reporting Solution concerning the Euronext APA/ARM Services as well as the transaction modalities for Euronext Members not subject to MIFIR and the Cleared OTC Trade Facility. The objective is to give an overview of the services and functionalities. For more detailed information Market participants have to refer to the related documentation described below.

This document provides additional information related to time stamps for Optiq OEG.

The purpose of this technical note is to provide general information about the MiFID II technical changes on UTP Derivatives. More specifically, this document aims to describe the MiFID II technical changes with regards to new fields in order entry messages and familiarise developers with how to implement these changes for the respective order entry interfaces.

This document provides guidelines on how to test applications against Euronext’s Optiq Market Data Gateway (MDG) publisher. The document outlines all required conformance steps, the organization of tests, the testing timelines.

This technical note intends to provide general technical information about Euronext’s File Services (EFS), a file service mechanism that will be used during the implementation of OPTIQ.

This technical note intends to provide general information about the Snapshot Service for Optiq MDG. Describing the Snapshot kinematics, this document aims to familiarize developers how to implement this recovery functionality in their feed handler to recover from packet loss, or in case of an intraday/late start.

This technical note intends to provide general technical information about LZ4 compression on Optiq®.

Global overview of the application message flow exchanged between SLEs and Euronext’s Trade Confirmation System (TCS), and the associated broadcast messages; main rules and particularities associated with this model.

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.