IT Documentation by product

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.

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

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.

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 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®.

OEG SBE Template version 204 for Optiq Derivatives phase 3.

MDG SBE Template version 204 for Optiq Derivatives phase 3.

OEG SBE Template version 203 for Optiq Derivatives phase 3.

MDG SBE Template version 203 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.

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 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.