#22 SEPTEMBER 2, 2013

Transcription

1 NASDAQ OMX GLOBAL DATA PRODUCTS NORDIC NEWSLETTER #22 SEPTEMBER 2, 2013 NOTICE NEW AUCTION SCHEDULED INTRADAY AUCTION PAGE 3 HIGHLIGHT ACTIVELY-MANAGED FUNDS SEGMENTS PAGE 5-1 -

2 CONTENT Page NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATE INET New Auction Scheduled Intraday Auction 3 Actively-Managed Funds segments 5 MARKET DATA SYSTEMS TECHNICAL FUNCTIONALITY Genium Consolidated Feed (GCF) Change in Genium Consolidated Feed as of September 9, File Delivery System (FDS) GCF recorder update - Tick size details added to equities basic data files 6 System environments Genium Consolidated Feed production environment 7 Genium Consolidated Feed test environments 7 Genium Consolidated Feed Connectivity GLOBAL DATA PRODUCTS NASDAQ OMX Nordic Market Data news subscription Nordic subscription service for Market Data 9-2 -

3 NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATE INET New Auction Scheduled Intraday Auction As communicated in IT Notice 55/13 dated June 14, 2013, NASDAQ OMX Nordic will implement Scheduled Intraday Auctions on certain shares on the Danish, Finnish, and Swedish exchanges from and including December 2, Moreover, the IT Notice informed that new market segments will be required for the Finnish and Swedish markets: New Auction Scheduled Intraday Auction (65/13) Finnish and Swedish markets: Finland: A new market segment for mid cap and small cap shares. Sweden: A new market segment for small cap shares. Time schedule OTF October 8, Production December 2, Test environment OTF September 12, 2013 October 7, 2013: The Scheduled Intraday Auction will be set up on one market in OTF, on First North Denmark (FNDK CPH, Sequent 100), in the period September 12, 2013 October 7, We aim to have everything ready in OTF, including the two new market segments, for our customers to be able to start testing from October 8, On TotalView-ITCH, from September 12, you will see a new value I on First North Denmark for the fields: Market Segment State Code (in message Market Segment State ). Cross Type (in messages Cross Trade and NetOrderImbalanceIndicator ). October 8, 2013 onwards: From October 8, the setup in OTF will be the same as the planned production setup, meaning there will be a new market segment with the Small Cap Stockholm order books, and a new market segment with the Medium and Small Cap Helsinki order books. Said order books will be moved from existing market segments to the new market segments. The new market segments will have the same names and source IDs in Production at Go-live as they have in OTF

4 Genium Consolidated Feed test environment GCF4 September 12, 2013 October 7, 2013 If your GCF subscription includes First North Denmark, you will for that market, from September 12, start receiving: new MarketStateCode 17 in message BasicDataTradingScheme as well as in message Market State new value 4 for CrossType in message NetOrderImbalanceIndicator. October 8, 2013 onwards: Complete set-up with new market segments and with scheduled intraday auction activated on all market segments that are to have scheduled intraday auctions. Market IDs for the two new market segments will be published when we get closer to October 8. Protocol changes Protocol changes for FIX, OUCH, TotalView-ITCH, and TIP are described in the enclosed document. The protocols themselves will be published in the autumn. Rule changes NASDAQ OMX Nordic Member Rules (NMR) will be updated and made available in the autumn. The NASDAQ OMX Nordic Market Model will be updated and made available in autumn. fields: - 4 -

5 Actively-Managed Funds segments As previously communicated in GDP Newsletter #13, 2013, NASDAQ OMX Nordic is launching two new segments on NASDAQ OMX Helsinki and NASDAQ OMX Stockholm. The new segments will be called OMX HEL Actively-Managed Funds and OMX STO Actively-Managed Funds. The launch of these segments will be on September 26, 2013 and they have been available for testing in INET OTF as of May 21, 2013 and in GCF4 as of May 22, Markets Exchange / MIC Segment name Segment symbol Currency Source ID XHEL OMX HEL Actively-Managed Funds FIEQ AMF EUR 199 XSTO OMX STO Actively-Managed Funds SEEQ AMF SEK 200 Turnover lists Exchange List name Code ID XHEL OMX HEL Actively-Managed Funds EUR FIEQ AMF XSTO OMX STO Actively-Managed Funds SEK SEEQ AMF Tick Size Order books in the new segment OMX HEL Actively-Managed Funds will follow the same tick size table as OMX HEL Fund units, tick size table id 113. Order books in the new segment OMX STO Actively-Managed Funds will follow the tick size table id 225. Time plan: INET OTF (external test system) as of May 21, 2013 Pre-publication of the new Market Segments (no order books) in GCF production as of September 4 Production environment as of September 26, 2013 Test order books available in INET OTF and planned for production launch on September 26, 2013: FIEQ AMF (EUR instruments): Orderbook ID: ISIN: FI Currency: EUR Orderbook ID: ISIN: FI Currency: EUR SEEQ AMF (SEK instruments): Orderbook ID: ISIN: FI Currency: SEK Orderbook ID: ISIN: FI Currency: SEK - 5 -

6 MARKET DATA SYSTEMS TECHNICAL FUNCTIONALITY Genium Consolidated Feed (GCF) Change in Genium Consolidated Feed as of September 9, 2013 In current Production with TIP release will OrderClass in messages MBo be extended with a new value: A = AllOrNothing. File Delivery System (FDS) GCF recorder update - Tick size details added to equities basic data files Tick size information is now available in equities related basic data files. Of the regular basic data files this information has so far been available in the derivatives files only. After this change each basic data file contains the tick size information relevant to markets it contains. The added TIP messages are: BasicDataTickSizeTable (BDTs) This message disseminates the tick size tables that each order book in the Basic Data Tradables refers to. The different tick sizes and levels within the current tick size table will be disseminated through the BasicDataTickSizeEntry message. BasicDataTickSizeEntry (BDTz) This message disseminates the different tick sizes and levels for the current tick size table in the BasicDataTickSizeTable message

7 System environments Genium Consolidated Feed production environment Source Systems TIP version Equities and related Fixed Income Derivatives/Commodities Index INET Genium INET Genium INET ICS (ITCH version: 1.86) ICS_INDEX ICS_INDEX2 ICS_FI Genium Consolidated Feed test environments GCF- Environment Source Systems TIP Equities and related Fixed Income/ Derivatives/ Commodities GCF INET Production (ITCH version: 1.86) Genium INET Production Index ICS - prod.-like data ICS_INDEX - prod.-like data ICS_INDEX2 - prod.-like data ICS_FI - prod-like data GCF INET OTF/test (ITCH version: 1.86) GCF INET Production (ITCH version: 1.86) GCF INET OTF/test (ITCH version: 1.86) Genium INET test 2 Genium INET test 1 Genium INET test 3 ICS - test systems ICS - prod.-like data ICS_INDEX - prod.-like data ICS_INDEX2 - prod.-like data ICS_FI - prod-like data ICS - test systems The GCF4 environment is available during weekends to provide data only from INET OTF During the service windows the GCF test systems may be inaccessible. Service window in GCF1 test system every Thursday between 00:00 and 12:00 CET. Service window in GCF2 test system every Wednesday between 00:00 and 12:00 CET. Service window in GCF3 test system every Tuesday between 00:00 and 12:00 CET. Service window in GCF4 test on request. Every first working day of the week we will publish an IT Notice if the service windows will be used

8 Genium Consolidated Feed Connectivity SITE A - IP & Port SITE B - IP & Port IP Address DDS Port IP Address DDS Port GCF Production GCF Prod. history GCF GCF GCF N/A (single site) GCF N/A (single site) - 8 -

9 GLOBAL DATA PRODUCTS NASDAQ OMX Nordic Market Data news subscription Nordic subscription service for Market Data The subscription service for NASDAQ OMX Nordic offers the possibility to subscribe for Nordic and Baltic Market Data information. To recieve this newsletter and other notifications, sign-up and select the market data information related to categories: Market Data and IT-information. Market Data - Product Information Information about Nordic and Baltic Market Data products and product setup Global Data Products - Nordic Newsletter Consolidated Nordic and Baltic market data news IT Information - Market Data Technical information regarding market data systems. System Disturbances Information about system disturbances on NASDAQ OMX Nordic and Baltic trading and market data systems. Subscription to Nordic Global Data Products Newsletter and Nordic market data information: Global Data Products Nordic Weekly Newsletters are also available here:

10 Contact Information For more information from NASDAQ OMX Global Data Products, please visit: Subscription to Nordic Global Data Products Newsletter and Nordic market data information: Real-Time Market Data Emergency Operator@nasdaqomx.com Information on Products DataSales@nasdaqomx.com Data Product Management and Data Feed Content Issues DataProducts@nasdaqomx.com About NASDAQ OMX Group The inventor of the electronic exchange, The NASDAQ OMX Group, Inc., fuels economies and provides transformative technologies for the entire lifecycle of a trade - from risk management to trade to surveillance to clearing. In the U.S. and Europe, we own and operate 26 markets including 3 clearinghouses and 5 central securities depositories supporting equities, options, fixed income, derivatives, commodities, futures and structured products. Able to process more than 1 million messages per second at sub-55 microsecond average speeds with 99.99% uptime, our technology drives more than 70 marketplaces in 50 developed and emerging countries into the future, powering 1 in 10 of the world s securities transactions. Our award-winning data products and worldwide indexes are the benchmarks in the financial industry. Home to approximately 3,300 listed companies worth $6 trillion in market cap whose innovations shape our world, we give the ideas of tomorrow access to capital today. Welcome to where the world takes a big leap forward, daily. Welcome to the NASDAQ OMX Century. To learn more, visit Follow us on Facebook ( and Twitter ( (Symbol: NDAQ and member of S&P 500) Copyright The NASDAQ OMX Group, Inc