London Stock Exchange Derivatives Market

Transcription

1 London Stock Exchange Derivatives Market LSEDM302 - SAIL Drop Copy Technical Specification Issue September 2013

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3 Contents 1.0 Introduction Purpose Readership Document Series Document History Enquiries Overview Extranex Connectivity Customer Development Service (CDS) Test Platform Production Platform 7

4 30 September Introduction The purpose of this publication is to provide participants with the knowledge and technical details necessary for accessing and using the London Stock Exchange derivatives trading system. This SAIL specification provides essential information for participants and independent software vendors in the functional design of their application in order to interface with London Stock Exchange using the native SOLA Access Information Language (SAIL) protocol. 1.1 Purpose The target audience for this publication is the business or Information Technology level of an organisation interested in the functional design of the London Stock Exchange derivatives platform. 1.2 Readership This document is a supporting document to the interface technical specifications. When read in conjunction with the other technical specifications, these documents provide all of the details London Stock Exchange participants require to obtain access to the derivatives trading system. This document is particularly relevant to project and technical staff within member firms and companies that provide London Stock Exchange related services to member and non-member firms. 1.3 Document Series This document is part of series of documents providing a holistic view of full trading and information services available from London Stock Exchange for derivatives trading. For reference the full range of documents is outlined below: LSEDM102 Connectivity Guide LSEDM200 FIX 4.2 Business Design Guide LSEDM201 FIX 4.2 Specification LSEDM300 SAIL Business Design Guide 4

5 30 September 2013 LSEDM301 SAIL Specification LSEDM302 SAIL Drop Copy (this document) LSEDM401 HSVF Market Data Specification LSEDM601 Guide to Certification 1.4 Document History This document has been through the follow iterations: Issue Date Description September 2013 First issue of this document published. 1.5 Enquiries Contact Technical Account Management at London Stock Exchange for any functional queries regarding the services outlined in this document. Technical Account Management can be contacted Monday to Friday between 07:30UK and 18:00UK: Telephone: +44 (0) Overview The Drop Copy feature allows Drop Copy participants to receive a copy of all order acknowledgements and trade notifications that belong to a specific member. If the originating participant protocol is FIX the message copy is sent to the Drop Copy participant in SAIL. 5

6 30 September 2013 The following messages are included in the Drop Copy: KE: Order Acknowledgement KM: Order Modification Acknowledgment KZ: Order Cancellation Acknowledgment NZ: Order Cancellation Notice NT: Execution Notice NL: Leg Execution Notice NX: Execution Cancellation Notice NY: Leg Execution Cancellation Notice In order to provide complete order information, the drop copy messages are provided in an extended format. No incoming messages are accepted from a Drop Copy participant. The following specifications are recommended for review in order to obtain a complete reference on SAIL protocol messaging for Drop Copy: LSEDM300 SAIL Business Design Guide LSEDM301 SAIL Specification 3.0 Extranex Connectivity 3.1 Customer Development Service (CDS) Test Platform CDS Drop Copy 6

7 30 September 2013 Service London Stock Exchange IP Address TCP Port SAIL Drop Copy Production Platform Production Drop Copy Service London Stock Exchange IP Address TCP Port SAIL Drop Copy

8 Copyright London Stock Exchange Global Holdings Limited. Registered in England and Wales No London Stock Exchange Global Holdings Limited has used all reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. London Stock Exchange is a registered trade mark of London Stock Exchange plc. London Stock Exchange is a registered trade mark of London Stock Exchange Global Holdings Limited. London Stock Exchange 10 Paternoster Square London EC4M 7LS Telephone: +44 (0)