Millennium Exchange - Oslo Børs cash equities and fixed income markets. OSLMIT 606 CDS Environment Connectivity

Transcription

1 Millennium Exchange - Oslo Børs cash equities and fixed income markets OSLMIT 606 CDS Environment Connectivity Issue April 2015

2 Important note This document has been produced by Oslo Børs to assist customers in the use of the Millennium platform on the Oslo Børs market places. Part of the documentation is based on documentation from Millennium IT and the London Stock Exchange Group. Where the document title includes a number (i.e. OSLMIT 201), the number corresponds to similar documentation from The London Stock Exchange and/or from Borsa Italiana. For more details, please see references in the appendix. If you have any general queries relating to this document, please technicalsupport@oslobors.no Further copies of this document can also be downloaded from the Oslo Børs website Disclaimer This document has been prepared on the basis of the best information available. Oslo Børs has taken reasonable efforts to ensure that the information in this publication is correct at the time of publication, but shall not be liable for decisions made in reliance on it. Oslo Børs will seek to provide notice to customers of changes being made to this document, but this notice cannot be guaranteed. Therefore, please note that this publication may be updated at any time. The information contained is therefore for guidance only. This document does not form part of the contractual documentation between the Oslo Børs and its customers. Oslo Børs OSLOMIT 606 CDS Environment Connectivity 2

3 Change log This document can be updated at any time, and has been through the following iterations: Issue Date Description April 2012 Initial document release Mai 2012 Information about FTP / SFTP service and port changes for the FIX/FAST service, Post Trade and Drop Copy. Details in Appendix June 2012 Changes to the SFTP port. Details in Appendix July 2012 Added the HVS service November 2012 New release of the document as the Millennium platform is launched and the migration project is finalized. Minor wording changes to remove references to project and document links updated January 2013 Information relevant to the Burgundy migration has been added where relevant. Information on new MITCH and Fixed Income FIX/FAST services added April 2013 New FIX/FAST gateways added December 2014 Changed the name of the low latency market data channels and protocol April 2015 Removed references to the Burgundy market. Please note that only the latest issue of this document will be available from the Oslo Børs website. Details of the changes made in each issue of the document are described in the appendix. Changes from the previous issue of the document are indicated by a left margin bar. Oslo Børs OSLOMIT 606 CDS Environment Connectivity 3

4 Content Important note... 2 Disclaimer... 2 Change log... 3 Content Introduction Purpose Readership Document Series Connectivity Gateways MITCH Gateway A-Stream / Primary Stream Primary Replay Service Primary Recovery Service B-Stream / Alternate Stream Alternate Replay Service Alternate Recovery Service FIX/FAST Gateways A-Stream/Primary Stream Primary Replay Service Primary Recovery Service B-Stream/Alternate Stream Alternate Replay Service Alternate Recovery Service FIX Trading Gateway Native Trading Gateway Native Order Management Services Native Recovery Service Post Trade Gateway Drop Copy Gateway Reference Data Download FTP/SFTP FIX/FAST News and Indices Gateways Oslo Børs OSLOMIT 606 CDS Environment Connectivity 4

5 10.1 A-Stream/Primary Stream Primary Replay Service B-Stream / Alternate Stream Replay Service (Passive) HVS Service A-Stream / Primary Stream B-Stream / Secondary Stream Appendix 1 Issue updates Issue 1.0 Released 22 April Issue 1.1 Released 2 May Issue 1.2 Released 1 June Issue 1.3 Released 24 July Issue 2.0 Released 12 November Issue 2.1 Released 17 January Issue 2.2 Released 2 April Issue 2.3 Released 10 November Appendix 2 - References Oslo Børs OSLOMIT 606 CDS Environment Connectivity 5

6 1. Introduction In November 2012, Oslo Børs migrated its equity and fixed income trading to the Millennium platform, a flexible, highly scalable trading platform with ultra-low latency from MillenniumIT, a company in the London Stock Exchange Group. Oslo Børs aims to strengthen its competitive position by migrating to this new technology, and is pleased to offer customers a trading system of the highest standard that offers all the functions one might expect from a state-of-the-art trading platform. 1.1 Purpose The purpose of this document is to give the connectivity details to the services provided for the Oslo Børs and Burgundy equities and fixed income markets on the Millennium Exchange platform in the Customer Development Services (CDS) environment. 1.2 Readership This document describes the connectivity details of the Millennium Exchange platform, and is intended for the personnel preparing the infrastructure at the network level. 1.3 Document Series This document is a part of a series of documents providing a holistic view of full trading and information services available from Oslo Børs on the Millennium Exchange platform. The current series of documents are outlined below: General OSLMIT Oslo Børs Market Model Equities OSLMIT Oslo Børs Business Parameters - Equities OSLMIT Oslo Børs and Nordic ABM Market Model Fixed Income OSLMIT Oslo Børs and Nordic ABM Business Parameters Fixed Income OSLMIT Oslo Børs Market Model Nibor OSLMIT Oslo Børs Business Parameters - Nibor Trading OSLMIT 201 Guide to New Trading System OSLMIT 202 FIX Trading Gateway (5.0 SP2) OSLMIT 203 Native Trading Gateway OSLMIT 204 Post Trade Gateway (FIX 5.0 SP2) OSLMIT 205 Drop Copy Gateway (FIX 5.0 SP2) Market Data OSLMIT 302 FIX/FAST OSLMIT 303 MITCH Gateway OSLMIT 306 FIX/FAST News and Indices Gateway OSLMIT 401 Reference Data Other OSLMIT 501 Guide to Testing Services OSLMIT 502 Guide to Application Certification OSLMIT 504 Guide to Dress Rehearsals (only relevant to migration projects) OSLMIT 505 Guide to Go-live (only relevant to migration projects) Oslo Børs OSLOMIT 606 CDS Environment Connectivity 6

7 OSLMIT 601 Guide to Trading Services Disaster Recovery OSLMIT 602 Network Guide OSLMIT 604 Technical Parameters OSLMIT 605 Live Environment Connectivity OSLMIT 606 CDS Environment Connectivity OSLMIT 801 Reject Codes The latest version of this documentation series can be found on: Oslo Børs OSLOMIT 606 CDS Environment Connectivity 7

8 2. Connectivity 2.1 Gateways The figure below describes the various interfaces available to customers connecting to the Millennium Exchange platform for Oslo Børs. Note that most customers will only need a subset of the services provided, e.g. customers using the Equities, Warrants and ETF Full Depth and Trade Only gateways, will normally not need the Equities, Warrants and ETF Snapshot gateway. In addition, a MITCH single packet gateway is provided, for low latency customers. Oslo Børs OSLOMIT 606 CDS Environment Connectivity 8

9 3. MITCH Gateway The MITCH gateways provide full depth market data for the equities market only, and are described in detail in OSLMIT 303 MITCH Gateway. 3.1 A-Stream / Primary Stream ID Channel Name Multicast IP address UDP Port Source IP Address A MITCH Full Depth Service Equity B MITCH Equity Trade Only C MITCH Full Depth Service Warrants D MITCH Warrants Trade Only E MITCH Full Depth Service ETF F MITCH ETF Trade Only P MITCH Single Msg Packets low latency customers only Primary Replay Service ID Channel Name IP Address TCP Port A MITCH Full Depth Service Equity B MITCH Equity Trade Only C MITCH Full Depth Service Warrants D MITCH Warrants Trade Only E MITCH Full Depth Service ETF F MITCH ETF Trade Only P MITCH Single Msg Packets low latency customers only Primary Recovery Service ID Channel Name IP Address TCP Port A MITCH Full Depth Service Equity B MITCH Equity Trade Only C MITCH Full Depth Service Warrants D MITCH Warrants Trade Only E MITCH Full Depth Service ETF F MITCH ETF Trade Only P MITCH Single Msg Packets low latency customers only Oslo Børs OSLOMIT 606 CDS Environment Connectivity 9

10 3.4 B-Stream / Alternate Stream ID Channel Name Multicast IP Address UDP port Source IP Address a MITCH Full Depth Service Equity b MITCH Equity Trade Only c MITCH Full Depth Service Warrants d MITCH Warrants Trade Only e MITCH Full Depth Service ETF f MITCH ETF Trade Only p MITCH Single Msg Packets low latency customers only Alternate Replay Service ID Channel Name IP Address TCP Port a MITCH Full Depth Service Equity b MITCH Equity Trade Only c MITCH Full Depth Service Warrants d MITCH Warrants Trade Only e MITCH Full Depth Service ETF f MITCH ETF Trade Only p MITCH Single Msg Packets low latency customers only Alternate Recovery Service ID Channel Name IP Address TCP Port a MITCH Full Depth Service Equity b MITCH Equity Trade Only c MITCH Full Depth Service Warrants d MITCH Warrants Trade Only e MITCH Full Depth Service ETF f MITCH ETF Trade Only p MITCH Single Msg Packets low latency customers only Oslo Børs OSLOMIT 606 CDS Environment Connectivity 10

11 4. FIX/FAST Gateways The FIX/FAST Gateways provide market data in the market by price format with 20 price levels for the equities market, as well as full depth market data for the fixed income market, and are described in OSLMIT 302 FIX/FAST. 4.1 A-Stream/Primary Stream ID Channel Name IP Address UDP Port Source IP Address OBE20 Level 2 Equity Snapshot Service - MBP OBP20 Level 2 ETF/ETN Snapshot Service - MBP OBW20 Level 2 Warrant Snapshot Service - MBP OBFIF Fixed Income Incremental Service (MBO Full) OBFIT Fixed Income Trade Only Gateway Primary Replay Service ID Channel name IP Address TCP Port OBE20 Level 2 Equity Snapshot Service - MBP OBP20 Level 2 ETF/ETN Snapshot Service - MBP OBW20 Level 2 Warrant Snapshot Service - MBP OBFIF Fixed Income Incremental Service (MBO Full) OBFIT Fixed Income Trade Only Gateway Primary Recovery Service ID Channel name IP Address TCP Port OBE20 Level 2 Equity Snapshot Service - MBP OBP20 Level 2 ETF/ETN Snapshot Service - MBP OBW20 Level 2 Warrant Snapshot Service - MBP OBFIF Fixed Income Incremental Service (MBO Full) OBFIT Fixed Income Trade Only Gateway Oslo Børs OSLOMIT 606 CDS Environment Connectivity 11

12 4.4 B-Stream/Alternate Stream ID Channel name Multicast IP UDP Port Source IP Address Address OBE20 Level 2 Equity Snapshot Service - MBP OBP20 Level 2 ETF/ETN Snapshot Service - MBP OBW20 Level 2 Warrant Snapshot Service - MBP OBFIF Fixed Income Incremental Service (MBO Full) OBFIT Fixed Income Trade only Gateway Alternate Replay Service ID Channel name IP Address TCP Port OBE20 Level 2 Equity Snapshot Service - MBP OBP20 Level 2 ETF/ETN Snapshot Service - MBP OBW20 Level 2 Warrant Snapshot Service - MBP OBFIF Fixed Income Incremental Service (MBO Full) OBFIT Fixed Income Trade only Gateway Alternate Recovery Service ID Channel name IP Address TCP Port OBE20 Level 2 Equity Snapshot Service - MBP OBP20 Level 2 ETF/ETN Snapshot Service - MBP OBW20 Level 2 Warrant Snapshot Service - MBP OBFIF Fixed Income Incremental Service (MBO Full) OBFIT Fixed Income Trade Only Gateway Oslo Børs OSLOMIT 606 CDS Environment Connectivity 12

13 5. FIX Trading Gateway The FIX Trading Gateways provides order management services using the FIX 5.0 SP2 protocol for the equities and fixed income markets. Oslo Børs will provide two instances of the FIX Trading Gateway, each customer will be assigned to one of them. For the functional details, see OSLMIT 202 FIX Trading Gateway (5.0 SP2). Service IP Address TCP Port FIX Trading GW1 Channel FIX Trading GW1 Channel 1 Alternate FIX Trading GW1 Channel FIX Trading GW1 Channel 2 Alternate Native Trading Gateway The Native Trading Gateway provides order management services using the native protocol for the equities market only. Oslo Børs will provide two instances of the Native Trading Gateway, each customer will be assigned to one of them. For the functional details, see OSLMIT 203 Native Trading Gateway. 6.1 Native Order Management Services Service IP Address TCP Port Native trading Native trading Native Recovery Service Service IP Address TCP Port Native trading 01 Recovery Native trading 02 Recovery Oslo Børs OSLOMIT 606 CDS Environment Connectivity 13

14 7. Post Trade Gateway The Post Trade Gateway provides the full details of the customers on and off-book trades, as well as the functionality to report off-book trades to Oslo Børs using the FIX 5.0 SP2 protocol. Oslo Børs will provide two Post Trade Gateways, each customer will be assigned to one of them. For functional details, see OSLMIT 204 Post Trade Gateway (FIX 5.0 SP2). Service IP Address TCP Port Post Trade Router 01 - Channel Post Trade Router 01 - Channel 1 Alternate Post Trade Router 01 - Channel Post Trade Router 01 - Channel 2 Alternate Drop Copy Gateway The Drop Copy Gateways provides each customer with the possibility to download all active order in the market for that customer, both in real time and on a request basis, using the FIX 5.0 SP2 protocol. Oslo Børs will provide two instances of the Drop Copy Gateway, each customer will be assigned to one of them. For functional details, see OSLMIT 205 Drop Copy Gateway (FIX 5.0 SP2). Service IP Address TCP Port Drop Copy 01 Channel Drop Copy 01 Channel 1 Alternate Drop Copy 01 Channel Drop Copy 01 Channel 2 Alternate Reference Data Download FTP/SFTP The reference data files, as described in OSLMIT 401 Reference Data, will be provided on the FTP/SFTP site given below. In addition the Full Days Recovery files can be made available on the FTP/STFP site as well. Service IP Address TCP Port FTP SFTP Oslo Børs OSLOMIT 606 CDS Environment Connectivity 14

15 10. FIX/FAST News and Indices Gateways The FIX/FAST News and the FIX/FAST Index Gateways provides a real time streaming services of the news announcements and index values respectively published by Oslo Børs. For functional details, see OSLMIT 306 FIX/FAST News and Indices Gateway A-Stream/Primary Stream ID Channel Name Multicast IP Address UDP Port Source IP Address NEWS News GW INDEX Indices GW Primary Replay Service ID Channel name IP Address TCP Port NEWS News GW INDEX Index GW B-Stream / Alternate Stream ID Channel Name Multicast IP UDP Port Source IP Address Address NEWS News GW INDEX Indices GW Replay Service (Passive) ID Channel name IP Address TCP Port NEWS News GW INDEX Index GW Oslo Børs OSLOMIT 606 CDS Environment Connectivity 15

16 11. HVS Service 11.1 A-Stream / Primary Stream ID Channel Name Multicast IP address UDP Port Source IP Address A MITCH Full Depth Service Equity B MITCH Full Depth Service Warrants C MITCH Full Depth Service ETF B-Stream / Secondary Stream ID Channel Name Multicast IP UDP Port Source IP Address address A MITCH Full Depth Service Equity B MITCH Full Depth Service Warrants C MITCH Full Depth Service ETF Oslo Børs OSLOMIT 606 CDS Environment Connectivity 16

17 Appendix 1 Issue updates This appendix describes the details of the changes made in each issue of this document. Issue 1.0 Released 22 April 2012 Initial release of the document. Issue 1.1 Released 2 May 2012 Changes are made to the following sections: Section Description 1.3 Document Series References to OSLMIT 504 Guide to Customer Enablement and OSLMIT 604 Business Parameters are removed. Enablement information is incorporated in OSLMIT 201 Guide to New Trading System, see section 4.1 Business parameters are defined in the market models and reference data guide, see OSLMIT Oslo Børs Market Model Equities, OSLMIT Oslo Børs Market Model Fixed Income and OSLOMIT 401 Reference Data. 4. FIX/FAST Gateways Changed multicast IP addresses, as well as replay and recovery ports. 7. Post Trade Gateway Changed ports. 8. Drop Copy Gateway Changed ports. 9. Reference Data Download Added chapter. FTP/SFTP Issue 1.2 Released 1 June 2012 Changes are made to the following sections: Section 9. Reference Data Download FTP/SFTP Description TCP port changed for SFTP. Issue 1.3 Released 24 July 2012 Changes are made to the following sections: Section 11.HVS Service Description Added chapter. Issue 2.0 Released 12 November 2012 New issue of the document post migration to the Millennium platform. No changes to content, except minor wording changes to remove references to migration project and updated document links. Oslo Børs OSLOMIT 606 CDS Environment Connectivity 17

18 Issue 2.1 Released 17 January 2013 Section Description 1. Introduction Added reference to the Burgundy Millennium migration. 2.1 Gateways Information regarding burgundy gateways added. 3. MITCH Gateways Added MITCH Gateways for the Burgundy market. Added Single Packet gateways for both Oslo Børs and Burgundy markets. 4. FIX/FAST Gateways Added FIX/FAST Gateways for the Burgundy fixed income Market. Issue 2.2 Released 2 April 2013 Section Description 4. FIX/FAST Gateways Added additional FIX/FAST Gateways for the Burgundy market. Issue 2.3 Released 10 November 2014 Changed the name of the low latency market data channels and protocol. Issue 2.4 Released 28 April 2015 Removed references to the Burgundy data. Oslo Børs OSLOMIT 606 CDS Environment Connectivity 18

19 Appendix 2 - References References to external resources are given below. Technical information for Millennium Exchange from the London Stock Exchange: Oslo Børs OSLOMIT 606 CDS Environment Connectivity 19