millennium exchange fixed income markets oslmit 605 live ... · the london stock exchange group....

29 NOVEMBER 2018

Millennium Exchange – Oslo Børs cash equities and

fixed income markets

OSLMIT 605 Live Environment Connectivity Issue 2.7

2

CONTENTS

IMPORTANT NOTE .......................................................................................................................................................... 4

DISCLAIMER .................................................................................................................................................................... 4

CHANGE LOG .................................................................................................................................................................. 5

INTRODUCTION ...................................................................................................................................................... 6

PURPOSE ......................................................................................................................................................................... 6 READERSHIP ..................................................................................................................................................................... 6 DOCUMENT SERIES ............................................................................................................................................................ 6

CONNECTIVITY ....................................................................................................................................................... 8

GATEWAYS ....................................................................................................................................................................... 8

MITCH GATEWAYS ................................................................................................................................................. 9

A-STREAM / PRIMARY STREAM ............................................................................................................................................ 9 PRIMARY REPLAY SERVICE ................................................................................................................................................... 9 PRIMARY RECOVERY SERVICE ............................................................................................................................................... 9 B-STREAM / ALTERNATE STREAM ....................................................................................................................................... 10 ALTERNATE REPLAY SERVICE .............................................................................................................................................. 10 ALTERNATE RECOVERY SERVICE .......................................................................................................................................... 11

FIX/FAST GATEWAYS ............................................................................................................................................ 12

A-STREAM/PRIMARY STREAM ........................................................................................................................................... 12 PRIMARY REPLAY SERVICE ................................................................................................................................................. 12 PRIMARY RECOVERY SERVICE ............................................................................................................................................. 12 B-STREAM/ALTERNATE STREAM ........................................................................................................................................ 12 ALTERNATE REPLAY SERVICE .............................................................................................................................................. 13 ALTERNATE RECOVERY SERVICE .......................................................................................................................................... 13

FIX TRADING GATEWAY ....................................................................................................................................... 14

FIX TRADING GATEWAY .................................................................................................................................................... 14 FIX TRADING GATEWAY ALTERNATE ................................................................................................................................... 14

NATIVE TRADING GATEWAY ................................................................................................................................ 15

NATIVE ORDER MANAGEMENT SERVICES ............................................................................................................................. 15 NATIVE RECOVERY SERVICE ............................................................................................................................................... 15

POST TRADE GATEWAY ........................................................................................................................................ 16

POST TRADE ROUTER ....................................................................................................................................................... 16 POST TRADE ROUTER ALTERNATE ....................................................................................................................................... 16

DROP COPY GATEWAY ......................................................................................................................................... 17

DROP COPY .................................................................................................................................................................... 17 DROP COPY ALTERNATE .................................................................................................................................................... 17

REFERENCE DATA DOWNLOAD FTP/SFTP ............................................................................................................. 17

FIX/FAST NEWS AND INDICES GATEWAYS ............................................................................................................ 18

A-STREAM/PRIMARY STREAM ......................................................................................................................................... 18 A-STREAM/PRIMARY REPLAY SERVICE ............................................................................................................................... 18 B-STREAM / ALTERNATE STREAM ..................................................................................................................................... 18 B-STREAM / REPLAY SERVICE (PASSIVE) ............................................................................................................................. 18

3

APPENDIX 1 – ISSUE UPDATES ...................................................................................................................................... 19

APPENDIX 2 – REFERENCES ........................................................................................................................................... 21

4

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 email:

[email protected]

Further copies of this document can also be downloaded from the Oslo Børs website http://www.oslobors.no/ob_eng/Oslo-Boers/Trading/Trading-systems/Millennium-Exchange/Technical-

documentation

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.

mailto:[email protected]

http://www.oslobors.no/ob_eng/Oslo-Boers/Trading/Trading-systems/Millennium-Exchange/Technical-documentation


5

CHANGE LOG

This document can be updated at any time, and has been through the following iterations:

Issue Date Description

1.0 2 July 2012 Initial document release

1.1 19 Sept 2012 Removed the News and Index recovery stream

1.2 22 Oct 2012 The FIX, Drop Copy and Post Trade Gateways have their primary instances available on both PDC and SDC, while

alternate instances are only available on PDC.

2.0 12 Nov 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.

2.1 17 Jan 2013 Information relevant to the Burgundy migration has been

added where relevant. Information on new MITCH and Fixed Income FIX/FAST services added.

2.2 2 April 2013 Information on new FIX/FAST gateways added.

2.3 1 December 2014 Changed the name of the low latency market data channels

and protocol.

2.4 28 April 2015 Removed references to the Burgundy market.

2.5 N/A N/A

2.6 5 April 2017 Included the decommissioning of the FIX/FAST Channels for

Equities, ETFs and Warrants

2.7 29 November 2018 Removed decommissioned services

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.

6

INTRODUCTION

Since November 2012, the Millennium Exchange trading system has been the trading platform in use for the

Oslo Børs equity and fixed income markets. Millennium Exchange is a flexible, highly scalable trading platform with ultra-low latency developed by MillenniumIT, a company in the London Stock Exchange Group.

Oslo Børs and its market places for equities and fixed income aims at maintaining its competitive position, and is pleased to offer customers an upgraded release of the state-of-the-art trading system as of April 2015.

PURPOSE

The purpose of this document is to give the connectivity details to the services provided for the Oslo Børs equities and fixed income markets on the Millennium Exchange platform in the Customer Development Services (CDS) environment.

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. The document covers both the primary and

secondary production sites, and an indication is given on each section if the details provided are applicable for both or only the primary site.

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)

7

Market Data

OSLMIT 302 FIX/FAST

OSLMIT 303 MITCH Gateway OSLMIT 306 FIX/FAST News and Indices Gateway OSLMIT 401 Reference Data OSLMIT Derived Information Guidelines

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) 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 Oslo Børs Record Keeping

The latest version of this documentation series can be found on:

http://www.oslobors.no/ob_eng/Oslo-Boers/Trading/Trading-systems/Millennium-Exchange/Technical-

documentation



8

CONNECTIVITY

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.

9

MITCH GATEWAYS

The MITCH gateways provide full depth market data for the equities market only, and are described in detail

in OSLMIT 303 MITCH Gateway.

A-STREAM / PRIMARY STREAM

Only available on Primary site.

ID Channel Name Multicast IP

address

UDP Port Source IP

Address

A MITCH Full Depth Service Equity 224.4.2.224 60300 146.72.11.65

B MITCH Equity Trade Only 224.4.2.225 60300 146.72.11.65

C MITCH Full Depth Service Warrants 224.4.2.226 60300 146.72.11.65

D MITCH Warrants Trade Only 224.4.2.227 60300 146.72.11.65

E MITCH Full Depth Service ETF 224.4.2.228 60300 146.72.11.65

F MITCH/ETF Trade Only 224.4.2.229 60300 146.72.11.65

P MITCH Single Msg Packets –

low latency customers only

224.4.2.251 60300 146.72.11.65

PRIMARY REPLAY SERVICE


ID Channel Name IP Address TCP Port

A MITCH Full Depth Service Equity 146.72.11.75 63601

B MITCH Equity Trade Only 146.72.11.75 63602

C MITCH Full Depth Service Warrants 146.72.11.75 63603

D MITCH Warrants Trade Only 146.72.11.75 63604

E MITCH Full Depth Service ETF 146.72.11.75 63605

F MITCH ETF Trade Only 146.72.11.75 63606

P MITCH Single Msg Packets –


146.72.11.75 63628

PRIMARY RECOVERY SERVICE



A MITCH Full Depth Service Equity 146.72.11.75 64601

B MITCH Equity Trade Only 146.72.11.75 64602

C MITCH Full Depth Service Warrants 146.72.11.75 64603

D MITCH Warrants Trade Only 146.72.11.75 64604

10

E MITCH Full Depth Service ETF 146.72.11.75 64605

F MITCH ETF Trade Only 146.72.11.75 64606

P MITCH Single Msg Packets – low latency customers only

146.72.11.75 64628

B-STREAM / ALTERNATE STREAM

Available on both Primary and Secondary site

ID Channel Name Multicast IP

Address

UDP port Source IP

Address

a MITCH Full Depth Service Equity 224.4.3.224 60300 146.72.11.85

b MITCH Equity Trade Only 224.4.3.225 60300 146.72.11.85

c MITCH Full Depth Service Warrants 224.4.3.226 60300 146.72.11.85

d MITCH Warrants Trade Only 224.4.3.227 60300 146.72.11.85

e MITCH Full Depth Service ETF 224.4.3.228 60300 146.72.11.85

f MITCH ETF Trade Only 224.4.3.229 60300 146.72.11.85

p MITCH Single Msg Packets –


224.4.3.251 60300 146.72.11.85

ALTERNATE REPLAY SERVICE

Available on both Primary and Secondary site.


a MITCH Full Depth Service Equity 146.72.11.90 63601

b MITCH Equity Trade Only 146.72.11.90 63602

c MITCH Full Depth Service Warrants 146.72.11.90 63603

d MITCH Warrants Trade Only 146.72.11.90 63604

e MITCH Full Depth Service ETF 146.72.11.90 63605

f MITCH ETF Trade Only 146.72.11.90 63606

p MITCH Single Msg Packets – low latency customers only

146.72.11.90 63628

11

ALTERNATE RECOVERY SERVICE

Available on both Primary and Secondary site


a MITCH Full Depth Service Equity 146.72.11.90 64601

b MITCH Equity Trade Only 146.72.11.90 64602

c MITCH Full Depth Service Warrants 146.72.11.90 64603

d MITCH Warrants Trade Only 146.72.11.90 64604

e MITCH Full Depth Service ETF 146.72.11.90 64605

f MITCH ETF Trade Only 146.72.11.90 64606

p MITCH Single Msg Packets – low latency customers only

146.72.11.90 64628

12

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.

A-STREAM/PRIMARY STREAM


ID Channel Name IP Address UDP Port Source IP Address

OBFIF Fixed Income Incremental Service (MBO Full)

224.4.2.243 60300 146.72.11.65

OBFIT Fixed Income Trade Only Gateway 224.4.2.246 60300 146.72.11.65

PRIMARY REPLAY SERVICE


ID Channel name IP Address TCP Port

OBFIF Fixed Income Incremental Service (MBO Full) 146.72.11.75 63620

OBFIT Fixed Income Trade Only Gateway 146.72.11.75 63623

PRIMARY RECOVERY SERVICE





B-STREAM/ALTERNATE STREAM


ID Channel name Multicast IP Address

UDP Port Source IP Address

OBFIF Fixed Income Incremental Service (MBO Full)

224.4.3.243 60300 146.72.11.85

OBFIT Fixed Income Trade only Gateway 224.4.3.246 60300 146.72.11.85

13

ALTERNATE REPLAY SERVICE




OBFIT Fixed Income Trade only Gateway 146.72.11.90 63623

ALTERNATE RECOVERY SERVICE





14

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).

FIX TRADING GATEWAY


Service IP Address TCP Port

Fix Trading GW1 Channel 1 146.72.11.1 56201




FIX TRADING GATEWAY ALTERNATE



Fix Trading GW1 Channel 1 Alternate 146.72.11.2 56201




15

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.

NATIVE ORDER MANAGEMENT SERVICES



Naitive Trading 01 146.72.11.48 56601

Naitive Trading 02 146.72.11.49 56602



Naitive Trading 03 146.72.11.50 56603

Naitive Trading 04 146.72.11.51 56604

NATIVE RECOVERY SERVICE



Naitive Trading 01 Recovery 146.72.11.48 56801






16

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).

POST TRADE ROUTER



Post Trade Router 01 - Channel 1 146.72.11.16 56401




POST TRADE ROUTER ALTERNATE



Post Trade Router 01 - Channel 1 Alternate 146.72.11.17 56401




17

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).

DROP COPY



Drop Copy 01 – Channel 1 146.72.11.32 56501




DROP COPY ALTERNATE



Drop Copy 01 – Channel 1 Alternate 146.72.11.33 56501




REFERENCE DATA DOWNLOAD FTP/SFTP

The reference data files, as described in OSLMIT 401 Reference Data, will be provided on the FTP/SFTP sites given below. In addition the Full Days Recovery files can be made available on the FTP/STFP site as well.



FTP 146.72.11.105 21

SFTP 146.72.11.105 22

18

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 224.4.2.253 60300 146.72.11.65

INDEX Indices GW 224.4.2.254 60300 146.72.11.65

A-STREAM/PRIMARY REPLAY SERVICE



NEWS News GW 146.72.11.75 63630

INDEX Index GW 146.72.11.75 63631

B-STREAM / ALTERNATE STREAM


ID Channel Name Multicast IP Address UDP Port Source IP Address

NEWS News GW 224.4.3.253 60300 146.72.11.85

INDEX Indices GW 224.4.3.254 60300 146.72.11.85

B-STREAM / REPLAY SERVICE (PASSIVE)



NEWS News GW 146.72.11.90 63630

INDEX Index GW 146.72.11.90 63631

19

APPENDIX 1 – ISSUE UPDATES

This appendix describes the details of the changes made in each issue of this document.

Issue 1.0 – Released 4 July 2012

Initial release of the document.

Issue 1.1 – Released 19 September 2012

Section Description

10. FIX/FAST News and

Indices Gateways

Removed the following sections:

10.3 A-Stream/Primary Recovery Service

10.6 B-Stream/Primary Recovery Service Because the News and Index gateways do not provide a recovery service.

Issue 1.2 – Released 22 October 2012

Section Description

5. Fix Trading Gateway Alternate instances are only available on PDC.

7. Post Trade Router Alternate instances are only available on PDC.

8. Drop Copy Alternate instances are only available on PDC.

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.

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.

20

Issue 2.3 – Released 10 November 2013 Changed the name of the low latency market data channels and protocol.


Removed references to the Burgundy market.


Section Description

4. FIX/FAST Gateways Added that the OBE20, OBP20 and OBW20 will be decommissioned from 8 May 2017.

Issue 2.7 – Released 29 November 2018

Section Description

4. FIX/FAST Gateways Removed the decommissioned services OBE20, OBP20 and OBW20.

21

APPENDIX 2 – REFERENCES

References to external resources are given below.

Technical information for Millennium Exchange from the London Stock Exchange: http://www.londonstockexchange.com/products-and-services/millennium-

exchange/technicalinformation/technicalinformation.htm

http://www.londonstockexchange.com/products-and-services/millennium-exchange/technicalinformation/technicalinformation.htm

http://www.londonstockexchange.com/products-and-services/millennium-exchange/technicalinformation/technicalinformation.htm

For requests, please contact: IT Department

[email protected]

www.oslobors.no

millennium exchange fixed income markets oslmit 605 live ... · the london stock exchange group....

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