Scheduled Intraday Auction will be implemented December 9, 2013 as communicated in IT Notice 91/13 dated November 19, 2013.
The auction has been available for testing in INET OTF since October 8, 2013 with same set up as for production. For customers’ efficient testing, OTF is running three auction periods per day. In production, there is only one daily Scheduled Intraday Auction which will run for approx. five minutes from 13:30 CET.
Shares comprised by the auction
Enclosed please find updated lists stating the individual shares that will be comprised by the Scheduled Intraday Auction.
Market segments
The Scheduled Intraday Auction will be implemented on the five market segments stated in the table below. Further down you find detailed information about the individual segments.
Market Segment | Exchange | Sequent | Symbol | New or Existing | GCF ID |
OMX CPH Equities |
XCSE | 14 | DKEQ SHR | Existing | 32 |
OMX First North Denmark |
XFND | 100 | FNDK CPH | Existing | 127 |
OMX HEL Equities intraday cross CCP |
XHEL | 201 | FIEQ SHR IC | New | 682 |
First North Finland |
FNFI | 110 | SEMM FN HEL | Existing | 146 |
OMX STO Equities intraday cross |
XSTO | 202 | SEEQ SHR IC | New | 684 |
Protocol changes
Protocols for FIX, OUCH, TotalView-ITCH, and TIP are available on the Member Extranet http://nordic.nasdaqomxtrader.com/memberextranet/inetnordic/Connectivity_and_Protocols
Rule changes
NASDAQ OMX Nordic Member Rules (NMR) and the NASDAQ OMX Nordic Market Model are available on
http://www.nasdaqomx.com/listing/europe/rulesregulations/
Support
For more information on the Scheduled Intraday Auction, please see IT Notice 81/13, IT Notice 76/13, IT Notice 65/13, and IT Notice 55/13
If you have any questions regarding this Exchange Notice, please contact NASDAQ OMX Tech Support at: +46 8 405 6410, operator@nasdaqomx.com
Best regards
NASDAQ OMX Nordic
“NASDAQ OMX Nordic” is not a legal entity but describes the common offering from the NASDAQ OMX exchanges in Helsinki, Copenhagen, Stockholm, and Reykjavik.