On December 1, 2014, Nasdaq Nordic and Nasdaq Baltic introduce a functionality to limit unexpected impact to opening or closing prices due to erroneous or extraordinary order entries during opening and closing auctions in the INET Nordic trading system. See IT Notice 80/14 for earlier communication.
Testing
Testing in OTF and GCF4 is available in all order books in scope. In order to facilitate testing, order flow to trigger extension to opening and closing is generated daily in the following order books:
Exchange | Symbol | Order book ID | ISIN | Market Segment |
Nasdaq Copenhagen* | BAVA | 3333 | DK0015998017 | OMX CPH Equities |
Nasdaq Helsinki* | AKTRV | 69425 | FI4000058888 | OMX HEL Equities Intraday Cross |
Nasdaq Iceland | HAGA | 85677 | IS0000020121 | OMX ICE Equities |
Nasdaq Stockholm | LUC | 85525 | CA54928Q1081 | OMX STO Equities |
Nasdaq Stockholm | SAGA A | 43045 | SE0004635878 | OMX STO Equities |
Nasdaq Tallinn | NCN1T | 85525 | EE3100039496 | OMX TSE Equities |
Nasdaq Riga | NKA1R | 43045 | LV0000100915 | OMX RSE Equities |
Nasdaq Vilnius | LDJ1L | 34544 | LT0000116220 | OMX VSE Equities |
* Only in opening auction
Further information
A Q&A document describing details of the functionality and configuration is enclosed to this notice and available on website INET Nordic – Functional Enhancements
INET Nordic Market Model
Changes will be updated to the INET Nordic Market Model valid as of December 1, 2014.
Support
If you have any questions regarding this Exchange Notice, please contact Nasdaq Tech Support at: +46 8 405 6410, operator@nasdaq.com
Best regards,
Nasdaq Nordic and Nasdaq Baltic
Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland, Nasdaq Riga, Nasdaq Stockholm, Nasdaq Tallinn and Nasdaq Vilnius are respectively brand names for NASDAQ OMX Copenhagen A/S, NASDAQ OMX Helsinki Ltd., NASDAQ OMX Iceland hf., NASDAQ OMX Riga AS, NASDAQ OMX Stockholm AB, NASDAQ OMX Tallinn AS and AB NASDAQ OMX Vilnius. Nasdaq Nordic represents the common offering by Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland and Nasdaq Stockholm. Nasdaq Baltic represents the common offering by Nasdaq Tallinn, Nasdaq Riga and Nasdaq Vilnius.