Problem with OrderbookSummary [OBs] messages

Issues with premature Genium INET market close state and incorrect OrderbookSummary messages in GCF Production


Earlier today (Friday 19/12) a number of Genium INET markets prematurely went into close state. As a result of this issue the Genium Consolidated Feed [GCF] message 'OrderbookSummay' [OBs] were prematurely generated and incorrect OBs messages were distributed.

Markets that went into close state prematurely and has already distributed OBs messages will not have OBs messages disseminated correctly at todays market close.

Below Genium INET markets are impacted:

Market impact:

SOURCE ID MARKET_NAME                            GCF ID
2 DANISH TM INDEX 510
2 DANISH TM STOCK 512
2 FINNISH TM STOCK 468
2 HEL Corporate Bonds 534
2 HEL Government Bonds 536
2 HEL Retail Structured Products 530
2 NASDAQ OMX NORWEGIAN TM STOCK 508
2 RSE Bonds 584
2 STO Commercial Papers 598
2 STO EIM Super Benchmarks 603
2 STO Fixed Income Derivatives 600
2 STO Lottery Bonds 588
2 STO Mortgage Rates 470
2 STO Other Financial Instruments 472
2 STO Retail Bonds 578
2 STO Retail Corporate Bonds 474
2 STO Structured Products 586
2 STO Structured Products CCY 668
2 STO Structured Products Units 666
2 STO Tailor Made Products 582
2 SWEDISH TMC INDEX 514
2 SWEDISH TMC STOCK 516

Further effects from above issue is that:

- FDS files will not be correctly generated by Friday. FDS files affected are:

  • NOMX_BondDeriv_Close2.tip
  • XHEL_Bond_Close2.tip
  • XHEL_Deriv_Close2.tip
  • XRIS_Bond_Close2.tip
  • XSTO_Bond_Close2.tip
  • XSTO_BondDeriv_Close2.tip
  • XSTO_Deriv_Close2.tip

  - Historical Data for Friday (19/12) will not be corrected.

   

Solution: Corrected OrderbookSummary [OBs] messages will be distributed via GCF on Monday morning (22/12.) Correct FDS files will also be generated on Monday.

 

Contact:

Operator@nasdaq.com


DataProducts@nasdaq.com