IT-Notice 182/11
Change in session state schedule on the Danish market CPH Cash Bond Market
The 22nd November we announced that we need to implement changes in the session state schedule for the Danish fixed income market CPH Cash Bond Trading.
Unfortunately we were not able to implement this change today as originally planned, cf. IT-Notice 181/11 sent yesterday.
Instead, we will introduce two new trading session states for the CPH Cash Bond Trading market instead. This means that the session state schedule will look like this instead:
08:30 Trading1
10:00 Trading2
16:00 Trading1
The trading session state ‘Trading’ will no longer be used for this market. All other session states will be unchanged. You will receive a message (BI41) when the trading session states change – also at 10:00 and 16:00 in the same way as for all other session state changes, but as a member you may ignore these changes in session state schedule as all trading functionalities etc. will be the exact same for the two trading sessions trading1 and trading2.
The new trading session states will also be included in the answer (DA29) to the trading states query DQ29 in OMnet. The new trading sessions (Trading 1 and 2) are not visible over TIP. (From a TIP perspective, the CPH Cash Bond Trading market is in “Trading” between 08:30 and 17:00.)
Trading sessions are not visible in FIX, so this protocol is not affected.
The changes are implemented in external test 3 (EXT3) as of 2nd December and is expected to be implemented in the production system 12th December 2011.
For questions regarding this IT-Notice, please contact Måns Larsson, mans.larsson@nasdaqomx.com for protocol issues and Poul Erik Egeberg, poul.erik.egeberg@nasdaqomx.com, for business issues.
Best regards,
NASDAQ OMX Nordic
