Due to changes in the Danish liquidity provider agreement as of 1st December 2011 we need to implement a few changes in the session state schedule for the Danish fixed income market CPH Cash Bond Trading.
Today this market has one trading session covering the period 8:30 – 17:00 CET. For technical reasons we need to split this into two trading sessions which will be set in following way:
08:30 Trading
10:00 Trading1
16:00 Trading
All other session states will be unchanged. You will receive a message (BI41) when the trading sessions change at 10:00 and 16:00 in the same way as for all other session state changes, but as a member you may ignore the two new changes in session state schedule as all trading functionalities etc. will be the exact same for the two trading sessions.
The new trading session state will also be included in the answer (DA29) to the trading states query DQ29 in OMnet. The new trading session (Trading 1) is 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 22nd November and will be implemented in the production system 1st 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
