This IT Notice is aimed at all users of the Genium INET platform
The member extranet http://nordic.nasdaqomxtrader.com/memberextranet/genium_inet/ is always updated with the latest Genium INET related documentation.
Genium INET will be upgraded to version 2.0-0218 during the weekend June 2nd – 3rd, and will go live June 4th, 2012.
NASDAQ OMX Commodities, Derivatives and Fixed Income markets will introduce new functionalities described below, due to the upgrade.
The upgrade will be non-mandatory for OMnet, FIX and ITCH customers not choosing to use new functionality.
It is however highly recommended for Clearing Workstation 1 users to download and install Clearing Workstation 1 Version 2.0.0218_r27005 that will be available for download on May 10th
The Genium INET Trading Workstation will now have the same current version for all Genium INET Markets.
NASDAQ OMX Nordic Derivatives will make changes to existing queries for Cash Settlement Information. There will also be a new set of Queries for Collateral Management Information (Default Fund) and new Broadcast and Queries for DvP Information (Securities Delivery VS Payment). New reports for the Default Fund will be released and minor changes to the Cash Settlement report are made.
Please see IT-Notice 30/12 for more information
API Changes
As explained in IT notice 30/12 there will be changes in OMnet API for the SQ1, SQ14 and SQ16 queries.
Clearing Applications
On May 10th a new version of Clearing Workstation 1 (r27005) will be available for download, it is highly recommended to use Clearing Workstation1_r27005.
Clearing Workstation2 will be automatically upgraded at startup when a new release is available.
NASDAQ OMX Commodities will introduce new functionalities on June 11th, 2012.
New Trade types
New trade types to be introduced are Stop Loss orders and Linked Orders.
UK Spark Spreads
The UK market offering will be further extended with Spark Spreads.
Extensions of carbon futures curves
The European Union Allowance (EUA) futures curve will be extended to include the December contracts for the years 2015 to 2020 inclusive, and the Certified Emission Reduction (CER) futures curve will be extended to include the December contracts for years 2013 to 2020 inclusive.
API Changes
No API changes for new functionalities for NASDAQ OMX Commodities.
Clearing Applications
May 10th a new version of Clearing Workstation 1 (r27005) will be available for download,
It is highly recommended to use Clearing Workstation1_r27005.
Clearing Workstation2 will be automatically upgraded at startup when new release is available.
Trading Applications
A new version of Trading Workstation 2.0.0218_r27013 is available to download for testing new functions on Genium INET External Test System 2.
WebTrade will be automatically upgraded at startup when new release is available in Production.
WebTrade is now available to test in External Test System 2.
https://giwt-test2.nasdaqomxtrader.com/
Please see IT-Notice 31/12 and Exchange notice 28/12 for more information.
NASDAQ OMX Fixed Income
Equilibrium price determination
The equilibrium price (EP) in the opening auction is determined in up to four steps:
Step 1
The prices used in the selection of EP are all existing prices between the highest and the lowest price where limit orders exist, extended with one tick up from the highest and one tick down from the lowest price. Choose the price or prices that maximize the quantity traded.
Step 2
When more than one such price exists, i.e. there are several candidates as a result from step 1; the surplus quantity shall be minimized.
Step 3
When more than one such price exists, i.e. there are several candidates as a result from step 2, the market pressure shall decide.
Step 4
When more than one such price exists, i.e. there are several candidates as a result from step 3, use the price closest to the reference price.
The following reference prices might be used:
- Last price
- Closing price
- Reference price received from an external source or
- manually entered by the exchange
If no reference price is specified/defined in Genium INET the system today selects the numeric lowest of the eligible EP prices.
This will be changed to the average of the highest and lowest eligible EP prices rounded to the nearest tick.
Matching of iceberg orders
For fixed income instruments in the Nordic market prioritized internal crossing is used when matching reserve orders a.k.a. iceberg orders. This e.g. implies that a participant will match his/her own order prior to an order of another participant even if the time priority of that order is better.
If the internal order (an order of the same participant who sends the incoming order) is not fully matched, the order in the order book (“open part”) shall keep its priority. This is unfortunately not the case today.
The matching of internal orders is therefore changed so that an incoming order will match against the “hidden part” of the internal order in the first place. Only if the incoming order is bigger than the “hidden part” matching against the “open part” will also take place.
API Changes
No API changes for new functionalities in NASDAQ OMX Fixed Income.
Clearing Applications
May 10th a new version of Clearing Workstation1 (r27005) will be available for download,
It is highly recommended to use Clearing Workstation1_r27005.
Clearing Workstation2 will be automatically upgraded at startup when new release is available.
Trading Applications
A new version of Trading Workstation 2.0.0218_r27013 is available to download for testing new functions on Genium INET External Test System 2.
WebTrade will be automatically upgraded at startup when new release is available in Production.
WebTrade is now available to test in External Test System 2.
https://giwt-test2.nasdaqomxtrader.com/
Genium INET External Test System 1 Upgrade
Genium INET External Test System 1 will be upgraded to Genium INET Version 2.0.0218 on May 15th. It will be possible to test new functionalities for all Genium INET markets in Genium External Test System 1. Clearing Workstation 1 user will need to do a load reload of accounts in order to be able to view the new settlement account structure.
Genium INET External Test System 2
Genium INET External Test System 2 is running Genium INET 2.0.0218 since April 23rd.
For more information about Genium External Test System 2, Please see Member Extranet
http://nordic.nasdaqomxtrader.com/memberextranet/genium_inet/testing/
Support, Genium INET Derivatives
Trading Operations, tradingoperations@nasdaqomx.com Phone +46 8 405 7360
For trading related questions.
Clearing Operations, derivatives@nasdaqomx.com phone +46 8 4056880
For Settlement, Reports, Fixing Prices and collateral questions.
Technical Support, technicalsupport@nasdaqomx.com Phone+ 46 8 405 6750
For Technical questions, please contact Technical Support.
Support, Genium INET Commodities
Desken, desken@nasdaqomx.com phone +47 6752 8037
Trading, Key Account Management for NASDAQ OMX Commodities.
General questions, access to member extranet, help with Trading Workstation
Clearing Operations, derivatives@nasdaqomx.com phone +46 8 4056880
For Settlement, Reports, Fixing Prices and collateral questions.
Technical Support, technicalsupport@nasdaqomx.com, Phone+ 46 8 405 6400
For Technical questions, please contact Technical Support.
Support, Genium INET Fixed Income
Trading Operations, tradingoperations@nasdaqomx.com Phone +46 8 405 7890
For trading related questions.
Support Genium INET platform
Technical Support, technicalsupport@nasdaqomx.com Phone+ 46 8 405 6750
For Technical questions, please contact Technical Support.
Member Services, memberservices@nasdaqomx.com phone + 46 8 405 6660
Account questions and new FIX Accounts requests.
