millennium exchange fixed income markets oslmit 605 live ... · the london stock exchange group....
TRANSCRIPT
29 NOVEMBER 2018
Millennium Exchange – Oslo Børs cash equities and
fixed income markets
OSLMIT 605 Live Environment Connectivity Issue 2.7
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CONTENTS
IMPORTANT NOTE .......................................................................................................................................................... 4
DISCLAIMER .................................................................................................................................................................... 4
CHANGE LOG .................................................................................................................................................................. 5
INTRODUCTION ...................................................................................................................................................... 6
PURPOSE ......................................................................................................................................................................... 6 READERSHIP ..................................................................................................................................................................... 6 DOCUMENT SERIES ............................................................................................................................................................ 6
CONNECTIVITY ....................................................................................................................................................... 8
GATEWAYS ....................................................................................................................................................................... 8
MITCH GATEWAYS ................................................................................................................................................. 9
A-STREAM / PRIMARY STREAM ............................................................................................................................................ 9 PRIMARY REPLAY SERVICE ................................................................................................................................................... 9 PRIMARY RECOVERY SERVICE ............................................................................................................................................... 9 B-STREAM / ALTERNATE STREAM ....................................................................................................................................... 10 ALTERNATE REPLAY SERVICE .............................................................................................................................................. 10 ALTERNATE RECOVERY SERVICE .......................................................................................................................................... 11
FIX/FAST GATEWAYS ............................................................................................................................................ 12
A-STREAM/PRIMARY STREAM ........................................................................................................................................... 12 PRIMARY REPLAY SERVICE ................................................................................................................................................. 12 PRIMARY RECOVERY SERVICE ............................................................................................................................................. 12 B-STREAM/ALTERNATE STREAM ........................................................................................................................................ 12 ALTERNATE REPLAY SERVICE .............................................................................................................................................. 13 ALTERNATE RECOVERY SERVICE .......................................................................................................................................... 13
FIX TRADING GATEWAY ....................................................................................................................................... 14
FIX TRADING GATEWAY .................................................................................................................................................... 14 FIX TRADING GATEWAY ALTERNATE ................................................................................................................................... 14
NATIVE TRADING GATEWAY ................................................................................................................................ 15
NATIVE ORDER MANAGEMENT SERVICES ............................................................................................................................. 15 NATIVE RECOVERY SERVICE ............................................................................................................................................... 15
POST TRADE GATEWAY ........................................................................................................................................ 16
POST TRADE ROUTER ....................................................................................................................................................... 16 POST TRADE ROUTER ALTERNATE ....................................................................................................................................... 16
DROP COPY GATEWAY ......................................................................................................................................... 17
DROP COPY .................................................................................................................................................................... 17 DROP COPY ALTERNATE .................................................................................................................................................... 17
REFERENCE DATA DOWNLOAD FTP/SFTP ............................................................................................................. 17
FIX/FAST NEWS AND INDICES GATEWAYS ............................................................................................................ 18
A-STREAM/PRIMARY STREAM ......................................................................................................................................... 18 A-STREAM/PRIMARY REPLAY SERVICE ............................................................................................................................... 18 B-STREAM / ALTERNATE STREAM ..................................................................................................................................... 18 B-STREAM / REPLAY SERVICE (PASSIVE) ............................................................................................................................. 18
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APPENDIX 1 – ISSUE UPDATES ...................................................................................................................................... 19
APPENDIX 2 – REFERENCES ........................................................................................................................................... 21
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IMPORTANT NOTE
This document has been produced by Oslo Børs to assist customers in the use of the Millennium platform on
the Oslo Børs market places. Part of the documentation is based on documentation from Millennium IT and the London Stock Exchange Group. Where the document title includes a number (i.e. OSLMIT 201), the number corresponds to similar documentation from The London Stock Exchange and/or from Borsa Italiana.
For more details, please see references in the appendix.
If you have any general queries relating to this document, please email:
Further copies of this document can also be downloaded from the Oslo Børs website http://www.oslobors.no/ob_eng/Oslo-Boers/Trading/Trading-systems/Millennium-Exchange/Technical-
documentation
DISCLAIMER
This document has been prepared on the basis of the best information available. Oslo Børs has taken reasonable efforts to ensure that the information in this publication is correct at the time of publication, but
shall not be liable for decisions made in reliance on it. Oslo Børs will seek to provide notice to customers of changes being made to this document, but this notice cannot be guaranteed. Therefore, please note that this
publication may be updated at any time. The information contained is therefore for guidance only. This
document does not form part of the contractual documentation between the Oslo Børs and its customers.
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CHANGE LOG
This document can be updated at any time, and has been through the following iterations:
Issue Date Description
1.0 2 July 2012 Initial document release
1.1 19 Sept 2012 Removed the News and Index recovery stream
1.2 22 Oct 2012 The FIX, Drop Copy and Post Trade Gateways have their primary instances available on both PDC and SDC, while
alternate instances are only available on PDC.
2.0 12 Nov 2012 New release of the document as the Millennium platform is
launched and the migration project is finalized.
Minor wording changes to remove references to project and document links updated.
2.1 17 Jan 2013 Information relevant to the Burgundy migration has been
added where relevant. Information on new MITCH and Fixed Income FIX/FAST services added.
2.2 2 April 2013 Information on new FIX/FAST gateways added.
2.3 1 December 2014 Changed the name of the low latency market data channels
and protocol.
2.4 28 April 2015 Removed references to the Burgundy market.
2.5 N/A N/A
2.6 5 April 2017 Included the decommissioning of the FIX/FAST Channels for
Equities, ETFs and Warrants
2.7 29 November 2018 Removed decommissioned services
Please note that only the latest issue of this document will be available from the Oslo Børs website. Details of
the changes made in each issue of the document are described in the appendix.
Changes from the previous issue of the document are indicated by a left margin bar.
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INTRODUCTION
Since November 2012, the Millennium Exchange trading system has been the trading platform in use for the
Oslo Børs equity and fixed income markets. Millennium Exchange is a flexible, highly scalable trading platform with ultra-low latency developed by MillenniumIT, a company in the London Stock Exchange Group.
Oslo Børs and its market places for equities and fixed income aims at maintaining its competitive position, and is pleased to offer customers an upgraded release of the state-of-the-art trading system as of April 2015.
PURPOSE
The purpose of this document is to give the connectivity details to the services provided for the Oslo Børs equities and fixed income markets on the Millennium Exchange platform in the Customer Development Services (CDS) environment.
READERSHIP
This document describes the connectivity details of the Millennium Exchange platform, and is intended for
the personnel preparing the infrastructure at the network level. The document covers both the primary and
secondary production sites, and an indication is given on each section if the details provided are applicable for both or only the primary site.
DOCUMENT SERIES
This document is a part of a series of documents providing a holistic view of full trading and information services available from Oslo Børs on the Millennium Exchange platform.
The current series of documents are outlined below:
General OSLMIT Oslo Børs Market Model Equities
OSLMIT Oslo Børs Business Parameters – Equities OSLMIT Oslo Børs and Nordic ABM Market Model Fixed Income OSLMIT Oslo Børs and Nordic ABM Business Parameters – Fixed Income OSLMIT Oslo Børs Market Model Nibor
OSLMIT Oslo Børs Business Parameters – Nibor
Trading OSLMIT 201 Guide to New Trading System OSLMIT 202 FIX Trading Gateway (5.0 SP2)
OSLMIT 203 Native Trading Gateway OSLMIT 204 Post Trade Gateway (FIX 5.0 SP2)
OSLMIT 205 Drop Copy Gateway (FIX 5.0 SP2)
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Market Data
OSLMIT 302 FIX/FAST
OSLMIT 303 MITCH Gateway OSLMIT 306 FIX/FAST News and Indices Gateway OSLMIT 401 Reference Data OSLMIT Derived Information Guidelines
Other
OSLMIT 501 Guide to Testing Services
OSLMIT 502 Guide to Application Certification OSLMIT 504 Guide to Dress Rehearsals (only relevant to migration projects) OSLMIT 505 Guide to Go-live (only relevant to migration projects) OSLMIT 601 Guide to Trading Services Disaster Recovery
OSLMIT 602 Network Guide
OSLMIT 604 Technical Parameters OSLMIT 605 Live Environment Connectivity
OSLMIT 606 CDS Environment Connectivity OSLMIT 801 Reject Codes Oslo Børs Record Keeping
The latest version of this documentation series can be found on:
http://www.oslobors.no/ob_eng/Oslo-Boers/Trading/Trading-systems/Millennium-Exchange/Technical-
documentation
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CONNECTIVITY
GATEWAYS
The figure below describes the various interfaces available to customers connecting to the Millennium
Exchange platform for Oslo Børs. Note that most customers will only need a subset of the services provided, e.g. customers using the Equities, Warrants and ETF Full Depth and Trade Only gateways, will normally not need the Equities, Warrants and ETF Snapshot gateway.
In addition, a MITCH single packet gateway is provided, for low latency customers.
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MITCH GATEWAYS
The MITCH gateways provide full depth market data for the equities market only, and are described in detail
in OSLMIT 303 MITCH Gateway.
A-STREAM / PRIMARY STREAM
Only available on Primary site.
ID Channel Name Multicast IP
address
UDP Port Source IP
Address
A MITCH Full Depth Service Equity 224.4.2.224 60300 146.72.11.65
B MITCH Equity Trade Only 224.4.2.225 60300 146.72.11.65
C MITCH Full Depth Service Warrants 224.4.2.226 60300 146.72.11.65
D MITCH Warrants Trade Only 224.4.2.227 60300 146.72.11.65
E MITCH Full Depth Service ETF 224.4.2.228 60300 146.72.11.65
F MITCH/ETF Trade Only 224.4.2.229 60300 146.72.11.65
P MITCH Single Msg Packets –
low latency customers only
224.4.2.251 60300 146.72.11.65
PRIMARY REPLAY SERVICE
Only available on Primary site.
ID Channel Name IP Address TCP Port
A MITCH Full Depth Service Equity 146.72.11.75 63601
B MITCH Equity Trade Only 146.72.11.75 63602
C MITCH Full Depth Service Warrants 146.72.11.75 63603
D MITCH Warrants Trade Only 146.72.11.75 63604
E MITCH Full Depth Service ETF 146.72.11.75 63605
F MITCH ETF Trade Only 146.72.11.75 63606
P MITCH Single Msg Packets –
low latency customers only
146.72.11.75 63628
PRIMARY RECOVERY SERVICE
Only available on Primary site.
ID Channel Name IP Address TCP Port
A MITCH Full Depth Service Equity 146.72.11.75 64601
B MITCH Equity Trade Only 146.72.11.75 64602
C MITCH Full Depth Service Warrants 146.72.11.75 64603
D MITCH Warrants Trade Only 146.72.11.75 64604
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E MITCH Full Depth Service ETF 146.72.11.75 64605
F MITCH ETF Trade Only 146.72.11.75 64606
P MITCH Single Msg Packets – low latency customers only
146.72.11.75 64628
B-STREAM / ALTERNATE STREAM
Available on both Primary and Secondary site
ID Channel Name Multicast IP
Address
UDP port Source IP
Address
a MITCH Full Depth Service Equity 224.4.3.224 60300 146.72.11.85
b MITCH Equity Trade Only 224.4.3.225 60300 146.72.11.85
c MITCH Full Depth Service Warrants 224.4.3.226 60300 146.72.11.85
d MITCH Warrants Trade Only 224.4.3.227 60300 146.72.11.85
e MITCH Full Depth Service ETF 224.4.3.228 60300 146.72.11.85
f MITCH ETF Trade Only 224.4.3.229 60300 146.72.11.85
p MITCH Single Msg Packets –
low latency customers only
224.4.3.251 60300 146.72.11.85
ALTERNATE REPLAY SERVICE
Available on both Primary and Secondary site.
ID Channel Name IP Address TCP Port
a MITCH Full Depth Service Equity 146.72.11.90 63601
b MITCH Equity Trade Only 146.72.11.90 63602
c MITCH Full Depth Service Warrants 146.72.11.90 63603
d MITCH Warrants Trade Only 146.72.11.90 63604
e MITCH Full Depth Service ETF 146.72.11.90 63605
f MITCH ETF Trade Only 146.72.11.90 63606
p MITCH Single Msg Packets – low latency customers only
146.72.11.90 63628
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ALTERNATE RECOVERY SERVICE
Available on both Primary and Secondary site
ID Channel Name IP Address TCP Port
a MITCH Full Depth Service Equity 146.72.11.90 64601
b MITCH Equity Trade Only 146.72.11.90 64602
c MITCH Full Depth Service Warrants 146.72.11.90 64603
d MITCH Warrants Trade Only 146.72.11.90 64604
e MITCH Full Depth Service ETF 146.72.11.90 64605
f MITCH ETF Trade Only 146.72.11.90 64606
p MITCH Single Msg Packets – low latency customers only
146.72.11.90 64628
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FIX/FAST GATEWAYS
The FIX/FAST Gateways provide market data in the market by price format with 20 price levels for the equities
market, as well as full depth market data for the Fixed Income market, and are described in OSLMIT 302 FIX/FAST.
A-STREAM/PRIMARY STREAM
Only available on Primary site.
ID Channel Name IP Address UDP Port Source IP Address
OBFIF Fixed Income Incremental Service (MBO Full)
224.4.2.243 60300 146.72.11.65
OBFIT Fixed Income Trade Only Gateway 224.4.2.246 60300 146.72.11.65
PRIMARY REPLAY SERVICE
Only available on Primary site.
ID Channel name IP Address TCP Port
OBFIF Fixed Income Incremental Service (MBO Full) 146.72.11.75 63620
OBFIT Fixed Income Trade Only Gateway 146.72.11.75 63623
PRIMARY RECOVERY SERVICE
Only available on Primary site.
ID Channel name IP Address TCP Port
OBFIF Fixed Income Incremental Service (MBO Full) 146.72.11.75 64620
OBFIT Fixed Income Trade Only Gateway 146.72.11.75 64623
B-STREAM/ALTERNATE STREAM
Available on both Primary and Secondary site.
ID Channel name Multicast IP Address
UDP Port Source IP Address
OBFIF Fixed Income Incremental Service (MBO Full)
224.4.3.243 60300 146.72.11.85
OBFIT Fixed Income Trade only Gateway 224.4.3.246 60300 146.72.11.85
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ALTERNATE REPLAY SERVICE
Available on both Primary and Secondary site.
ID Channel name IP Address TCP Port
OBFIF Fixed Income Incremental Service (MBO Full) 146.72.11.90 63620
OBFIT Fixed Income Trade only Gateway 146.72.11.90 63623
ALTERNATE RECOVERY SERVICE
Available on both Primary and Secondary site.
ID Channel name IP Address TCP Port
OBFIF Fixed Income Incremental Service (MBO Full) 146.72.11.90 64620
OBFIT Fixed Income Trade Only Gateway 146.72.11.90 64623
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FIX TRADING GATEWAY
The FIX Trading Gateways provides order management services using the Fix 5.0 SP2 protocol for the equities
and fixed income markets. Oslo Børs will provide two instances of the Fix Trading Gateway, each customer will be assigned to one of them. For the functional details, see OSLMIT 202 FIX Trading Gateway (5.0 SP2).
FIX TRADING GATEWAY
Available on both Primary and Secondary site.
Service IP Address TCP Port
Fix Trading GW1 Channel 1 146.72.11.1 56201
Fix Trading GW1 Channel 2 146.72.11.1 56202
Fix Trading GW2 Channel 1 146.72.11.3 56221
Fix Trading GW2 Channel 2 146.72.11.3 56222
FIX TRADING GATEWAY ALTERNATE
Only available on Primary site.
Service IP Address TCP Port
Fix Trading GW1 Channel 1 Alternate 146.72.11.2 56201
Fix Trading GW1 Channel 2 Alternate 146.72.11.2 56202
Fix Trading GW2 Channel 1 Alternate 146.72.11.4 56221
Fix Trading GW2 Channel 2 Alternate 146.72.11.4 56222
15
NATIVE TRADING GATEWAY
The Native Trading Gateway provides order management services using the native protocol for the equities
market only. Oslo Børs will provide two instances of the Native Trading Gateway, each customer will be assigned to one of them. For the functional details, see OSLMIT 203 Native Trading Gateway.
NATIVE ORDER MANAGEMENT SERVICES
Available on both Primary and Secondary site.
Service IP Address TCP Port
Naitive Trading 01 146.72.11.48 56601
Naitive Trading 02 146.72.11.49 56602
Only available on Primary site.
Service IP Address TCP Port
Naitive Trading 03 146.72.11.50 56603
Naitive Trading 04 146.72.11.51 56604
NATIVE RECOVERY SERVICE
Available on both Primary and Secondary site.
Service IP Address TCP Port
Naitive Trading 01 Recovery 146.72.11.48 56801
Naitive Trading 02 Recovery 146.72.11.49 56802
Only available on Primary site.
Service IP Address TCP Port
Naitive Trading 03 Recovery 146.72.11.50 56803
Naitive Trading 04 Recovery 146.72.11.51 56804
16
POST TRADE GATEWAY
The Post Trade Gateway provides the full details of the customers on and off-book trades, as well as the
functionality to report off-book trades to Oslo Børs using the FIX 5.0 SP2 protocol. Oslo Børs will provide two Post Trade Gateways, each customer will be assigned to one of them. For functional details, see OSLMIT 204 Post Trade Gateway (FIX 5.0 SP2).
POST TRADE ROUTER
Available on both Primary and Secondary site.
Service IP Address TCP Port
Post Trade Router 01 - Channel 1 146.72.11.16 56401
Post Trade Router 01 - Channel 2 146.72.11.16 56402
Post Trade Router 02 - Channel 1 146.72.11.18 56421
Post Trade Router 02 - Channel 2 146.72.11.18 56422
POST TRADE ROUTER ALTERNATE
Only available on Primary site.
Service IP Address TCP Port
Post Trade Router 01 - Channel 1 Alternate 146.72.11.17 56401
Post Trade Router 01 - Channel 2 Alternate 146.72.11.17 56402
Post Trade Router 02 - Channel 1 Alternate 146.72.11.19 56421
Post Trade Router 02 - Channel 2 Alternate 146.72.11.19 56422
17
DROP COPY GATEWAY
The Drop Copy Gateways provides each customer with the possibility to download all active order in the
market for that customer, both in real time and on a request basis, using the FIX 5.0 SP2 protocol. Oslo Børs will provide two instances of the Drop Copy Gateway, each customer will be assigned to one of them. For functional details, see OSLMIT 205 Drop Copy Gateway (FIX 5.0 SP2).
DROP COPY
Available on both Primary and Secondary site.
Service IP Address TCP Port
Drop Copy 01 – Channel 1 146.72.11.32 56501
Drop Copy 01 – Channel 2 146.72.11.32 56502
Drop Copy 02 – Channel 1 146.72.11.34 56521
Drop Copy 02 – Channel 2 146.72.11.34 56522
DROP COPY ALTERNATE
Only available on Primary site.
Service IP Address TCP Port
Drop Copy 01 – Channel 1 Alternate 146.72.11.33 56501
Drop Copy 01 – Channel 2 Alternate 146.72.11.33 56502
Drop Copy 02 – Channel 1 Alternate 146.72.11.35 56521
Drop Copy 02 – Channel 2 Alternate 146.72.11.35 56522
REFERENCE DATA DOWNLOAD FTP/SFTP
The reference data files, as described in OSLMIT 401 Reference Data, will be provided on the FTP/SFTP sites given below. In addition the Full Days Recovery files can be made available on the FTP/STFP site as well.
Available on both Primary and Secondary site.
Service IP Address TCP Port
FTP 146.72.11.105 21
SFTP 146.72.11.105 22
18
FIX/FAST NEWS AND INDICES GATEWAYS
The FIX/FAST News and the FIX/FAST Index Gateways provides a real time streaming services of the news
announcements and index values respectively published by Oslo Børs. For functional details, see OSLMIT 306 FIX/FAST News and Indices Gateway.
A-STREAM/PRIMARY STREAM
Only available on Primary site.
ID Channel Name Multicast IP Address UDP Port Source IP Address
NEWS News GW 224.4.2.253 60300 146.72.11.65
INDEX Indices GW 224.4.2.254 60300 146.72.11.65
A-STREAM/PRIMARY REPLAY SERVICE
Only available on Primary site.
ID Channel name IP Address TCP Port
NEWS News GW 146.72.11.75 63630
INDEX Index GW 146.72.11.75 63631
B-STREAM / ALTERNATE STREAM
Available on both Primary and Secondary site.
ID Channel Name Multicast IP Address UDP Port Source IP Address
NEWS News GW 224.4.3.253 60300 146.72.11.85
INDEX Indices GW 224.4.3.254 60300 146.72.11.85
B-STREAM / REPLAY SERVICE (PASSIVE)
Available on both Primary and Secondary site.
ID Channel name IP Address TCP Port
NEWS News GW 146.72.11.90 63630
INDEX Index GW 146.72.11.90 63631
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APPENDIX 1 – ISSUE UPDATES
This appendix describes the details of the changes made in each issue of this document.
Issue 1.0 – Released 4 July 2012
Initial release of the document.
Issue 1.1 – Released 19 September 2012
Section Description
10. FIX/FAST News and
Indices Gateways
Removed the following sections:
10.3 A-Stream/Primary Recovery Service
10.6 B-Stream/Primary Recovery Service Because the News and Index gateways do not provide a recovery service.
Issue 1.2 – Released 22 October 2012
Section Description
5. Fix Trading Gateway Alternate instances are only available on PDC.
7. Post Trade Router Alternate instances are only available on PDC.
8. Drop Copy Alternate instances are only available on PDC.
Issue 2.0 – Released 12 November 2012
New issue of the document post migration to the Millennium platform. No changes to content, except minor
wording changes to remove references to migration project and updated document links.
Issue 2.1 – Released 17 January 2013
Section Description
1. Introduction Added reference to the Burgundy Millennium migration.
2.1 Gateways Information regarding burgundy gateways added.
3. MITCH Gateways Added MITCH Gateways for the Burgundy market. Added Single Packet gateways for both Oslo Børs and Burgundy
markets.
4. FIX/FAST Gateways Added FIX/FAST Gateways for the Burgundy fixed income Market.
Issue 2.2 – Released 2 April 2013
Section Description
4. FIX/FAST Gateways Added additional FIX/FAST Gateways for the Burgundy Market.
20
Issue 2.3 – Released 10 November 2013 Changed the name of the low latency market data channels and protocol.
Issue 2.4 – Released 28 April 2014
Removed references to the Burgundy market.
Issue 2.6 – Released 5 April 2017
Section Description
4. FIX/FAST Gateways Added that the OBE20, OBP20 and OBW20 will be decommissioned from 8 May 2017.
Issue 2.7 – Released 29 November 2018
Section Description
4. FIX/FAST Gateways Removed the decommissioned services OBE20, OBP20 and OBW20.
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APPENDIX 2 – REFERENCES
References to external resources are given below.
Technical information for Millennium Exchange from the London Stock Exchange: http://www.londonstockexchange.com/products-and-services/millennium-
exchange/technicalinformation/technicalinformation.htm