As communicated in IT Notice 65/13 dated August 28, 2013, NASDAQ OMX Nordic configured the Scheduled Intraday Auction in Test (OTF) on the First North Denmark market for the period
September 12, 2013 – October 7, 2013. From Tuesday next week, October 8, you will see a full set up in the Test environment, i.e. the same as the planned production set-up.
The new auction will run for five minutes at 13:30 CET on every business day, and will follow existing functionality for opening and closing auctions. Information on Net Order Imbalance will be published in the same manner as is the case for existing auctions.
INET Test environment OTF
From 8 October, OTF will include a new market segment holding the Swedish Small Cap order books, and a new market segment holding the Finnish Medium and Small Cap order books. Said order books will be moved to the two new market segments from their existing ones:
- For the Swedish Small Cap order books, existing market segment is:
- Market segment 25
- OMX STO Equities
- Symbol SEEQ SHR
- For the Finnish Mid and Small Cap order books, existing market segment is:
- Market segment 341
- OMX HEL Equities CCP
- Symbol FIEQ SHR CCP
There are no changes to the Danish market segments.
For an overview of the actual shares that will be moved to the two new market segments (Finland and Sweden), see the INET Lists Population below. Please note that the lists will not change, they remain as is.
| Names for Finland | List Population ID |
| Mid Cap Helsinki EUR | 70549 |
| Small Cap Helsinki EUR | 70552 |
| Pre List | 60058 |
| Name for Sweden | List Population ID |
| Small Cap Stockholm SEK | 70599 |
The two new segments will be added to all drop copy filters that are currently configured to listen to existing segments “OMX STO Equities” and/or “OMX HEL Equities CCP”.
The market segments in OTF comprising the Scheduled Intraday Auction from 8 October will be the following:
| Market Segment | Exchange | Sequent | Symbol | New/Existing |
| OMX CPH Equities | XCSE | 14 | DKEQ SHR | Existing |
| First North | XFND | 100 | FNDK CPH | Existing |
| OMX HEL Equities intraday cross CCP | XHEL | 201 | FIEQ SHR IC | New |
| First North Finland | FNFI | 110 | SEMM FN HEL | Existing |
| OMX STO Equities intraday cross | XSTO | 202 | SEEQ SHR IC | New |
TotalView-ITCH
A new value “I” will be distributed for the fields:
- Market Segment State Code (in message “Market Segment State”).
- Cross Type (in messages “Cross Trade” and “NetOrderImbalanceIndicator”).
Genium Consolidated Feed Test environment GCF4
- New MarketStateCode “17” in message “BasicDataTradingScheme” as well as in message “Market State”
- New value “4” for CrossType in message “NetOrderImbalanceIndicator”.
Protocol changes
- Protocol changes for FIX, OUCH, and TotalView-ITCH are available on http://nordic.nasdaqomxtrader.com/memberextra..._Protocols
- Protocol changes for GCF (TIP version 2.4.7) are available on http://nordic.nasdaqomxtrader.com/marketdata/...idatedfeed
Time schedule
- Production December 2, 2013.
Rule changes
- NASDAQ OMX Nordic Member Rules and the NASDAQ OMX Nordic Market Model will be updated and relevant drafts made available during next week. Final versions will be available by the middle of November.
Support
If you have any questions regarding this Exchange Notice, please contact NASDAQ OMX Tech Support at: +46 8 405 6410, operator@nasdaqomx.com .
Best regards, NASDAQ OMX Nordic
“NASDAQ OMX Nordic” is not a legal entity but describes the common offering from the NASDAQ OMX exchanges in Helsinki, Copenhagen, Stockholm, and Reykjavik.
