As of February 17th, NASDAQ OMX Derivatives Markets will start publishing revised open interest figures for stock index futures. The revised open interest will be published daily at 13:00 CET. On OMnet the intraday update to open interest will be published per instrument series in open_balance_u with broadcast BD2 (Edited price information) and following the publication, corresponding query IQ18 (Total volumes and prices) will also return the revised figures. Also, the message BI7 (Signal information ready) will be broadcasted daily at 13:00 with info_type_i set to 101 indicating that the revised_open_balance_u in query IQ42 for the previous business date is available.
Please find the OMnet API codes for the concerned index futures below:
| Product | Country | Market | Group | Underlying |
| OMXS30 futures | 1 | 1 | 4 | 954 |
| OMXSB futures | 1 | 1 | 4 | 949 |
| C20CAP futures | 1 | 81 | 11 | 5030 |
| OMXO20 futures | 1 | 103 | 4 | 1300 |
| VINX30 futures | 1 | 44 | 4 | 999 |
For a general flow chart on open interest publication following the changes, please see the attached document. The described change is available for testing in External Test System 1. For questions or comments, please contact: Joakim Fernlund joakim.fernlund@nasdaqomx.com +46 8 405 7328 Charlie Holmgren charlie.holmgren@nasdaqomx.com +46 8 405 6944