Markets Impacted: Nasdaq Nordic Derivatives
Systems Impacted: Genium Consolidated Feed
What you need to know:
Testing of the November release: GCF 3.3 takes place in external test system TST4. Genium INET source system providing the data is External Test 3.
What will change?
As part of the preparations for MiFID II, on November 21, 2016 a Circuit Breaker mechanism as well as a special Stressed Market product status is introduced for Equity Derivatives.
To accommodate testing of the new functionalities, Circuit Breakers and Stressed Market Conditions, a number of scheduled scenarios will be setup for test purposes. The following scenarios will be set up in GCF TST4 (and Genium INET External Test 3) and active from October 10 to November 19, 2016.
- Circuit Breaker, dynamic halt Every day, triggered sometime between 10:00-10:10 CET Underlying: ALFA, CARLB
- Circuit Breaker, static halt Every day, triggered sometime between 13:00-13:10 CET Underlying: ALFA, CARLB
- Circuit Breaker, dynamic halt Every day, triggered sometime between 11:00-11:10 CET Underlying: OMXS30
- Stressed Market conditions Every Thursday, activated between 14:00-14:30 CET Underlying: FINGB Please note that scheduled Circuit Breakers will only be activated for underlying: ALFA, CARLB and OMXS30. In addition to this, unscheduled Circuit Breakers can occur on underlying EKTAB and DNORD.
Where can I find additional information?
For any questions concerning the GCF testing: Email: dataproducts@nasdaq.com
For more information of the Genium INET changes, please visit our website. http://www.nasdaqomx.com/transactions/technic...t-4.1.0215
