IMPLEMENTATION OF THE EXECUTION SUMMARY MESSAGE IN THE OPTIQ MARKET DATA GATEWAY

Euronext informs its members that the Execution Summary message will be implemented in the Optiq® Market Data Gateway (MDG) on the Cash, Bonds & ETF segments as from Saturday 26 September 2020 in production.
The Execution Summary will be published in the MDG using the Market Update (1001) message, indicating the total executed quantity (no matter how many price levels the aggressive order has executed against), and the last price (or price that is deepest into the book) against which the aggressive order has executed.

DETAILS OF THE CHANGE
The Execution Summary message will be available in the p-EUA platform from 31 July 2020, and in Production from 28 September 2020.
Execution Summary information will be indicated using two Market Data Update Type values:
- 90 - Bid Execution Summary
- 97 - Offer Execution Summary

DOCUMENTATION
Documentation relating to the Market Data Gateway is available at:
https://connect2.euronext.com/it-documentation

Help and Support
If you have any questions please contact:

Operational Client Services Desk clientsupport@euronext.com
Belgium +32 2 620 0585 France +33 1 8514 8585 Ireland +353 1 617 4289 Netherlands +31 20 721 9585 Portugal +351 2 1060 8585 UK +44 20 7660 858

Best regards,

Euronext Market Data