IT - Genium INET Release v0230 (14/13)
The member extranet (http://nordic.nasdaqomxtrader.com/memberextranet/genium_inet/) contains the newest project related documentation such as API changes, connectivity information, test specifications and market model documents.
Please note, this IT Notice is in regards to the upcoming Genium INET 0230 release in June 2013!
We are happy to announce the next Genium INET upgrade for NASDAQ OMX Nordics, called v0230, to be released 10th of June this year. Currently, NASDAQ OMX Nordic is running on Genium INET v0220 and will be upgraded to v0222 end of March.
Genium INET 0230 will introduce improvements to allow commodities members to migrate to CMS.
The release will also include the possibility to have pre-novation checks for OTC fixed income trade reports.
In addition to this the number of decimals in exchange rates will be increased to 6 decimals to allow better accuracy in calculations. This will have an impact on the format of the NASDAQ OMX Commodities SPAN file.
This IT Notice is of a technical nature, giving early information about the upcoming OMnet API and FIX changes.
There will be no changes to the Genium Consolidated Feed TIP protocol specification.
More details will be released closer to the availability of the v0230 test environment in April, as well as updated Genium INET software clients.
OMnet API Changes to 0230
|
Description |
Transaction |
|
New queries for Margin Aggregation Groups (functionality released in 0222, but external queries to be made externally available in June): |
JQ22 – Query Margin Aggregation Group List |
|
|
JQ23 – Query Margin Aggregation Group Detail |
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New query and broadcast related to OTC Trade Operation (Pre Novation Checks): |
CQXX1 – Query OTC Trade Operations |
|
|
CBXX1 – Broadcast Rejected OTC Trade Operation |
New values in existing fields (Trade Report State and Trade Report Sub State):
Rename of field (confirm_letter_c -> reason_c): |
CA80(CQ80), CA81(CQ81), CA82(CQ82), CA91(CQ91, CA92(CQ92), CA105(CQ105), CB3 |
|
New attributes for Instrument Type related to Pre-Novation Checks: |
New fields in DA131 (answer to DQ131) |
Exchange Rates with 6 decimals in Power Delta Hedge Risk parameter file (SPAN file)
Rate-low and Rate-high extended to length 9 |
N/A |
Exchange Rates with 6 decimals in OMnet API
The answer of the following queries includes exchange rates. The rates will now include 6 decimals instead of 2. Please note that this is not a technical change of the API.
|
RQ31 Exchange Rates (Rate low, Rate High)
CQ8 Fixing Values (Fixing Value)
FQ18 Base Currency Conversion (Exchange Rate)
FQ14 Collateral Value per Series (Exchange Rate)
|
New field in new VIM struct name Base_Call:
Base_call and Adjusted_Base Call |
FQ16 – Query Collateral Information |
New value in Member deposit type:
6=Base Call
|
FB1 – Broadcast Directed Collateral, FQ1 – Query Collateral, FQ2 – Query Collateral Version |
New value in collateral_transaction_type_c
|
FB6
FQ22 |
|
New value in collateral_evaluation_type_c |
FB17
FQ17
FB18 |
|
New behavior of FB6. An internal transfer is assumed to generate two FB6 messages. One for the withdrawal and one for the deposit. Related via SEME. |
FB6 |
New query: Query FX Used Parameters
Used to retrieve the applicable configuration parameters used to calculate FX margin |
JQ24 |
New query: Query Price Change Scenario
Used to retrieve all FX price change scenarios that have been used in a specific margin calculation |
JQ45 |
SPAN- File changes:
Exchange Rates with 6 decimals in Power Delta Hedge Risk parameter file (SPAN file)
Rate-low and Rate-high extended to length 9
|
Field |
Offset |
Length |
Format |
Comment |
|
Currency rate |
1 |
6 |
A |
Currency Rate
Examples :
NOKEUR for conversion from EUR to NOK
EURNOK for conversion from NOK to EUR |
|
Rate-low |
7 |
9 |
N |
Exchange rate ("Haircut Low") used for conversion of scenario risk and liquidation value with a positive sign - or collateral - from quotation currency to margin calculation currency.
Example: 007362501 for rate 7.362501 |
|
Rate-high |
16 |
9 |
N |
Exchange rate ("Haircut High") used for conversion of scenario risk and liquidation value with a negative sign from quotation currency to margin calculation currency. Example: 007457501 for rate 7.457501 |
FIX Changes:
|
Description of Change |
affected
messages |
change
to spec |
affected
markets |
Introduce new TradeID format for all exchanges (instr type+trade nbr)
NOTE: Members who need the deal number (previously part of TradeID) can use the DealID tag that was added in 0220. |
Trade Capture Reports (outbound) |
Y (only to description of a field) |
Financial Derivatives
Fixed income |
For questions or comments, please contact:
Technical Support technicalsupport@nasdaqomx.com
+46 8 405 67 50
Charlie Holmgren Charlie.holmgren@nasdaqomx.com
+46 8 405 6944
Project readiness and rollout
Per Fröling per.froling@nasdaqomx.com
+46 8 405 6434
Project readiness and rollout
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