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OMnet User Configuration
Genium INET 2.0.0230
NASDAQ OMX Nordic and Baltic
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Contents
1 Accessing the OMnet API ............................................................................................... 5
1.1 Contacts ............................................................................................................... 5
1.1.1 Member Services .............................................................................................................. 5
2 NASDAQ OMX Derivatives Markets ................................................................................. 6
2.1 Accessing the Derivatives Markets ........................................................................... 6
2.2 User Types ........................................................................................................... 7
2.2.1 Trader ............................................................................................................................. 7
2.2.2 Market Maker ................................................................................................................. 10
2.2.3 Price and Trade Information ............................................................................................. 13
2.2.4 Back Office, Clearing ....................................................................................................... 15
2.3 Subscription Types .............................................................................................. 20
2.3.1 Trader and Market Maker ................................................................................................. 20
2.3.2 Price Information ............................................................................................................ 22
2.3.3 Back Office, Clearing ....................................................................................................... 23
3 NASDAQ OMX Fixed Income Markets ............................................................................ 25
3.1 Accessing the Fixed Income Markets ...................................................................... 25
3.2 User Types ......................................................................................................... 26
3.2.1 Individual Trader ............................................................................................................ 26
3.2.2 Proxy Trader .................................................................................................................. 29
3.2.3 Issuer ............................................................................................................................ 32
3.2.4 Trade Report Center ........................................................................................................ 35
3.2.5 Back Office, Fixed Income STO ......................................................................................... 36
3.2.6 Read-only, Fixed Income ................................................................................................. 39
3.2.7 Back Office (“Indberetnings-user”), Fixed Income CPH ........................................................ 42
3.3 Subscription Types .............................................................................................. 45
3.3.1 Individual and Proxy Trader, Read-Only, INDB and Back Office, Fixed Income ........................ 45
3.3.2 Issuer ............................................................................................................................ 46
3.3.3 Trade Report Center ........................................................................................................ 47
4 NASDAQ OMX Commodity Markets ............................................................................... 48
4.1 Accessing the Commodity Markets ......................................................................... 48
4.2 User Types ......................................................................................................... 49
4.2.1 Trader, Commodities ....................................................................................................... 49
4.2.2 Market Maker, Commodities ............................................................................................. 52
4.2.3 Price and Trade Information, Commodities ......................................................................... 55
4.2.4 Back Office, Commodities ................................................................................................. 57
4.3 Subscription Types .............................................................................................. 63
4.3.1 Trader and Market Maker, Commodities ............................................................................. 63
4.3.2 Price and Trade Information, Commodities ......................................................................... 65
4.3.3 Back Office, Commodities ................................................................................................. 66
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Document Data
Revision History
DATE REVISION DESCRIPTION
2010-09-08 1.0 First version.
2011-05-04 2.0 User Configuration for upcoming Genium INET release 2.0.0210
with migrated Fixed Income Markets for NASDAQ OMX Nordic and
Baltic added. Minor changes to the Derivatives Markets.
2011-11-24 3.0 Including changes to the User Type Back Office, Clearing (BOC) for
Genium INET release 2.0.0212 (Cash Flow Margin) as well as the
addition of two new User Types for the Fixed Income Markets (PIFI,
INDB).
2012-07-22 4.0 User Configuration for the Genium INET release 2.0.0218 with
migrated Commodity Markets for NASDAQ OMX Commodities, and
changes to the Derivatives Market for Risk, Settlement and
Collateral Management.
2013-07-30 5.0 Including Premium and Premium Plus users and new transactions
for CMS Drop 2.
Definitions
DEFINITION DESCRIPTION
API Application Programmers Interface
OMnet The communication system in Genium INET
CDB The Common Database in Genium INET
Tx Transaction
Qry Query
C1 Customized transaction group 1
ISV Independent Software Vendor
SE NASDAQ OMX Derivatives Markets
ST NASDAQ OMX Stockholm
CO NASDAQ OMX Copenhagen
HE NASDAQ OMX Helsinki
RI NASDAQ OMX Riga
VI NASDAQ OMX Vilnius
TA NASDAQ OMX Tallinn
NC NASDAQ OMX Commodities
Document References
- OMnet Application Programmer’s Interface Manual
- OMnet Message Reference
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1 Accessing the OMnet API
This document describes the configuration applicable for Exchange Members of NASDAQ OMX
Nordic and Baltic and Data Vendors using ISV-, or in-house developed software, to access the
Genium INET Trading & Clearing system via the OMnet API.
OMnet handles each user’s access to, and rights within, the Genium INET system as configured in
the CDB. Which transactions an External client application is allowed to send is controlled by its
User Type, while the Subscription Type controls what broadcasts it is allowed to subscribe to. For
further technical information, please see the document references.
1.1 Contacts
1.1.1 Member Services
Phone: +46 8 405 6660
E-mail: [email protected]
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2 NASDAQ OMX Derivatives Markets
OMnet country_c: 1
OMnet country_id_s: SE
2.1 Accessing the Derivatives Markets
For external client applications accessing the Genium INET system, four general types of Users are
supported for the Derivatives Markets.
- Trader
- Market Maker
- Price Information
- Back Office, Clearing
The User and Subscription types for these Types of Users are described in detail in section 2.2 and
2.3. Trading rights in terms of Market and Instrument access are set on Participant level and fully
inherited on User level.
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2.2 User Types
2.2.1 Trader
This User Type is given to standard trading applications used by the Derivatives Exchange
Members. The type is available in two versions; one with heartbeat functionality (EX), and one
without (EXWHB). General features are:
- Order entry and management
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
2.2.1.1 General Information
CDB Name (OMnet ust_id_s) EX/EXWHB
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600 (N/A for EXWHB)
Number of heartbeats allowed missing 2 (N/A for EXWHB)
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30 (60 for Premium users, 1000 for Premium Plus users)
Tx per second 8
Qry per second 8
C1 per second 30 (60 for Premium users, 1000 for Premium Plus users)
2.2.1.2 Allowed Transactions
User Types - Trader
ID DESCRIPTION CLASS
CD4 External daily account trades Tx
CD5 External daily account trades, bo Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DC3 Register TM Combo Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ10 External query inst class Qry
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User Types - Trader
ID DESCRIPTION CLASS
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ126 Query Combo Series Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ42 Query Daily Trade Stat Qry
MC4 Quote request with volume Tx
MO4 External delete order Tx
MO31 External Hidden Vol. order C1
MO33 Ext. Alter Hidden Volume C1
MO40 Delete inactive order Tx
MO41 External Stop Order Tx
MO43 External Alter Stop Order Tx
MO44 External Delete Stop Order Tx
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO77 Crossing Combo Trade Report Tx
MO388 Proxy delete order Tx
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
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User Types - Trader
ID DESCRIPTION CLASS
MO424 Proxy Delete inactive order Tx
MO425 Proxy Stop Order Tx
MO427 Proxy Alter Stop Order Tx
MO428 Proxy Delete Stop Order Tx
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
MQ9 External query total inactive Qry
MQ32 Query Session State Order Qry
MQ34 Query Proxy Session State Order Qry
MQ47 External Query Stop Order Qry
MQ48 External Query Own Stop Orders Qry
MQ49 Ext. Query Inactive Stop Orders Qry
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ416 Query Session State Order, Proxy Qry
MQ432 Proxy Query Own Stop Orders Qry
MQ433 Proxy Query Inact. Stop Orders Qry
MQ434 Proxy Query Central Inactive Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
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2.2.2 Market Maker
This User Type is an extended version of the Trader, and is given to Market Making applications
used by Exchange Members. The type is available in two versions; one without Market Maker
Protection Functionality (MM), and one with (MMP). General features are:
- Single two-sided and mass quoting
- Market Maker Protection
- Order entry and management
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
2.2.2.1 General Information
CDB Name (OMnet ust_id_s) MM/MMP
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30 (60 for Premium users, 1000 for Premium Plus users)
Tx per second 8
Qry per second 8
C1 per second 30 (60 for Premium users, 1000 for Premium Plus users)
2.2.2.2 Allowed Transactions
User Types - Market Maker
ID DESCRIPTION CLASS
CD4 External daily account trades Tx
CD5 External daily account trades, bo Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DC3 Register TM Combo Qry
DC871 Set Market Maker Protection Tx
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
1 Only for User Type MMP
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User Types - Market Maker
ID DESCRIPTION CLASS
DQ8 External query inst. group Qry
DQ10 External query inst class Qry
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ872 Query Market Maker Protection Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ126 Query Combo Series Qry
DQ135 Query market maker obligations Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ42 Query Daily Trade Stat Qry
LQ16 Query Market Maker Underlying Price Qry
MC4 Quote request with volume Tx
MD3 Query Deals In The Market Qry
MO4 External delete order C1
MO31 External Hidden Vol. order C1
MO33 Ext. Alter Hidden Volume C1
MO36 External Quot. Block Order Tx
MO37 Double sided Price Quot. Hidden Tx
MO40 Delete inactive order Tx
MO41 External Stop Order Tx
MO43 External Alter Stop Order Tx
MO44 External Delete Stop Order Tx
2 Only for User Type MMP
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User Types - Market Maker
ID DESCRIPTION CLASS
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO77 Crossing Combo Trade Report Tx
MO96 Ext. Quote Block Order C1
MO388 Proxy delete order C1
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
MO424 Proxy Delete inactive order Tx
MO425 Proxy Stop Order Tx
MO427 Proxy Alter Stop Order Tx
MO428 Proxy Delete Stop Order Tx
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
MQ9 External query total inactive Qry
MQ32 Query Session State Order Qry
MQ34 Query Proxy Session State Order Qry
MQ47 External Query Stop Order Qry
MQ48 External Query Own Stop Orders Qry
MQ49 Ext. Query Inactive Stop Orders Qry
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
MQ99 Query Block Size Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ416 Query Session State Order, Proxy Qry
MQ432 Proxy Query Own Stop Orders Qry
MQ433 Proxy Query Inact. Stop Orders Qry
MQ434 Proxy Query Central Inactive Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
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2.2.3 Price and Trade Information
This User Type is given to market data applications used by Exchange Members (PTI) or
information vendors (PI). General features are:
- Dedicated Trades information (only applicable for Exchange Members)
- Dedicated order information (only applicable for Exchange Members)
- Reference data
- Pre-trade market data
- Post-trade market data
2.2.3.1 General Information
CDB Name (OMnet ust_id_s) PTI/PI
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30
Tx per second 8
Qry per second 8
2.2.3.2 Allowed Transactions
User Types - Price and Trade Information
ID DESCRIPTION CLASS
CQ103 Variable< Trade Query Qry
CQ115 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ10 External query inst class Qry
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
3 Only for User Type PTI
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User Types - Price and Trade Information
ID DESCRIPTION CLASS
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ126 Query Combo Series Qry
DQ258 Query Menu Access Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ42 Query Daily Trade Stat Qry
MC4 Quote request with volume Tx
MD3 Query Deals In The Market Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
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2.2.4 Back Office, Clearing
This User Type is given to back office, clearing services and other post trade applications used by
Exchange Members. General features are:
- Trade and Position management
- Risk management
- Settlement and Delivery management
- Clearing Reports
- Trade reporting
- Dedicated Trades information
- Reference Data
2.2.4.1 General Information
CDB Name (OMnet ust_id_s) BOC
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout N/A
Order action voluntary logout N/A
Total transactions per second 8
Tx per second 8
Qry per second 8
2.2.4.2 Allowed Transactions
User Types - Back Office, Clearing
ID DESCRIPTION CLASS
CC10 Rectify exercise (Ext.) Tx
CC11 Cancel Rect. Hold. Trade Tx
CC12 Countersign holding rectify deal Tx
CC13 Exercise Request Tx
CC14 Deny Exercise Tx
CC15 Cancel Exercise Request Tx
CC38 Confirm Give up Req. Tx
CC40 Reject Give up Req. Tx
CC63 Rectify FRA Trade Report Tx
CC99 Clearing Member Accept or Reject OTC trade Tx
CD4 External daily account trades Tx
CD5 External daily account trades, bo Tx
CD8 Countersign trade Tx
CD27 Rectify Trade Open Close Tx
CD28 Rectify Trade Tx
CD31 Rectify deal Tx
CD32 Average Price Trade Trans. Tx
CD35 Give up Req. Tx
CD38 Long Position Adjustment Tx
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User Types - Back Office, Clearing
ID DESCRIPTION CLASS
CD54 Position Closeout Qry
CO7 Enter FRA Trade Report Tx
CO9 Enter IR Swap Trade Report Tx
CQ3 External position information Qry
CQ8 Query fixing values Qry
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ13 Query holding trade Qry
CQ14 Q. Rect. Holding Trade Qry
CQ15 Q. Rect. Hold. Trade Det. Qry
CQ16 Query holding rectified deal Qry
CQ17 Query rectify deal detail Qry
CQ19 Query own account propagation Qry
CQ20 Query open interest Qry
CQ21 Query Pending Exerc. Req. Qry
CQ22 Query error messages Qry
CQ31 Query simulate fee Qry
CQ36 Query average Price Trade Qry
CQ38 Query Extended Accounts Qry
CQ39 Query Missing Trade State Change Qry
CQ51 BO, Query Trade DC Qry
CQ52 Query Missing Delivery Qry
CQ53 Query Historic Delivery Qry
CQ61 Query Holding Give Up Req. Qry
CQ62 Query Confirm Give Up Req. Qry
CQ68 Query Clearing Date Qry
CQ72 Query Net Open Interest Qry
CQ76 Query Missing Give Up Qry
CQ77 Query Historic Give Up Qry
CQ78 Query Consideration Qry
CQ80 Query Trade Report Qry
CQ81 Query Missing Trade Report Qry
CQ82 Query Trade Report Version Qry
CQ86 Query OTC Netting Req. Qry
CQ90 Query Generate IR Swap flow Qry
CQ91 Query Swap flow Qry
CQ92 Query Swap Termination Qry
CQ128 Query Account Qry
DC82 Register Generic TM REPO Qry
DC86 Register TM Instrument Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
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User Types - Back Office, Clearing
ID DESCRIPTION CLASS
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ9 External query series for bo Qry
DQ10 External query inst class Qry
DQ12 Query account type Qry
DQ13 Query account fee type Qry
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ19 Query Underlying for Backoffice Qry
DQ20 Query Inst Class for Backoffice Qry
DQ22 Query Instrument for Backoffice Qry
DQ23 Query Market for Backoffice Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ48 Query Allowed TM Market Qry
DQ49 Query Clearance System Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ121 Query Delta Underlying, BO Qry
DQ122 Query Delta Instrument Class Qry
DQ123 Query Delta Instrument Class, BO Qry
DQ124 Query Delta Instrument Series Qry
DQ125 Query Delta Instrument Series, BO Qry
DQ126 Query Combo Series Qry
DQ131 Query Instrument Type, BO Qry
DQ134 Query account type Qry
EQ10 Query Yield Curve Names Qry
FQ1 Query Collateral Qry
FQ2 Query Collateral Version Qry
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User Types - Back Office, Clearing
ID DESCRIPTION CLASS
FQ3 Query Collateral Values Qry
FQ4 Query Collateral Information Qry
FQ7 Query Collateral State History Qry
FQ14 Query Collateral Value per Series Qry
FQ15 Query Coll. Value per Valuation Group Qry
FQ16 Query Collateral Information Qry
FQ17 Query Collateral Evaluation Run Qry
FQ18 Query Base Currency Conversion Qry
FQ20 Query Collateral Transaction Qry
FQ21 Query Collateral Transaction Version Qry
FQ22 Query Missing Collateral Transaction Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ42 Query Daily Trade Stat Qry
JQ15 Query for Curve Stress Parameters Qry
JQ16 Query Curve Correlation Cube Qry
JQ21 Query Risk Scale Qry
JQ22 Query Margin Aggregation Group List Qry
JQ23 Query Margin Aggregation Group Detail Qry
JQ40 Query for Risk Cubes per Instrument Qry
JQ41 Query for Risk Cubes per Trade Qry
JQ53 Query Margin Details Qry
JQ54 Query Margin Requirement Account Qry
JQ55 Query Marg.Req.Acc. per Marg.Calc.Acc. Qry
JQ56 Query Margin Aggregation Groups, Sum Qry
JQ57 Query Margin Aggr. Group, per Account Qry
JQ58 Query Margin Aggr. Gr., Super Pos. Info. Qry
JQ71 Query Margin Simulation Qry
LQ1 External list query Qry
LQ2 Query Reports available Qry
LQ3 External List Query Version Qry
LQ4 Query Reports Available Version Qry
LR5 Query NRS List w. Version Qry
LR6 Query NRS Avail. Reports w. Version Qry
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO77 Crossing Combo Trade Report Tx
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
RC60 Set Private price list Tx
RC65 Set Private Margin underlying prices Tx
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User Types - Back Office, Clearing
ID DESCRIPTION CLASS
RC66 Set Private Margin prices and volatilities Tx
RQ1 Margin Parameters for Series Qry
RQ2 Margin Parameter Block Qry
RQ3 Ext. Margin Parameters for Series Qry
RQ6 Extended margin information Qry
RQ7 Non propagated margin result Qry
RQ12 Query margin vector extended Qry
RQ20 Query Margin Product Area Qry
RQ21 Query Margin Account Qry
RQ23 Query Margin Member Qry
RQ31 Query Exchange Rate Qry
RQ35 Query Margin Data Used Qry
RQ36 Query Greeks Qry
RQ41 Margin Underlying Price Qry
RQ42 Margin Series Price Qry
RQ44 Qry Marg. Underl. RealTime Pr. Qry
RQ45 Query Margin Underlying Ext. Qry
RQ46 Query Margin Series Ext. Qry
RQ60 Query Private price list Qry
RQ65 Query Private Margin underlying prices Qry
RQ66 Query Private Margin prices and vola Qry
RQ71 Query Margin Simulation Qry
RQ72 Query added trades in margin simulation Qry
SQ1 Query pay note Qry
SQ2 Query manual payment Qry
SQ14 Query Paynote Details Qry
SQ16 Query Payments per Settl. Instr. Date Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ10 Query BI26 Signals sent Qry
UQ12 Query Business Date Qry
UQ13 Query BI27 Broadcasts sent Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ20 Query Undo Signal BI73 Send Qry
VQ1 Query Underlying Delivery Qry
VQ2 Query Physical Delivery Qry
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2.3 Subscription Types
Note that for broadcasts with Information Type “InstrumentClass”, access is limited to Source 1
(OMnet country_c = 1).
2.3.1 Trader and Market Maker
This set of broadcasts is given to Trader and Market Maker User Types.
TRADER AND MARKET MAKER
ID DESCRIPTION SOURCE INFORMATION TYPE
BD1 Deals in Market 1 InstrumentClass
BD2 Edited Price Info 1 InstrumentClass
BD3 Underlying Info 0 General
BD6 Dedicated Trade Information 0 Dedicated
BD17 Deals in Market, ext. 1 InstrumentClass
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI1 Suspend/Resume Trading 0 General
BI5 Indices Information 0 General
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BL8 Dedicated Quote Req. with Vol. 0 Dedicated
BL22 Dedicated MM Alarm 0 Dedicated
BO5 Firm OB Changes 0 InstrumentDedicated
BO10 EP Price Information 1 InstrumentClass
BO14 OB Levels Information 1 InstrumentClass
BO38 Market Maker Protection Info 0 Dedicated
BO99 Block Order Response 0 Dedicated
BU2 CDB ext. series update 0 General
BU4 CDB ext. underlying update 0 General
BU5 CDB ext. combo series update 0 General
BU10 CDB ext. inst class update 0 General
BU18 CDB Holiday update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU87 Market Maker Protection Update 0 Dedicated
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
BU126 Combo Series Update 0 General
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TRADER AND MARKET MAKER
ID DESCRIPTION SOURCE INFORMATION TYPE
MI2 MM Alarm (named) 0 Dedicated
MI4 Quote Req. with Volume Info 0 Derivative
MI5 Market Maker Underlying Price 0 General
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2.3.2 Price Information
This set of broadcasts is given to Price and Trade Information User Types (PTI, PI). Please note
that the dedicated broadcasts only are applicable for Exchange Members.
PRICE INFORMATION
ID DESCRIPTION SOURCE INFORMATION TYPE
BD1 Deals in Market 1 InstrumentClass
BD2 Edited Price Info 1 InstrumentClass
BD3 Underlying Info 0 General
BD6 Dedicated Trade Information 0 Dedicated
BD17 Deals in Market, ext. 1 InstrumentClass
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI1 Suspend/Resume Trading 0 General
BI5 Indices Information 0 General
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BO10 EP Price Information 1 InstrumentClass
BO14 OB Levels Information 1 InstrumentClass
BU2 CDB ext. series update 0 General
BU4 CDB ext. underlying update 0 General
BU5 CDB ext. combo series update 0 General
BU10 CDB ext. inst class update 0 General
BU18 CDB Holiday update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
BU126 Combo Series Update 0 General
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2.3.3 Back Office, Clearing
This set of broadcasts is given to Back Office User Types.
BACK OFFICE, CLEARING
ID DESCRIPTION SOURCE INFORMATION TYPE
BD6 Dedicated Trade Information 0 Dedicated
BD18 Directed Delivery 0 Dedicated
BD29 Directed Give Up 0 Dedicated
BD39 Dedicated Trade Change Information 0 Dedicated
BI1 Suspend/Resume Trading 0 General
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI26 Pay note ready 0 General
BI27 Clearing Message 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BU2 CDB ext. series update 0 General
BU4 CDB ext. underlying update 0 General
BU5 CDB ext. combo series update 0 General
BU9 CDB ext. BO series update 0 General
BU10 CDB ext. inst class update 0 General
BU12 Account type Update 0 General
BU13 Account fee type Update 0 General
BU18 CDB Holiday update 0 General
BU19 CDB ext. BO underlying update 0 General
BU20 CDB ext. BO inst class update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU54 CDB Valid Sector Code Update 0 General
BU120 Delta Underlying Update 0 General
BU121 Delta Underlying Update, BO 0 General
BU122 Delta Instrument Class Update 0 General
BU123 Delta Instrument Class Update, BO 0 General
BU124 Delta Instrument Series Update 0 General
BU125 Delta Instrument Series Update, BO 0 General
BU126 Combo Series Update 0 General
CB3 Directed Trade Report 0 Dedicated
FB1 Directed Collateral Info 0 Dedicated
FB6 Collateral Transaction Broadcast 0 Dedicated
FB17 Collateral Evaluation 0 General
FB18 Collateral Evaluation (Dedicated) 0 Dedicated
JB1 Margin Calculation Runs 0 General
JB2 Margin Calculation Runs (Dedicated) 0 Dedicated
24(67)
BACK OFFICE, CLEARING
ID DESCRIPTION SOURCE INFORMATION TYPE
SB1 DVP Instruction Info 0 Dedicated
25(67)
3 NASDAQ OMX Fixed Income Markets
OMnet country_c: 2, 3, 4, 5, 10 and 17
OMnet country_id_s: ST, CO, HE, RI, VA and TA
3.1 Accessing the Fixed Income Markets
For external client applications accessing the Genium INET system, seven general types of Users
are supported for the Fixed Income Markets.
- Individual Trader
- Proxy Trader
- Issuer
- Trade Report Center
- Back Office, Fixed Income STO
- Read-only, Fixed Income
- Back Office (“Indberetnings-user”), Fixed Income CPH
The User and Subscription types for these Types of Users are described in detail in section 3.2 and
3.3. Trading rights in terms of Market and Instrument access are set per Participant and fully
inherited by connected Users. Broadcasts with Information Type Instrument Class access is not
configured per OMnet Country but instead per Instrument Type (Sub Market) or Instrument Class
(Order Book). This means that the broadcast flow can be different between order books.
Instrument or Order Book broadcast configuration is specific per Participant. For more and
information on your Participants set-up, please contact [email protected].
26(67)
3.2 User Types
3.2.1 Individual Trader
This User Type is given to individual traders at the Fixed Income Exchange Members, where one
User equals one person. General features are:
- Order entry and management
- Single two-sided, mass and indicative quoting
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
3.2.1.1 General Information
CDB Name (OMnet ust_id_s) EXFI/EXFIH
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) N/A for EXFI, 20 for EXFIH
Number of heartbeats allowed missing N/A for EXFI, 2 for EXFIH
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30
Tx per second 8
Qry per second 8
C1 per second 30
3.2.1.2 Allowed Transactions
User Types - Individual Trader
ID DESCRIPTION CLASS
CC19 Cancel Trade Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ258 Query Menu Access Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ3 External query instrument Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
27(67)
User Types - Individual Trader
ID DESCRIPTION CLASS
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ57 Query Member Obligation Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ76 Query State Type Qry
DQ8 External query inst. group Qry
DQ88 Query Turnover List Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ19 Query OB Levels (Size Reduced) Qry
IQ42 Query Daily Trade Stat Qry
MO100 Linked Order Update Tx
MO31 External Hidden Vol. order C1
MO33 Ext. Alter Hidden Volume C1
MO36 External Quot. Block Order Tx
MO37 Double sided Price Quot. Hidden Tx
MO388 Proxy delete order C1
MO4 External delete order C1
MO40 Delete inactive order Tx
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
MO420 Proxy Quot. Block Order Tx
MO421 Proxy Double Sided Pr.Quot.Hidden Tx
MO424 Proxy Delete inactive order Tx
MO459 Proxy One-sided Trade Report Tx
MO474 Linked Order, proxy Tx
MO481 Indicative Quotes Proxy Tx
MO484 Linked Order Update, Proxy Tx
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO90 Linked Order Tx
MO96 Ext. Quote Block Order C1
MO97 Indicative Quotes Tx
MQ100 Query Inactive Linked Orders Qry
28(67)
User Types - Individual Trader
ID DESCRIPTION CLASS
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ32 Query Session State Order Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ396 Query Proxy Linked Order Qry
MQ397 Query Proxy Inact. Linked Order Qry
MQ398 Query Proxy Unmatched Trade Reports Qry
MQ416 Query Session State Order, Proxy Qry
MQ434 Proxy Query Central Inactive Qry
MQ474 Query Linked Orders, proxy Qry
MQ484 Query Inactive Linked Orders, Proxy Qry
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ78 Query Unmatched Trade Reports Qry
MQ8 External query total own order Qry
MQ80 Query Counterpart Trade Report Qry
MQ9 External query total inactive Qry
MQ90 Query Linked Orders Qry
MQ98 Query Indicative Quotes Public Qry
MQ99 Query Block Size Qry
TQ1 Query Historical Spread Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ19 Query Planned Instrument Session Qry
UQ9 Query BI7 Signals sent Qry
29(67)
3.2.2 Proxy Trader
This User Type is given to standard trading applications used by the Fixed Income Exchange
Members or Data Centers, to send transactions on-behalf of Individual Traders at its own firm or
at Trade Report Centers and other Exchange Members. General features are:
- On-behalf order entry and management
- On-behalf single two-sided, mass and indicative quoting
- Dedicated order information
- On-behalf trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
3.2.2.1 General Information
CDB Name (OMnet ust_id_s) EXFIP/EXFIPH
Allowed Trade Types All applicable for user acting on-behalf of
Disable own trading No
Heartbeat interval (seconds) N/A for EXFI, 20 for EXFIPH
Number of heartbeats allowed missing N/A for EXFI, 2 for EXFIPH
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30
Tx per second 8
Qry per second 8
C1 per second 30
3.2.2.2 Allowed Transactions
User Types - Proxy Trader
ID DESCRIPTION CLASS
CC19 Cancel Trade Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ258 Query Menu Access Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ3 External query instrument Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
30(67)
User Types - Proxy Trader
ID DESCRIPTION CLASS
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ57 Query Member Obligation Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ76 Query State Type Qry
DQ8 External query inst. group Qry
DQ88 Query Turnover List Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ19 Query OB Levels (Size Reduced) Qry
IQ42 Query Daily Trade Stat Qry
MO388 Proxy delete order C1
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
MO420 Proxy Quot. Block Order Tx
MO421 Proxy Double Sided Pr.Quot.Hidden Tx
MO424 Proxy Delete inactive order Tx
MO459 Proxy One-sided Trade Report Tx
MO474 Linked Order, proxy Tx
MO481 Indicative Quotes Proxy Tx
MO484 Linked Order Update, Proxy Tx
MO74 Delete Unmatched Trade Report Tx
MO76 Two-sided Trade Report Tx
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ396 Query Proxy Linked Order Qry
MQ397 Query Proxy Inact. Linked Order Qry
MQ398 Query Proxy Unmatched Trade Reports Qry
MQ416 Query Session State Order, Proxy Qry
MQ434 Proxy Query Central Inactive Qry
MQ474 Query Linked Orders, proxy Qry
MQ484 Query Inactive Linked Orders, Proxy Qry
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
31(67)
User Types - Proxy Trader
ID DESCRIPTION CLASS
MQ80 Query Counterpart Trade Report Qry
MQ98 Query Indicative Quotes Public Qry
MQ99 Query Block Size Qry
TQ1 Query Historical Spread Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ19 Query Planned Instrument Session Qry
UQ9 Query BI7 Signals sent Qry
32(67)
3.2.3 Issuer
This User Type is given to individual traders at the Fixed Income Exchange Members classified as
Issuers, where one User equals one person. General features are:
- One-sided auctions management
- Order entry and management
- Single two-sided, mass and indicative quoting
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
3.2.3.1 General Information
CDB Name (OMnet ust_id_s) IS/ISH
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) N/A for IS, 20 for ISH
Number of heartbeats allowed missing N/A for IS, 2 for ISH
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30
Tx per second 8
Qry per second 8
C1 per second 30
3.2.3.2 Allowed Transactions
User Types - Issuer
ID DESCRIPTION CLASS
CC19 Cancel Trade Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ258 Query Menu Access Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ3 External query instrument Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
33(67)
User Types - Issuer
ID DESCRIPTION CLASS
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ57 Query Member Obligation Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ76 Query State Type Qry
DQ8 External query inst. group Qry
DQ88 Query Turnover List Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ19 Query OB Levels (Size Reduced) Qry
IQ42 Query Daily Trade Stat Qry
MO100 Linked Order Update Tx
MO31 External Hidden Vol. order C1
MO33 Ext. Alter Hidden Volume C1
MO36 External Quot. Block Order Tx
MO37 Double sided Price Quot. Hidden Tx
MO388 Proxy delete order C1
MO4 External delete order C1
MO40 Delete inactive order Tx
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
MO420 Proxy Quot. Block Order Tx
MO421 Proxy Double Sided Pr.Quot.Hidden Tx
MO424 Proxy Delete inactive order Tx
MO459 Proxy One-sided Trade Report Tx
MO474 Linked Order, proxy Tx
MO481 Indicative Quotes Proxy Tx
MO484 Linked Order Update, Proxy Tx
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO90 Linked Order Tx
MO96 Ext. Quote Block Order C1
MO97 Indicative Quotes Tx
MQ100 Query Inactive Linked Orders Qry
MQ151 OHS, Query Missing Order Broadcast Qry
34(67)
User Types - Issuer
ID DESCRIPTION CLASS
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ32 Query Session State Order Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ396 Query Proxy Linked Order Qry
MQ397 Query Proxy Inact. Linked Order Qry
MQ398 Query Proxy Unmatched Trade Reports Qry
MQ416 Query Session State Order, Proxy Qry
MQ434 Proxy Query Central Inactive Qry
MQ474 Query Linked Orders, proxy Qry
MQ484 Query Inactive Linked Orders, Proxy Qry
MQ5 Proxy Query Order Qry
MQ67 Query OB Changes Issuer Qry
MQ7 External query total OB Qry
MQ78 Query Unmatched Trade Reports Qry
MQ8 External query total own order Qry
MQ80 Query Counterpart Trade Report Qry
MQ9 External query total inactive Qry
MQ90 Query Linked Orders Qry
MQ95 Query One Sided Auction Qry
MQ98 Query Indicative Quotes Public Qry
MQ99 Query Block Size Qry
TQ1 Query Historical Spread Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UC19 Request Auction Tx
UC20 Cancel Auction Tx
UI1 Application Status Tx
UQ1 Query partition Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ19 Query Planned Instrument Session Qry
UQ9 Query BI7 Signals sent Qry
35(67)
3.2.4 Trade Report Center
This User Type is given to individual users at the Fixed Income Exchange Members classified as
Trade Report Centers, where one User equals one person. General features are:
- Trade reporting
- Dedicated trades information
- Reference data
- Post-trade market data; matched deals only
3.2.4.1 General Information
CDB Name (OMnet ust_id_s) TRC
Allowed Trade Types OTC Non Standard, On H
OTC Standard, On H
OTC Non Standard, Off H
OTC Standard, Off H
Disable own trading No
Heartbeat interval (seconds) N/A
Number of heartbeats allowed missing N/A
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 8
Tx per second 8
Qry per second 8
C1 per second N/A
3.2.4.2 Allowed Transactions
User Types - Trade Report Center
ID DESCRIPTION CLASS
CC19 Cancel Trade Tx
36(67)
3.2.5 Back Office, Fixed Income STO
This User Type is given to individual users at the Fixed Income Exchange Members, where one
User equals one person. General features are:
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
3.2.5.1 General Information
CDB Name (OMnet ust_id_s) BOFI
Allowed Trade Types Turnover Reporting
Disable own trading No
Heartbeat interval (seconds) N/A
Number of heartbeats allowed missing N/A
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 8
Tx per second 8
Qry per second 8
C1 per second N/A
3.2.5.2 Allowed Transactions
User Types - Back Office, Fixed Income STO
ID DESCRIPTION CLASS
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ3 External query instrument Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
37(67)
User Types - Back Office, Fixed Income STO
ID DESCRIPTION CLASS
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ57 Query Member Obligation Qry
DQ76 Query State Type Qry
DQ88 Query Turnover List Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ19 Query OB Levels (Size Reduced) Qry
IQ42 Query Daily Trade Stat Qry
MO76 Two-sided Trade Report Tx
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
MQ9 External query total inactive Qry
MQ32 Query Session State Order Qry
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
MQ90 Query Linked Orders Qry
MQ98 Query Indicative Quotes Public Qry
MQ99 Query Block Size Qry
MQ100 Query Inactive Linked Orders Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ396 Query Proxy Linked Order Qry
MQ397 Query Proxy Inact. Linked Order Qry
MQ398 Query Proxy Unmatched Trade Reports Qry
MQ416 Query Session State Order, Proxy Qry
MQ434 Proxy Query Central Inactive Qry
MQ474 Query Linked Orders, proxy Qry
MQ484 Query Inactive Linked Orders, Proxy Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
38(67)
User Types - Back Office, Fixed Income STO
ID DESCRIPTION CLASS
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ19 Query Planned Instrument Session Qry
39(67)
3.2.6 Read-only, Fixed Income
General features are:
- Dedicated order information
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
3.2.6.1 General Information
CDB Name (OMnet ust_id_s) PIFI
Allowed Trade Types N/A
Disable own trading N/A
Heartbeat interval (seconds) N/A
Number of heartbeats allowed missing N/A
Order action if forced logout N/A
Order action voluntary logout N/A
Total transactions per second 8
Tx per second 8
Qry per second 8
3.2.6.2 Allowed Transactions
User Types - Read-only, Fixed Income
ID DESCRIPTION CLASS
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ3 External query instrument Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ57 Query Member Obligation Qry
40(67)
User Types - Read-only, Fixed Income
ID DESCRIPTION CLASS
DQ76 Query State Type Qry
DQ88 Query Turnover List Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ258 Query Menu Access Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ19 Query OB Levels (Size Reduced) Qry
IQ42 Query Daily Trade Stat Qry
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
MQ9 External query total inactive Qry
MQ32 Query Session State Order Qry
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
MQ90 Query Linked Orders Qry
MQ98 Query Indicative Quotes Public Qry
MQ99 Query Block Size Qry
MQ100 Query Inactive Linked Orders Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ396 Query Proxy Linked Order Qry
MQ397 Query Proxy Inact. Linked Order Qry
MQ398 Query Proxy Unmatched Trade Reports Qry
MQ416 Query Session State Order, Proxy Qry
MQ434 Proxy Query Central Inactive Qry
MQ474 Query Linked Orders, proxy Qry
MQ484 Query Inactive Linked Orders, Proxy Qry
TQ1 Query Historical Spread Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
41(67)
User Types - Read-only, Fixed Income
ID DESCRIPTION CLASS
UQ15 Query Instrument Status Qry
UQ19 Query Planned Instrument Session Qry
42(67)
3.2.7 Back Office (“Indberetnings-user”), Fixed Income CPH
This User Type is given to individual users at the Fixed Income Exchange Members of NASDAQ
OMX Copenhagen. General features are:
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
3.2.7.1 General Information
CDB Name (OMnet ust_id_s) INDB
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) N/A
Number of heartbeats allowed missing N/A
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 8
Tx per second 8
Qry per second 8
C1 per second N/A
3.2.7.2 Allowed Transactions
User Types - Back Office (“Indberetnings-user”), Fixed Income CPH
ID DESCRIPTION CLASS
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ258 Query Menu Access Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ3 External query instrument Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
43(67)
User Types - Back Office (“Indberetnings-user”), Fixed Income CPH
ID DESCRIPTION CLASS
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ57 Query Member Obligation Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ76 Query State Type Qry
DQ8 External query inst. group Qry
DQ88 Query Turnover List Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ19 Query OB Levels (Size Reduced) Qry
IQ42 Query Daily Trade Stat Qry
MO76 Two-sided Trade Report Tx
MQ100 Query Inactive Linked Orders Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ32 Query Session State Order Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ396 Query Proxy Linked Order Qry
MQ397 Query Proxy Inact. Linked Order Qry
MQ398 Query Proxy Unmatched Trade Reports Qry
MQ416 Query Session State Order, Proxy Qry
MQ434 Proxy Query Central Inactive Qry
MQ474 Query Linked Orders, proxy Qry
MQ484 Query Inactive Linked Orders, Proxy Qry
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ78 Query Unmatched Trade Reports Qry
MQ8 External query total own order Qry
MQ80 Query Counterpart Trade Report Qry
MQ9 External query total inactive Qry
MQ90 Query Linked Orders Qry
MQ98 Query Indicative Quotes Public Qry
MQ99 Query Block Size Qry
TQ1 Query Historical Spread Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ12 Query Business Date Qry
44(67)
User Types - Back Office (“Indberetnings-user”), Fixed Income CPH
ID DESCRIPTION CLASS
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ19 Query Planned Instrument Session Qry
UQ9 Query BI7 Signals sent Qry
45(67)
3.3 Subscription Types
Note that for broadcasts with Information Type “InstrumentClass”, access is limited to a set of
either Fixed Income Instrument Types, or Instrument Classes which is unique per Participant.
3.3.1 Individual and Proxy Trader, Read-Only, INDB and Back Office, Fixed Income
This set of broadcasts is given to Individual and Proxy Trader and Back Office, Fixed Income User
Types.
ID DESCRIPTION SOURCE INFORMATION TYPE
BD2 Edited Price Info 1 InstrumentClass
BD6 Dedicated Trade Information 0 Dedicated
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BI94 Planned Instrument Session Info 0 General
BO1 Orderbook Changes with Id 1 InstrumentClass
BO2 Orderbook Changes without Id 1 InstrumentClass
BO5 Firm OB Changes 0 InstrumentDedicated
BO10 EP Price Information 1 InstrumentClass
BO14 OB Levels Information 1 InstrumentClass
BO15 OB Levels (Size Reduced) Information 1 InstrumentClass
BO55 Trade Report Notification 0 Dedicated
BO98 Indicative Quote Changes 1 InstrumentClass
BO99 Block Order Response 0 Dedicated
BU18 CDB Holiday update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU54 CDB Valid Sector Code Update 0 General
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
BU126 Combo Series Update 0 General
46(67)
3.3.2 Issuer
This set of broadcasts is given to Issuer User Types.
ID DESCRIPTION SOURCE INFORMATION TYPE
BD2 Edited Price Info 1 InstrumentClass
BD6 Dedicated Trade Information 0 Dedicated
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BI94 Planned Instrument Session Info 0 General
BI95 One Sided Auction Result 0 Dedicated
BO1 Orderbook Changes with Id 1 InstrumentClass
BO2 Orderbook Changes without Id 1 InstrumentClass
BO5 Firm OB Changes 0 InstrumentDedicated
BO10 EP Price Information 1 InstrumentClass
BO14 OB Levels Information 1 InstrumentClass
BO15 OB Levels (Size Reduced) Information 1 InstrumentClass
BO55 Trade Report Notification 0 Dedicated
BO61 OB Changes to Issuer 1 InstrumentClass
BO98 Indicative Quote Changes 1 InstrumentClass
BU18 CDB Holiday update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU54 CDB Valid Sector Code Update 0 General
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
BU126 Combo Series Update 0 General
47(67)
3.3.3 Trade Report Center
This set of broadcasts is given to Trade Report Center User Types.
ID DESCRIPTION SOURCE INFORMATION TYPE
BD2 Edited Price Info 1 InstrumentClass
BD6 Dedicated Trade Information 0 Dedicated
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI7 Info ready 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BI9 Info Heartbeat 0 General
BI94 Planned Instrument Session Info 0 General
BO5 Firm OB Changes 0 InstrumentDedicated
BO55 Trade Report Notification 0 Dedicated
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
BU126 Combo Series Update 0 General
BU18 CDB Holiday update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU54 CDB Valid Sector Code Update 0 General
48(67)
4 NASDAQ OMX Commodity Markets
OMnet country_c: 18
OMnet country_id_s: NC
4.1 Accessing the Commodity Markets
For external client applications accessing the Genium INET system, four general types of Users are
supported for the Commodity Markets.
- Trader, Commodities
- Market Maker, Commodities
- Price and Trade Information, Commodities
- Back Office, Commodities
The User and Subscription types for these Types of Users are described in detail in section 4.2 and
4.3. Trading rights in terms of Market and Instrument access are set on Participant level and fully
inherited on User level.
49(67)
4.2 User Types
4.2.1 Trader, Commodities
This User Type is given to standard trading applications used by the Commodities Exchange
Members. General features are:
- Order entry and management
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
4.2.1.1 General Information
CDB Name (OMnet ust_id_s) EXC
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30 (60 for Premium users, 1000 for Premium Plus users)
Tx per second 8
Qry per second 8
C1 per second 30 (60 for Premium users, 1000 for Premium Plus users)
4.2.1.2 Allowed Transactions
User Types - Trader, Commodities
ID DESCRIPTION CLASS
CD4 External daily account trades Tx
CD5 External daily account trades, bo Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DC3 Register TM Combo Qry
DC11 Register TM Combo, Ext. Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ10 External query inst class Qry
50(67)
User Types - Trader, Commodities
ID DESCRIPTION CLASS
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ126 Query Combo Series Qry
DQ258 Query Menu Access Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ42 Query Daily Trade Stat Qry
MC4 Quote request with volume Tx
MD3 Query Deals In The Market Qry
MO2 Multi Leg Order Tx
MO4 External delete order C1
MO31 External Hidden Vol. order C1
MO33 Ext. Alter Hidden Volume C1
MO37 Double sided Price Quot. Hidden Tx
MO40 Delete inactive order Tx
MO41 External Stop Order Tx
MO43 External Alter Stop Order Tx
MO44 External Delete Stop Order Tx
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO77 Crossing Combo Trade Report Tx
MO90 Linked Order Tx
MO100 Linked Order Update Tx
51(67)
User Types - Trader, Commodities
ID DESCRIPTION CLASS
MO388 Proxy delete order C1
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
MO424 Proxy Delete inactive order Tx
MO425 Proxy Stop Order Tx
MO427 Proxy Alter Stop Order Tx
MO428 Proxy Delete Stop Order Tx
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
MQ9 External query total inactive Qry
MQ32 Query Session State Order Qry
MQ34 Query Proxy Session State Order Qry
MQ47 External Query Stop Order Qry
MQ48 External Query Own Stop Orders Qry
MQ49 Ext. Query Inactive Stop Orders Qry
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
MQ90 Query Linked Orders Qry
MQ100 Query Inactive Linked Orders Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ416 Query Session State Order, Proxy Qry
MQ432 Proxy Query Own Stop Orders Qry
MQ433 Proxy Query Inact. Stop Orders Qry
MQ434 Proxy Query Central Inactive Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
52(67)
4.2.2 Market Maker, Commodities
This User Type is an extended version of Trader, Commodities and is given to Market Making
applications used by Commodities Exchange Members. General features are:
- Single two-sided and mass quoting
- Order entry and management
- Dedicated order information
- Trade reporting
- Dedicated trades information
- Reference data
- Pre-trade market data
- Post-trade market data
4.2.2.1 General Information
CDB Name (OMnet ust_id_s) MMC
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30 (60 for Premium users, 1000 for Premium Plus users)
Tx per second 8
Qry per second 8
C1 per second 30 (60 for Premium users, 1000 for Premium Plus users)
4.2.2.2 Allowed Transactions
User Types - Market Maker, Commodities
ID DESCRIPTION CLASS
CD4 External daily account trades Tx
CD5 External daily account trades, bo Tx
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DC3 Register TM Combo Qry
DC11 Register TM Combo, Ext. Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ10 External query inst class Qry
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
53(67)
User Types - Market Maker, Commodities
ID DESCRIPTION CLASS
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ126 Query Combo Series Qry
DQ258 Query Menu Access Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ42 Query Daily Trade Stat Qry
LQ16 Query Market Maker Underlying Price Qry
MC4 Quote request with volume Tx
MD3 Query Deals In The Market Qry
MO2 Multi Leg Order Tx
MO4 External delete order C1
MO31 External Hidden Vol. order C1
MO33 Ext. Alter Hidden Volume C1
MO36 External Quot. Block Order Tx
MO37 Double sided Price Quot. Hidden Tx
MO40 Delete inactive order Tx
MO41 External Stop Order Tx
MO43 External Alter Stop Order Tx
MO44 External Delete Stop Order Tx
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO77 Crossing Combo Trade Report Tx
MO96 Ext. Quote Block Order C1
MO388 Proxy delete order C1
54(67)
User Types - Market Maker, Commodities
ID DESCRIPTION CLASS
MO415 Proxy Hidden Vol. order Tx
MO417 Proxy Alter Hidden Volume Tx
MO424 Proxy Delete inactive order Tx
MO425 Proxy Stop Order Tx
MO427 Proxy Alter Stop Order Tx
MO428 Proxy Delete Stop Order Tx
MQ5 Proxy Query Order Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
MQ9 External query total inactive Qry
MQ32 Query Session State Order Qry
MQ34 Query Proxy Session State Order Qry
MQ47 External Query Stop Order Qry
MQ48 External Query Own Stop Orders Qry
MQ49 Ext. Query Inactive Stop Orders Qry
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
MQ99 Query Block Size Qry
MQ151 OHS, Query Missing Order Broadcast Qry
MQ154 OHS, Query Missing Order Brd, Proxy Qry
MQ392 Proxy query total own order Qry
MQ393 Proxy query total inactive Qry
MQ416 Query Session State Order, Proxy Qry
MQ432 Proxy Query Own Stop Orders Qry
MQ433 Proxy Query Inact. Stop Orders Qry
MQ434 Proxy Query Central Inactive Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ12 Query Business Date Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
55(67)
4.2.3 Price and Trade Information, Commodities
This User Type is given to market data applications used by Exchange Members (PTIC) or
information vendors (PIC). General features are:
- Dedicated Trades information (only applicable for Exchange Members)
- Dedicated order information (only applicable for Exchange Members)
- Reference data
- Pre-trade market data
- Post-trade market data
4.2.3.1 General Information
CDB Name (OMnet ust_id_s) PTIC/PIC
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout Keep
Order action voluntary logout Keep
Total transactions per second 30
Tx per second 8
Qry per second 8
4.2.3.2 Allowed Transactions
User Types - Price and Trade Information, Commodities
ID DESCRIPTION CLASS
CQ104 Variable Trade Query Qry
CQ115 Variable Trade Information Qry
CQ68 Query Clearing Date Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ10 External query inst class Qry
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
4 Only for User Type PTIC
56(67)
User Types - Price and Trade Information, Commodities
ID DESCRIPTION CLASS
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ122 Query Delta Instrument Class Qry
DQ124 Query Delta Instrument Series Qry
DQ126 Query Combo Series Qry
DQ258 Query Menu Access Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ12 Query EP Prices Qry
IQ18 Query OB Levels Qry
IQ42 Query Daily Trade Stat Qry
MC4 Quote request with volume Tx
MD3 Query Deals In The Market Qry
MQ7 External query total OB Qry
MQ8 External query total own order Qry
TR70 Query Trade Ticker Qry
TR71 Query Amended Trades Qry
UI1 Application Status Tx
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
57(67)
4.2.4 Back Office, Commodities
This User Type is given to back office, clearing services and other post trade applications used by
Commodities Exchange Members. General features are:
- Trade and Position management
- Risk management
- Settlement and Delivery management
- Clearing Reports
- Trade reporting
- Dedicated Trades information
- Reference Data
4.2.4.1 General Information
CDB Name (OMnet ust_id_s) BOCC
Allowed Trade Types All applicable for allowed instruments
Disable own trading No
Heartbeat interval (seconds) 600
Number of heartbeats allowed missing 2
Order action if forced logout N/A
Order action voluntary logout N/A
Total transactions per second 8
Tx per second 8
Qry per second 8
4.2.4.2 Allowed Transactions
User Types - Back Office, Commodities
ID DESCRIPTION CLASS
CC10 Rectify exercise (Ext.) Tx
CC11 Cancel Rect. Hold. Trade Tx
CC12 Countersign holding rectify deal Tx
CC13 Exercise Request Tx
CC14 Deny Exercise Tx
CC15 Cancel Exercise Request Tx
CC38 Confirm Give up Req. Tx
CC40 Reject Give up Req. Tx
CC63 Rectify FRA Trade Report Tx
CC99 Clearing Member Accept or Reject OTC trade Tx
CD4 External daily account trades Tx
CD5 External daily account trades, bo Tx
CD8 Countersign trade Tx
CD27 Rectify Trade Open Close Tx
CD28 Rectify Trade Tx
CD31 Rectify deal Tx
CD32 Average Price Trade Trans. Tx
58(67)
User Types - Back Office, Commodities
ID DESCRIPTION CLASS
CD35 Give up Req. Tx
CD38 Long Position Adjustment Tx
CD54 Position Closeout Qry
CO7 Enter FRA Trade Report Tx
CO9 Enter IR Swap Trade Report Tx
CQ3 External position information Qry
CQ8 Query fixing values Qry
CQ10 Variable Trade Query Qry
CQ11 Variable Trade Information Qry
CQ13 Query holding trade Qry
CQ14 Q. Rect. Holding Trade Qry
CQ15 Q. Rect. Hold. Trade Det. Qry
CQ16 Query holding rectified deal Qry
CQ17 Query rectify deal detail Qry
CQ19 Query own account propagation Qry
CQ20 Query open interest Qry
CQ21 Query Pending Exerc. Req. Qry
CQ22 Query error messages Qry
CQ31 Query simulate fee Qry
CQ36 Query average Price Trade Qry
CQ38 Query Extended Accounts Qry
CQ39 Query Missing Trade State Change Qry
CQ51 BO, Query Trade DC Qry
CQ52 Query Missing Delivery Qry
CQ53 Query Historic Delivery Qry
CQ61 Query Holding Give Up Req. Qry
CQ62 Query Confirm Give Up Req. Qry
CQ68 Query Clearing Date Qry
CQ72 Query Net Open Interest Qry
CQ76 Query Missing Give Up Qry
CQ77 Query Historic Give Up Qry
CQ78 Query Consideration Qry
CQ80 Query Trade Report Qry
CQ81 Query Missing Trade Report Qry
CQ82 Query Trade Report Version Qry
CQ86 Query OTC Netting Req. Qry
CQ90 Query Generate IR Swap flow Qry
CQ91 Query Swap flow Qry
CQ92 Query Swap Termination Qry
59(67)
User Types - Back Office, Commodities
ID DESCRIPTION CLASS
CQ128 Query Account Qry
DC82 Register Generic TM REPO Qry
DC86 Register TM Instrument Qry
DQ2 External query series Qry
DQ3 External query instrument Qry
DQ4 External query underlying Qry
DQ5 External query combination Qry
DQ6 External query broker Qry
DQ7 External query market Qry
DQ8 External query inst. group Qry
DQ9 External query series for bo Qry
DQ10 External query inst class Qry
DQ12 Query account type Qry
DQ13 Query account fee type Qry
DQ14 Query adjustment of underlying Qry
DQ15 Query converted series Qry
DQ18 Query Non Trading Days Qry
DQ19 Query Underlying for Backoffice Qry
DQ20 Query Inst Class for Backoffice Qry
DQ22 Query Instrument for Backoffice Qry
DQ23 Query Market for Backoffice Qry
DQ24 External query exchange Qry
DQ28 Query Central Group Qry
DQ29 Query Trading State Qry
DQ30 Query User Type Info Qry
DQ33 Query Currency Qry
DQ35 Query Participant Qry
DQ45 Query Trade Report Qry
DQ46 Query Deal Source Qry
DQ48 Query Allowed TM Market Qry
DQ49 Query Clearance System Qry
DQ50 Query Non Settlement Days Qry
DQ53 Query Corporate Action Qry
DQ54 Query Valid Sector Code Qry
DQ76 Query State Type Qry
DQ120 Query Delta Underlying Qry
DQ121 Query Delta Underlying, BO Qry
DQ122 Query Delta Instrument Class Qry
DQ123 Query Delta Instrument Class, BO Qry
60(67)
User Types - Back Office, Commodities
ID DESCRIPTION CLASS
DQ124 Query Delta Instrument Series Qry
DQ125 Query Delta Instrument Series, BO Qry
DQ126 Query Combo Series Qry
DQ131 Query Instrument Type, BO Qry
DQ134 Query account type Qry
EQ10 Query Yield Curve Names Qry
FQ1 Query Collateral Qry
FQ2 Query Collateral Version Qry
FQ3 Query Collateral Values Qry
FQ4 Query Collateral Information Qry
FQ7 Query Collateral State History Qry
FQ14 Query Collateral Value per Series Qry
FQ15 Query Coll. Value per Valuation Group Qry
FQ16 Query Collateral Information Qry
FQ17 Query Collateral Evaluation Run Qry
FQ18 Query Base Currency Conversion Qry
FQ20 Query Collateral Transaction Qry
FQ21 Query Collateral Transaction Version Qry
FQ22 Query Missing Collateral Transaction Qry
II12 Query underlying and Indices Qry
II17 Query Preliminary Settl. Prices Qry
IQ42 Query Daily Trade Stat Qry
JQ15 Query for Curve Stress Parameters Qry
JQ16 Query Curve Correlation Cube Qry
JQ21 Query Risk Scale Qry
JQ22 Query Margin Aggregation Group List Qry
JQ23 Query Margin Aggregation Group Detail Qry
JQ40 Query for Risk Cubes per Instrument Qry
JQ41 Query for Risk Cubes per Trade Qry
JQ53 Query Margin Details Qry
JQ54 Query Margin Requirement Account Qry
JQ55 Query Marg.Req.Acc. per Marg.Calc.Acc. Qry
JQ56 Query Margin Aggregation Groups, Sum Qry
JQ57 Query Margin Aggr. Group, per Account Qry
JQ58 Query Margin Aggr. Gr., Super Pos. Info. Qry
JQ71 Query Margin Simulation Qry
LQ1 External list query Qry
LQ2 Query Reports available Qry
LQ3 External List Query Version Qry
61(67)
User Types - Back Office, Commodities
ID DESCRIPTION CLASS
LQ4 Query Reports Available Version Qry
LR5 Query NRS List w. Version Qry
LR6 Query NRS Avail. Reports w. Version Qry
MO74 Delete Unmatched Trade Report Tx
MO75 One-sided Trade Report Tx
MO76 Two-sided Trade Report Tx
MO77 Crossing Combo Trade Report Tx
MQ78 Query Unmatched Trade Reports Qry
MQ80 Query Counterpart Trade Report Qry
RC60 Set Private price list Tx
RC65 Set Private Margin underlying prices Tx
RC66 Set Private Margin prices and volatilities Tx
RQ1 Margin Parameters for Series Qry
RQ2 Margin Parameter Block Qry
RQ3 Ext. Margin Parameters for Series Qry
RQ6 Extended margin information Qry
RQ7 Non propagated margin result Qry
RQ12 Query margin vector extended Qry
RQ20 Query Margin Product Area Qry
RQ21 Query Margin Account Qry
RQ23 Query Margin Member Qry
RQ31 Query Exchange Rate Qry
RQ35 Query Margin Data Used Qry
RQ36 Query Greeks Qry
RQ41 Margin Underlying Price Qry
RQ42 Margin Series Price Qry
RQ44 Qry Marg. Underl. RealTime Pr. Qry
RQ45 Query Margin Underlying Ext. Qry
RQ46 Query Margin Series Ext. Qry
RQ60 Query Private price list Qry
RQ65 Query Private Margin underlying prices Qry
RQ66 Query Private Margin prices and vola Qry
RQ71 Query Margin Simulation Qry
RQ72 Query added trades in margin simulation Qry
SQ1 Query pay note Qry
SQ2 Query manual payment Qry
SQ14 Query Paynote Details Qry
SQ16 Query Payments per Settl. Instr. Date Qry
UI1 Application Status Tx
62(67)
User Types - Back Office, Commodities
ID DESCRIPTION CLASS
UQ1 Query partition Qry
UQ9 Query BI7 Signals sent Qry
UQ10 Query BI26 Signals sent Qry
UQ12 Query Business Date Qry
UQ13 Query BI27 Broadcasts sent Qry
UQ14 Query BI81 Broadcast sent Qry
UQ15 Query Instrument Status Qry
UQ20 Query Undo Signal BI73 Send Qry
63(67)
4.3 Subscription Types
Note that for broadcasts with Information Type “InstrumentClass”, access is limited to Source 18
(OMnet country_c = 18).
4.3.1 Trader and Market Maker, Commodities
This set of broadcasts is given to EXC and MMC User Types.
TRADER AND MARKET MAKER, COMMODITIES
ID DESCRIPTION SOURCE INFORMATION TYPE
BD1 Deals in Market 1 InstrumentClass
BD2 Edited Price Info 1 InstrumentClass
BD3 Underlying Info 0 General
BD6 Dedicated Trade Information 0 Dedicated
BD17 Deals in Market, ext. 1 InstrumentClass
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI1 Suspend/Resume Trading 0 General
BI5 Indices Information 0 General
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BL8 Dedicated Quote Req. with Vol. 0 Dedicated
BL22 Dedicated MM Alarm 0 Dedicated
BO2 Orderbook Changes without Id 1 InstrumentClass
BO5 Firm OB Changes 0 InstrumentDedicated
BO10 EP Price Information 1 InstrumentClass
BO14 OB Levels Information 1 InstrumentClass
BO38 Market Maker Protection Info 0 Dedicated
BO99 Block Order Response 0 Dedicated
BU2 CDB ext. series update 0 General
BU4 CDB ext. underlying update 0 General
BU5 CDB ext. combo series update 0 General
BU10 CDB ext. inst class update 0 General
BU18 CDB Holiday update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU87 Market Maker Protection Update 0 Dedicated
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
64(67)
TRADER AND MARKET MAKER, COMMODITIES
ID DESCRIPTION SOURCE INFORMATION TYPE
BU126 Combo Series Update 0 General
MI2 MM Alarm (named) 0 Dedicated
MI4 Quote Req. with Volume Info 0 Derivative
MI5 Market Maker Underlying Price 0 General
65(67)
4.3.2 Price and Trade Information, Commodities
This set of broadcasts is given to Price and Trade Information User Types (PTIC, PIC). Please note
that the dedicated broadcasts only are applicable for Exchange Members.
PRICE AND TRADE INFORMATION, COMMODITIES
ID DESCRIPTION SOURCE INFORMATION TYPE
BD1 Deals in Market 1 InstrumentClass
BD17 Deals in Market, ext. 1 InstrumentClass
BD2 Edited Price Info 1 InstrumentClass
BD3 Underlying Info 0 General
BD6 Dedicated Trade Information 0 Dedicated
BD70 Trade Ticker 1 InstrumentClass
BD71 Amended Trades 1 InstrumentClass
BI1 Suspend/Resume Trading 0 General
BI41 Instrument Status Info 0 General
BI5 Indices Information 0 General
BI63 Prel. Settl. Price Update 0 General
BI7 Info ready 0 General
BI73 Undo Signal Ready Info 0 General
BI81 Market Announcement Info 0 General
BI9 Info Heartbeat 0 General
BO10 EP Price Information 1 InstrumentClass
BO14 OB Levels Information 1 InstrumentClass
BO2 Orderbook Changes without Id 1 InstrumentClass
BO5 Firm OB Changes 0 InstrumentDedicated
BU10 CDB ext. inst class update 0 General
BU120 Delta Underlying Update 0 General
BU122 Delta Instrument Class Update 0 General
BU124 Delta Instrument Series Update 0 General
BU126 Combo Series Update 0 General
BU18 CDB Holiday update 0 General
BU2 CDB ext. series update 0 General
BU28 CDB Central Group Update 0 General
BU4 CDB ext. underlying update 0 General
BU5 CDB ext. combo series update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
66(67)
4.3.3 Back Office, Commodities
This set of broadcasts is given to BOCC User Types.
BACK OFFICE, COMMODITIES
ID DESCRIPTION SOURCE INFORMATION TYPE
BD6 Dedicated Trade Information 0 Dedicated
BD18 Directed Delivery 0 Dedicated
BD29 Directed Give Up 0 Dedicated
BD39 Dedicated Trade Change Information 0 Dedicated
BI1 Suspend/Resume Trading 0 General
BI7 Info ready 0 General
BI9 Info Heartbeat 0 General
BI26 Pay note ready 0 General
BI27 Clearing Message 0 General
BI41 Instrument Status Info 0 General
BI63 Prel. Settl. Price Update 0 General
BI73 Undo Signal Ready Info 0 General
BU2 CDB ext. series update 0 General
BU4 CDB ext. underlying update 0 General
BU5 CDB ext. combo series update 0 General
BU9 CDB ext. BO series update 0 General
BU10 CDB ext. inst class update 0 General
BU12 Account type Update 0 General
BU13 Account fee type Update 0 General
BU18 CDB Holiday update 0 General
BU19 CDB ext. BO underlying update 0 General
BU20 CDB ext. BO inst class update 0 General
BU28 CDB Central Group Update 0 General
BU50 CDB Non Settlement days Update 0 General
BU53 CDB Corporate Action Update 0 General
BU54 CDB Valid Sector Code Update 0 General
BU120 Delta Underlying Update 0 General
BU121 Delta Underlying Update, BO 0 General
BU122 Delta Instrument Class Update 0 General
BU123 Delta Instrument Class Update, BO 0 General
BU124 Delta Instrument Series Update 0 General
BU125 Delta Instrument Series Update, BO 0 General
BU126 Combo Series Update 0 General
CB3 Directed Trade Report 0 Dedicated
FB1 Directed Collateral Info 0 Dedicated
FB6 Collateral Transaction Broadcast 0 Dedicated
FB17 Collateral Evaluation 0 General
FB18 Collateral Evaluation (Dedicated) 0 Dedicated
67(67)
BACK OFFICE, COMMODITIES
ID DESCRIPTION SOURCE INFORMATION TYPE
JB1 Margin Calculation Runs 0 General
JB2 Margin Calculation Runs (Dedicated) 0 Dedicated
SB1 DVP Instruction Info 0 Dedicated