Technical Information -

Genium INET Upgrade to version 5.0.0280

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This web page will be updated continuously when new information for the Genium INET 5.0.0280 project is available. In addition to monitoring this web page, we strongly recommend you to subscribe to IT-Notices for the relevant markets.

Please note that there are mandatory changes to OMnet that may have impact depending on integration. Please always see summary of changes in the specifications to assess potential impact.

 

Timeline .
October 7 Release of draft technical specifications
October 14 Release of final technical specifications
October 28 External test system 1 upgrade
November 16 External test system 3 upgrade
November 20 Upgrade of Genium INET to version 5.0.0280
November 22 First trading and clearing day for Equity Derivatives, Fixed Income and Commodities on Genium INET 5.0.0280

OMNET INFORMATION

 

OMNET HEADER File

  • Header file for Genium INET 5.0.0280 - Available in Member Portal

FIX INFORMATION

  • N/A

FRONT-ENDS

  • N/A

 

Visit Genium INET Testing page for additional information about the External Test Systems.

Please contact Member Services at MAC@nasdaq.com if you experience any login issues to the external test systems.

 

All Asset Classes

• Settlement Transaction Condition Indicator, non-mandatory OMnet API change Updated Sep 29
• Extended account information for Collateral Transaction broadcast, non-mandatory OMnet API change
• Inheriting of Venue of Execution for certain trade operations
• EMIR Regulatory Reporting - Changes to the CCP Harmonised file (CCPPOSITIONEMIR) New Sep 29 Updated Oct 28

Settlement Transaction Condition Indicator, non-mandatory OMnet API change Updated Sep 29

As per the Central Securities Depositories Regulation (CSDR), additional settlement instructions should be created for the case where a Buy-In is only partially successful. These new instructions for the remaining quantity need be flagged accordingly when sent to the central depository (CSD) to allow for proper identification. The existing OMnet DvP Instruction information will hence be enhanced with a new Settlement Transaction Condition Indicator (STCO) field

Impacted messages: SB1, SA5, SA6

The API changes are described in more detail in the “Summary Member Impact” document.

Extended account information for Collateral Transaction broadcast, non-mandatory OMnet API change

Information about a Collateral Transaction is broadcasted using the existing FB6 message. In addition, FQ22 with the related answer FA22 may be used by a user to query for missed Collateral Transaction broadcasts. To allow for a higher level of granularity, additional account information will be added to the FB6 and FA22 messages.

Impacted messages: FB6, FA22, FQ22

The API changes are described in more detail in the “Summary Member Impact” document.

Inheriting of Venue of Execution for certain trade operations

Venue of execution (venue_of_execution_s) is typically equal to the MIC code value as defined for the instrument on market level and populated for all exchange trades. The Venue of Execution is today not inherited from an old to new trade for certrain trade operations, such as a Give-up.

Post trade events should reflect where the trade was originally executed. Therefore the MIC (Venue of execution) initially reported will be persisted during life cycle events. While no new fields or values will be introduced with this change per se, the venue_of_execution_s field will, with this change, be populated for more scenarios than previously.

Impacted messages: BD6, CQ10, CQ11, BD70, TR70
The API changes are described in more detail in the “Summary Member Impact” document.



EMIR Regulatory Reporting - Changes to the CCP Harmonised file (CCPPOSITIONEMIR) New Sep 29

The CCP Harmonised file (CCPPOSITIONEMIR) shall be updated from version 001 to version 002.  The new version includes the addition of the field described below.
The latest version will replace the previous one, i.e. when version 002 is implemented the old 001 version will cease being generated.

Currency of the Value:

Field Name: 1_18_Currency of the value   Update Oct 28 -  "1_18_Currency_of_the_value" changed to "1_18_Currency of the value"

Description:  The currency used for the valuation of the contract.

Format:  ISO 4217 Currency Code, 3 alphabetical characters.

Location:  This field will be located immediately after the existing field 1_17_Value of contract.

Filename:

The version number is included in the filename for reports delivered via FTP.  This will change from 001 to 002.

Example: CCPPOSITIONEMIR_PRO_002_CSTO_ABCDEYZ_20210925_001

The report will be available for testing in External Test System 1 (EXT1) from October 28th.

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