nasdaqomx

 
 

Technical Support

Connectivity Guidelines

Below document includes the main procedures and information to prepare client infrastructure and connectivity to the platform.

Included in the document are the IP and Ports ranges applicable for Production and Test.

Connecting

  • Participants can connect to NLX through a variety of different connectivity providers, either through local cross-connects, external connects through direct lines, VPNs or extranets. The NLX primary site is located in the Equinix Slough data center or the disaster recovery site is located in the Interxion Brick Lane data center.
  • We recommend participants first contact NLX to discuss their connectivity requirements and determine a solution best suited to their needs. Once a solution is defined, a participant normally engages directly with the connectivity provider or data center and will own the relationship and costs associated with their connection.
  • With connectivity in place, participants need to contact NLX to gain access to the platform and complete their final connection testing.
     

Protocol Specifications

Connectivity Providers

Company Key Contact Email Phone
AboveNet Janesh Mistry janesh.mistry@above.net +44 20 7220 4353
Atrium Galina Mayuchaya galina.mayuchaya@tmxatrium.com +44 20 3194 2530
Born Technology Sara Jean Goodman sara@borntec.com +1 312 977 1470
Colt Technology Services Janet Floate janet.floate@colt.net +44 7507 795 977
Fixnetix Sales sales@fixnetix.com +44 20 3008 8990
GuavaTech Michael Pappas sales@guavatech.com +1 312 604 4300
IP-Only Dennis Soderstrom dennis.soderstrom@ip-only.se +46 18 843 1039
Options IT Sales sales@options-it.com +44 20 7070 5000
Savvis Alicia VanDeVeer gems@savvis.com +1 630 229 8724
TNSI John Owens jowens@tnsi.com +44 20 7336 1526
Verizon Ulf Harlin ulf.harlin@verizonbusiness.com +46 856 61 71 57

Certification

Certification is mandatory for all applications that will connect to NLX, with specific requirements for order management applications.

Certification

Certification is required for each application that connects to NLX, i.e. an ISVs application is certified rather than the participants that use the application. All in-house developed software that connects directly to NLX requires certification. It is possible to request exclusion of selected test cases where functions are not used.

Certification is carried out by reserving time for certification with NLX. During certification the client will be requested to execute specified certification cases and NLX will verify that the client application meets the necessary requirements and behaviors.

Arrange for Certification

To arrange for certification, please contact technicalsupport@nlx.co.uk or call +44 20 7065 8030

NLX External Test Environment

The NLX external test environment now known as “ext1” supports market participants in their preparations and readiness for the launch of the NLX market. Ext1 is a scale-down version of the pre-production environment and is therefore not intended to be used for performance and disaster recovery (DR) testing.

Connectivity

Connectivity to the external test environment ext1 is outlined in the NLX Connectivity Guidelines document. NLX supports order entry via FIX, while market data can be obtained either via FIX for market by price level information, or ITCH for ultra-low latency market by order information.

Ordering Ports, Usernames and Passwords

Participants and ISVs can request access by submitting the Port Request forms to Member Services memberservices@nlx.co.uk.

Background Load

NLX will on a daily basis generate orders in a number of securities including strategies that will result in implied orders and trades. The average load is 1 TPS.

Trading Schedule

The trading schedule for ext1 has been modified from the intended production schedule in order to support participants in their testing. All times are given in London time.
 

Trading Schedule  
  System Available Pre Open Continuous Trading Daily Settlement Calculation Market Close System Unavailable
Euribor Futures 02:00 09:00 10:00 16:15 17:30 22:00
Short Sterling Futures 02:00 03:00 03:30 16:15 17:00 22:00
Long Gilt Futures 02:00 10:00 11:00 16:15 17:00 22:00
Bund/ Bobl/ Schatz Futures 02:00 09:00 10:00 16:15 17:30 22:00
Euribor Options 02:00 09:00 10:02 16:15 17:00 22:00
Short Sterling Options 02:00 03:00 03:32 16:15 17:00 22:00
Long Gilt Options 02:00 10:00 11:02 16:15 17:00 22:00
Bund/Bobl/Schatz Options 02:00 09:00 10:02 16:15 17:00 22:00

 

Weekly Test Activities

To the extent possible, NLX will simulate events in the trading system to help participants in their testing. Specific requests on simulated events shall be submitted to technical support, contact information can be found in the support section »

 

Overview of Weekly Test Activities in ext1  
  Activity 1 London Time Activity 2 London Time
Monday        
Tuesday ITCH Failover 10:00 - 10:30 FIX Failover 11:00
Wednesday Service Window 00:00 - 11:00    
Thursday ITCH Failover 10:00 - 10:30 FIX Failover 11:00
Friday        

 
In addition to the above activities NLX will simulate market prices on a daily basis.
 

FIX Failover

FIX Failover tests are scheduled every Tuesday and Thursday at 11:00 London time. The primary FIX gateway will become unavailable during the tests and clients need to re-connect using the secondary FIX gateway. The primary FIX gateway will not be available again until the following day.


ITCH Failover

ITCH Failover tests are scheduled every Thursday and Thursday at 10:00 London time. ITCH multicast groups A1 and At1 will stop publishing data at 10:00 and return to service at 10:30. Multicast groups B1 and Bt1 will be available throughout the day.


Service Window

A service window is scheduled every Wednesday between 06:00 and 11:00 London time. During this time the test environment will not be available to external participants, unless the service window is not used by NLX.

 

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