Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB...

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- 1 - NASDAQ OMX GLOBAL DATA PRODUCTS NORDiC NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr 3, 2012

Transcript of Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB...

Page 1: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

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NASDAQ OMX GLOBAL DATA PRODUCTS NORDiC NEWSLETTER

NOTiCENASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily

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hiGhLiGhTChANgeS tO ViNX Free iNDeXeS

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#25DECEMbEr 3, 2012

Page 2: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

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CONTENT Page

Nordic Index data

Changes to VINX free indexes 3

NASDAQ OMX NORDiC AND BALTiC MARkETS UPDATENordic Index Data

NASDAQ OMX to terminate the SHB Commodity Index Family 4

NASDAQ OMX to disseminate OMX Stockholm 30 NI (OMXS30NI) 4

MARkET DATA SySTEMS TEChNiCAL fUNCTiONALiTyGenium Consolidated Feed (GCF)

TIP errata 2.4.4 document is now available 5

File Delivery Service (FDS)

Change in schedule for end of day files on the FDS for derivatives and commodities 5

System environments

Genium Consolidated Feed production environment 6

Genium Consolidated Feed test environments 6

Genium Consolidated Feed Connectivity

GLOBAL DATA PRODUCTSNASDAQ OMX Nordic Market Data news subscription

Nordic subscription service for Market Data 8

Page 3: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

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Nordic index data

Changes to ViNX free indexesFrom March 1, 2013, for the below listed VINX indexes it is no longer free of charge to distribute and/or

display real-time index values.

VINX license is required to continue distributing the VINX index data that has been free of charge until

March, 2013. Please contact Global Data Products Sales for further information.

index CodeVINX Benchmark EUR PI VINXBEURPI

VINX Benchmark DKK PI VINXBDKKPI

VINX Benchmark ISK PI VINXBISKPI

VINX Benchmark SEK PI VINXBSEKPI

VINX Benchmark NOK PI VINXBNOKPI

Page 4: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

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NASDAQ OMX NORDiC AND BALTiC MARkETS UPDATE

Nordic index Data

NASDAQ OMX to terminate the ShB Commodity index familyOn December 31, 2012 NASDAQ OMX will terminate the SHB Commodity Index Family. The last day of dis-

tribution will be on Monday, December 31, 2012.

Code Name GCf iD Source iD iSiN Source

SHBALU SHB Aluminum 9318 2014 SE0002979427 ICS (ID:7)

SHBCIER SHB Commodity Index Excess Return 9330 2020 SE0002979484 ICS (ID:7)

SHBCOFFEE SHB Coffee 10910 2024 SE0004355964 ICS (ID:7)

SHBCOPPER SHB Copper 9320 2015 SE0002979435 ICS (ID:7)

SHBGASOIL SHB Gasoil 10260 2022 SE0003210459 ICS (ID:7)

SHBGASOLINE SHB Gasoline 10262 2023 SE0003210467 ICS (ID:7)

SHBGOLD SHB Gold 9310 2010 SE0002979385 ICS (ID:7)

SHBLEANHOGS SHB Lean Hogs 9328 2019 SE0002979476 ICS (ID:7)

SHBLIVECATTLE SHB Live Cattle 9306 2008 SE0002979369 ICS (ID:7)

SHBNICKEL SHB Nickel 9322 2016 SE0002979443 ICS (ID:7)

SHBOIL SHB Oil 9308 2009 SE0002979377 ICS (ID:7)

SHBPOWER SHB Power 9316 2013 SE0002979419 ICS (ID:7)

SHBSILVER SHB Silver 9314 2012 SE0002979401 ICS (ID:7)

SHBSOYBEANS SHB Soybeans 9326 2018 SE0002979468 ICS (ID:7)

SHBWHEAT SHB Wheat 9304 2007 SE0002979351 ICS (ID:7)

SHBZINC SHB Zinc 9324 2017 SE0002979450 ICS (ID:7)

NASDAQ OMX to disseminate OMX Stockholm 30 Ni (OMXS30Ni)On December 3, 2012 NASDAQ OMX will begin disseminating the OMXS30NI Index.

The OMXS30NI Index is a net total return equity index that is constituted with the 30 most traded blue

chip stocks on NASDAQ OMX Stockholm. Dividends are reinvested in the index after a tax deduction of

30%.

OMXS30NI has a base date as of November 19, 2012 and a base value of 100. The index value will be

disseminated every 1 second over the GCF and GIDS feeds. Weight reports will be available on FDS and

Global Index Weights (GIW). The index will be added to existing Nordic Equity products.

Code Name GCf iD Source iD iSiN Source

OMXS30NI OMX Stockholm 30 NI 13920 7005 SE0004926129 ICS (ID:5)

Page 5: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

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MARkET DATA SySTEMS TEChNiCAL fUNCTiONALiTy

TiP errata 2.4.4 document is now availableAn errata document for 2.4.4 Is now available here:

http://nordic.nasdaqomxtrader.com/marketdata/datafeeds/geniumconsolidatedfeed/

Genium Consolidated feed (GCf)

Change in schedule for end of day files on the fDS for derivatives and commoditiesFrom December 5t, 2012 the timing for the derivatives and commodity end of day files (close2 files) will

be changed to CET 20:00. The file will again be regenerated at CET 23:05 with an extra OrderbookSum-

mary message which will only say that the market has been forced closed.

For the commodities a new file is now available with the official prices for the Nordic, German and

Dutch Power markets, which will be generated when these markets go into state pre-close. This file is

already available.

file Delivery Service (fDS)

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System environments

GCf- Environment

Source Systems

TiP Equities and related fixed income/ Derivatives/ Commodities

index

GCf1 2.4.4 • INET Production (ITCH version:

1.86)

• Genium INET Production • ICS - prod.-like data

• ICS_INDEX - prod.-like data

• ICS_INDEX2 - prod.-like data

• ICS_FI - prod-like data

GCf2 2.4.4 • INET OTF/test (ITCH version:

1.86)

• Genium INET test 2 • ICS - test systems

GCf3 2.4.4 • INET Production

(ITCH version: 1.86)

• Genium INET test 1 • ICS - prod.-like data

• ICS_INDEX - prod.-like data

• ICS_INDEX2 - prod.-like data

• ICS_FI - prod-like data

GCf4 2.4.4 • INET OTF/test (ITCH version: 1.86) • Genium INET test 3 • ICS - test systems

• The GCF4 environment is available during weekends to provide data only from INET OTF

During the service windows the GCF test systems may be inaccessible. • Service window in GCF1 test system every Thursday between 00:00 and 12:00 CET.

• Service window in GCF2 test system every Wednesday between 00:00 and 12:00 CET.

• Service window in GCF3 test system every Tuesday between 00:00 and 12:00 CET.

• Service window in GCF4 test on request.

Every first working day of the week will we published an IT Notices if the service windows will be used.

Genium Consolidated feed test environments

Genium Consolidated feed production environment

GCF Source SystemsApplication

versionTiP

versionEquities and related fixed income Derivatives/Commodities index

2.4.4 2.4.4 • INET

(ITCH version: 1.86)

• Genium INET • Genium INET • ICS

• ICS_INDEX

• ICS_INDEX2

• ICS_FI

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Genium Consolidated feed Connectivity

SiTE A - iP & Port SiTE B - iP & PortiP Address DDS Port iP Address DDS Port

GCF Production 192.176.3.132 29900 192.176.3.164 29900

GCF Prod. history 192.176.3.132 29909 192.176.3.164 29909

GCF1 192.176.3.133 29000 192.176.3.165 29000

GCF2 192.176.3.133 29100 192.176.3.165 29100

GCF3 192.176.3.165 29200 N/A (single site)

GCF4 192.176.3.133 29300 N/A (single site)

Page 8: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

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Nordic subscription service for Market DataThe subscription service for NASDAQ OMX Nordic offers the possibility to subscribe for Nordic and Baltic

Market Data information. To recieve this newsletter and other notifications, sign-up and select the

market data information related to categories: Market Data and IT-information.

• Market Data - Product InformationInformation about Nordic and Baltic Market Data products and product setup

• Global Data Products - Nordic Weekly NewsletterConsolidated Nordic and Baltic market data news

• IT Information - Market DataTechnical information regarding market data systems.

• System DisturbancesInformation about system disturbances on NASDAQ OMX Nordic and Baltic trading and market data

systems.

Subscription to Nordic Global Data Products Newsletter and Nordic market data information:

http://www.nasdaqomxnordic.com/News/marketnotices/Subscribe

Global Data Products Nordic Weekly Newsletters are also available here:

http://nordic.nasdaqomxtrader.com/marketdata/news/

NASDAQ OMX Nordic Market Data news subscription

GLOBAL DATA PRODUCTS

Page 9: Global Data Products Newsletter 2012-26 · NEWSLETTER NOTiCE NASDAQ OMX tO terMiNAte the ShB COMMODity iNDeX FAMily PAGE 4 hiGhLiGhT ChANgeS tO ViNX Free iNDeXeS PAGE 3 #25 DECEMbEr

- 9 -© Copyright 2012. The NASDAQ OMX Group, Inc.

For more information from NASDAQ OMX Global Data Products, please visit:

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