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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


3.3.1 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


4.3.1 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]

mailto:[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


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


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



- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) MM/MMP



Heartbeat interval (seconds) 600

Number of heartbeats allowed missing 2




Tx per second 8

Qry per second 8



User Types - Market Maker








DC871 Set Market Maker Protection Tx







1 Only for User Type MMP

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DQ872 Query Market Maker Protection Qry





DQ135 Query market maker obligations Qry






LQ16 Query Market Maker Underlying Price Qry


MD3 Query Deals In The Market Qry

MO4 External delete order C1



MO36 External Quot. Block Order Tx

MO37 Double sided Price Quot. Hidden Tx





2 Only for User Type MMP

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MO96 Ext. Quote Block Order C1

MO388 Proxy delete order C1


















MQ99 Query Block Size 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




CDB Name (OMnet ust_id_s) PTI/PI







Total transactions per second 30

Tx per second 8

Qry per second 8


User Types - Price and Trade Information


CQ103 Variable< Trade Query Qry


















3 Only for User Type PTI

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User Types - Price and Trade Information














DQ258 Query Menu Access 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


CDB Name (OMnet ust_id_s) BOC





Order action if forced logout N/A

Order action voluntary logout N/A


Tx per second 8

Qry per second 8


User Types - Back Office, Clearing


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



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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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



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


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



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DQ9 External query series for bo Qry


DQ12 Query account type Qry

DQ13 Query account fee type 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









DQ48 Query Allowed TM Market Qry

DQ49 Query Clearance System Qry






DQ121 Query Delta Underlying, BO Qry


DQ123 Query Delta Instrument Class, BO Qry


DQ125 Query Delta Instrument Series, BO Qry


DQ131 Query Instrument Type, BO Qry


EQ10 Query Yield Curve Names Qry

FQ1 Query Collateral Qry

FQ2 Query Collateral Version Qry

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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


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




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







RC60 Set Private price list Tx

RC65 Set Private Margin underlying prices Tx

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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






UQ13 Query BI27 Broadcasts sent 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


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































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2.3.3 Back Office, Clearing

This set of broadcasts is given to Back Office User Types.

BACK OFFICE, CLEARING



BD18 Directed Delivery 0 Dedicated

BD29 Directed Give Up 0 Dedicated

BD39 Dedicated Trade Change Information 0 Dedicated




BI26 Pay note ready 0 General

BI27 Clearing Message 0 General







BU9 CDB ext. BO series update 0 General


BU12 Account type Update 0 General

BU13 Account fee type Update 0 General


BU19 CDB ext. BO underlying update 0 General

BU20 CDB ext. BO inst class update 0 General




BU54 CDB Valid Sector Code Update 0 General


BU121 Delta Underlying Update, BO 0 General


BU123 Delta Instrument Class Update, BO 0 General


BU125 Delta Instrument Series Update, BO 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

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BACK OFFICE, CLEARING


SB1 DVP Instruction Info 0 Dedicated

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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


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].

mailto:[email protected]

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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:


- Single two-sided, mass and indicative quoting


- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) EXFI/EXFIH



Heartbeat interval (seconds) N/A for EXFI, 20 for EXFIH

Number of heartbeats allowed missing N/A for EXFI, 2 for EXFIH




Tx per second 8

Qry per second 8

C1 per second 30


User Types - Individual Trader


CC19 Cancel Trade Tx















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DQ57 Query Member Obligation Qry





DQ88 Query Turnover List Qry





IQ19 Query OB Levels (Size Reduced) Qry


MO100 Linked Order Update Tx










MO420 Proxy Quot. Block Order Tx

MO421 Proxy Double Sided Pr.Quot.Hidden Tx


MO459 Proxy One-sided Trade Report Tx

MO474 Linked Order, proxy Tx

MO481 Indicative Quotes Proxy Tx

MO484 Linked Order Update, Proxy Tx




MO90 Linked Order Tx


MO97 Indicative Quotes Tx

MQ100 Query Inactive Linked Orders Qry

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MQ396 Query Proxy Linked Order Qry

MQ397 Query Proxy Inact. Linked Order Qry

MQ398 Query Proxy Unmatched Trade Reports Qry



MQ474 Query Linked Orders, proxy Qry

MQ484 Query Inactive Linked Orders, Proxy Qry







MQ90 Query Linked Orders Qry

MQ98 Query Indicative Quotes Public Qry


TQ1 Query Historical Spread Qry








UQ19 Query Planned Instrument Session Qry


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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


- On-behalf trade reporting


- Reference data




CDB Name (OMnet ust_id_s) EXFIP/EXFIPH

Allowed Trade Types All applicable for user acting on-behalf of


Heartbeat interval (seconds) N/A for EXFI, 20 for EXFIPH

Number of heartbeats allowed missing N/A for EXFI, 2 for EXFIPH




Tx per second 8

Qry per second 8

C1 per second 30


User Types - Proxy Trader


















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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


- Single two-sided, mass and indicative quoting


- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) IS/ISH



Heartbeat interval (seconds) N/A for IS, 20 for ISH

Number of heartbeats allowed missing N/A for IS, 2 for ISH




Tx per second 8

Qry per second 8

C1 per second 30


User Types - Issuer


















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User Types - Issuer









































MO97 Indicative Quotes Tx



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User Types - Issuer














MQ67 Query OB Changes Issuer Qry







MQ95 Query One Sided Auction Qry






UC19 Request Auction Tx

UC20 Cancel Auction Tx








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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


- Reference data

- Post-trade market data; matched deals only


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


Heartbeat interval (seconds) N/A

Number of heartbeats allowed missing N/A




Tx per second 8

Qry per second 8

C1 per second N/A


User Types - Trade Report Center



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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:


- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) BOFI

Allowed Trade Types Turnover Reporting







Tx per second 8

Qry per second 8

C1 per second N/A


User Types - Back Office, Fixed Income STO



















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3.2.6 Read-only, Fixed Income

General features are:



- Reference data




CDB Name (OMnet ust_id_s) PIFI

Allowed Trade Types N/A

Disable own trading N/A






Tx per second 8

Qry per second 8


User Types - Read-only, Fixed Income






















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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:


- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) INDB








Tx per second 8

Qry per second 8

C1 per second N/A


User Types - Back Office (“Indberetnings-user”), Fixed Income CPH




















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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.












BI94 Planned Instrument Session Info 0 General

BO1 Orderbook Changes with Id 1 InstrumentClass

BO2 Orderbook Changes without Id 1 InstrumentClass




BO15 OB Levels (Size Reduced) Information 1 InstrumentClass

BO55 Trade Report Notification 0 Dedicated

BO98 Indicative Quote Changes 1 InstrumentClass











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3.3.2 Issuer

This set of broadcasts is given to Issuer User Types.













BI95 One Sided Auction Result 0 Dedicated

BO1 Orderbook Changes with Id 1 InstrumentClass





BO15 OB Levels (Size Reduced) Information 1 InstrumentClass


BO61 OB Changes to Issuer 1 InstrumentClass

BO98 Indicative Quote Changes 1 InstrumentClass










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3.3.3 Trade Report Center

This set of broadcasts is given to Trade Report Center User Types.
























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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


4.3. Trading rights in terms of Market and Instrument access are set on Participant level and fully

inherited on User level.

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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:



- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) EXC








Tx per second 8

Qry per second 8



User Types - Trader, Commodities








DC11 Register TM Combo, Ext. Qry









50(67)






























MO2 Multi Leg Order Tx















51(67)







































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



- Trade reporting


- Reference data




CDB Name (OMnet ust_id_s) MMC








Tx per second 8

Qry per second 8



User Types - Market Maker, Commodities








DC11 Register TM Combo, Ext. Qry











53(67)


























LQ16 Query Market Maker Underlying Price Qry



MO2 Multi Leg Order Tx
















54(67)





































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




CDB Name (OMnet ust_id_s) PTIC/PIC








Tx per second 8

Qry per second 8


User Types - Price and Trade Information, Commodities



















4 Only for User Type PTIC

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User Types - Price and Trade Information, Commodities






























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


CDB Name (OMnet ust_id_s) BOCC








Tx per second 8

Qry per second 8


User Types - Back Office, Commodities


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



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)



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



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


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

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CQ128 Query Account Qry

DC82 Register Generic TM REPO Qry

DC86 Register TM Instrument Qry








DQ9 External query series for bo Qry



DQ13 Query account fee type 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









DQ48 Query Allowed TM Market Qry

DQ49 Query Clearance System Qry






DQ121 Query Delta Underlying, BO Qry


DQ123 Query Delta Instrument Class, BO Qry

60(67)




DQ125 Query Delta Instrument Series, BO Qry


DQ131 Query Instrument Type, BO Qry


EQ10 Query Yield Curve Names Qry

FQ1 Query Collateral Qry

FQ2 Query Collateral Version Qry

FQ3 Query Collateral Values Qry


FQ7 Query Collateral State History Qry

FQ14 Query Collateral Value per Series Qry

FQ15 Query Coll. Value per Valuation Group 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




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)



LQ4 Query Reports Available Version Qry

LR5 Query NRS List w. Version Qry

LR6 Query NRS Avail. Reports w. Version 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


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UQ13 Query BI27 Broadcasts sent Qry



UQ20 Query Undo Signal BI73 Send Qry

63(67)


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

















BL8 Dedicated Quote Req. with Vol. 0 Dedicated

BL22 Dedicated MM Alarm 0 Dedicated





BO38 Market Maker Protection Info 0 Dedicated










BU87 Market Maker Protection Update 0 Dedicated




64(67)

TRADER AND MARKET MAKER, COMMODITIES



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

































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4.3.3 Back Office, Commodities

This set of broadcasts is given to BOCC User Types.

BACK OFFICE, COMMODITIES



BD18 Directed Delivery 0 Dedicated

BD29 Directed Give Up 0 Dedicated

BD39 Dedicated Trade Change Information 0 Dedicated




BI26 Pay note ready 0 General

BI27 Clearing Message 0 General







BU9 CDB ext. BO series update 0 General


BU12 Account type Update 0 General

BU13 Account fee type Update 0 General


BU19 CDB ext. BO underlying update 0 General

BU20 CDB ext. BO inst class update 0 General






BU121 Delta Underlying Update, BO 0 General


BU123 Delta Instrument Class Update, BO 0 General


BU125 Delta Instrument Series Update, BO 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

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BACK OFFICE, COMMODITIES


JB1 Margin Calculation Runs 0 General

JB2 Margin Calculation Runs (Dedicated) 0 Dedicated

SB1 DVP Instruction Info 0 Dedicated

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