Saturn Cash OBOE Lot 2

As mentioned in the Migration Guidelines, Euronext would like to inform customers that Saturn Cash OBOE Lot 2 for the Oslo migration is available in the Next EUA (p-EUA) environment. This second lot contains Oslo Cash Equities APA/OBOE features, including:

■     A new Counterparty Type (3 - Non Euronext Member),
■     New Euronext Trade Flags (VW: ‘VWAP Trade’, DT: ‘Derivative-related Trade’),
■     An updated Trading Capacity value (MTCH (Market Principal Trading). Applicable only for OSLO.),
■     A new OBOE field Settlement Date (optional) in GUI / API.

The Saturn Web Specifications can be found here.
The Saturn validation form for APA/OBOE (i.e. conformance) can start as of 19 August in Next EUA (p-EUA). Saturn SLC is already available for testing.
Conformance details can be found in the Migration Guidelines.

Known issues

Here is a list of known Oslo Saturn Cash issues:

■     Impossible to select DEFFERAL (OSLO) on APA, rejected with error '5' must be less than or equal to 4
■     Settlement Date column is not present in Dashboard, Filter, or Export
■     Price & volume control warning on Oslo OBOE still present (should not be)
■     Tradeflag 27 Market VWAP Operation Trade (Cash Only) not published in MDG when doing 5 - VW: ‘VWAP Trade’ trade
■     Tradeflag 26 - Delta Neutral Trade - Underlying Cash Leg (Cash Only) not in MDG when doing 6 - DT: ‘Derivative-related Trade’

Migration Guidelines

A new version of the Migration Guidelines is now available under the the IT Documentation section
Customers who have additional Oslo related questions are invited to contact the Client Services team and use the dedicated client support mailbox for the Oslo migration oslomigration@euronext.com.