Oslo Børs has released an updated version of OSLMIT401 Reference Data technical documentation, available on the Delta webpage.
As previously mentioned in the list of Expected fixed and features, Oslo Børs will add an additional record, Totv, to the Instrument reference data file. The change to CDS’ Instrument reference data will apply from 14 September, and the new record will be included in the file produced in the evening 13 September.
The Totv(Traded on trading venue) record applies for all security types, but is especially relevant for bonds listed on Oslo Børs alternative bond market, Nordic ABM. The value 0 reflects that the instrument is traded only on non-regulated markets, while 1 reflects that the instrument is traded on a MiFID II-regulated trading venue.
An example issue of the YYYYMMDD_XOSL_Instrument.csv reference data file is available here.
