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Oslo Børs’ Millennium 9.1 CDS environment will be upgraded to a new version as of Wednesday 2 November, affecting both technical documentation and reference data files. Wednesday 2 November is to be considered a maintenance day although participants are welcome to use the CDS environment for testing.
Functional changes in the new CDS version
Combined statistics / aggregates for fixed income includes RFQ. RFQ may currently only be used in on-books and not in bulletin books.
Reference Data
Three new fields will be added to the “Instrument” reference data file; Financing level, Instrument Per Underlying and Leverage Ratio. Two additional fields will also be added to the “Trading parameter” reference data file; RFQ Execution Policy and RFQ Max Quantity. The fields are described in OSLMIT 401 Reference Data. An updated version is made available under technical documentation on Delta web.
Technical documentation
The technical documentation for trading and market data gateways will be updated describing the changes made with the mentioned CDS upgrade, and new versions will be made available at our Delta web within Wednesday. Please find detailed change-logs included in each document.
Nibor
In conjunction with new rules for publication of indicative deposit rates made by Finance Norway, Oslo Børs will change the publication in CDS. Effectively the publication of the bids and offers on IDR instruments (the basis of Nibor at 12 o clock) and the publication of AIDR (the calculated average of IDR-offers) will cease in CDS as of Thursday October 27. The IDR and AIDR changes take effect in the production environment as of 2 January 2017. The publication of Nibor values will not be affected.
Oslo Børs encourages all members, market data vendors and ISVs to take an active part in the test environment during the period between the CDS-upgrade and the DRs in the production environment and go-live. Please report any findings to technicalsupport@oslobors.no.
If you have any questions, you are always welcome to contact Oslo Børs’ contact persons (below).
Members
Ingvild Resaland, tel. +47 22 34 19 16, ingvild.resaland@oslobors.no
Carl Nilsen, tel. +47 22 34 17 93, carl.nilsen@oslobors.no
Bodil Østby, (fixed income members) tel. +47 22 34 17 09, bodil.ostby@oslobors.no
Market Data Vendors
Line Mauseth, tel +47 22 34 18 15, line.mauseth@oslobors.no
Christian Pettersen, tel +47 22 34 18 08, christian.pettersen@oslobors.no
Technical
Eirik Finvold, tel +47 22 34 17 42, eirik.finvold@oslobors.no
Technical Support, tel +47 22 34 19 90, technicalsupport@oslobors.no
