Oslo Børs Millennium 9.3 – CDS Upgrade

Changes included in the first CDS upgrade
Updated technical documentation was published primo August, including:

• Turquoise Lit Auctions ™ on Oslo Børs: Functionality expanded with the option of Minimum Execution Size (MES). MES is currently used on Oslo Børs in other contexts.
• Trade Amendments: Functionality introduced for reported trades. Reported trades can be amended on request to Oslo Børs' Market Administration. On Oslo Børs’ Millennium protocols, amended trades can be identified through a new field which contains the trade identifier of the original trade. On market data the “AMND” flag will also be set in such cases.
• Request For Quote (RFQ): Changes have been introduced to the Quote Response logic when ending a RFQ-session, and QuoteMsgID (1166) becomes mandatory to the Quote Response message when the message is initiated by client.

The announced second CDS upgrade to the Millennium 9.3 release will take place on 18 October, and we expect that, in addition to the above, further minor changes will be introduced in this upgrade. Documentation to be updated by mid-September.

A website for “Expected fixes and features”, related to Oslo Børs Millennium 9.3 CDS has been created, and will be updated when needed.

Conformance test
In all upgrade projects to the trading system, Oslo Børs must ensure that all interacting software has undergone the required conformance test on the relevant Millennium version. Conformance test may be conducted on Oslo Børs, but Oslo Børs will also approves conformance tests conducted on London Stock Exchange, Turquoise and Milan's Millennium 9.3 instances. For further information about Oslo Børs’s test policy, please see OSLMIT502 Guide to Application Certification.

Oslo Børs will conduct a Dress Rehearsal with optional client participation on 24 November. Go-live of Millennium 9.3 on Oslo Børs is still expected 8 December 2018.

If you have any questions or comments, you are always welcome to contact one of Oslo Børs’ main contacts (below).

Members
Ingvild Resaland, tel. +47 22 34 19 16, ingvild.resaland@oslobors.no
Torbjørn Vik, tel. +47 22 34 17 47, torbjorn.vik@oslobors.no 
Bodil Østby, tel. +47 22 34 17 09, bodil.ostby@oslobors.no

Market data vendors
Christian Pettersen, tel +47 22 34 18 08, christian.pettersen@oslobors.no 
Lene M. Refvik, tel +47 22 34 18 15, lene.refvik@oslobors.no

Technical
Alexander Næss, tel +47 22 34 17 71, alexander.naess@oslobors.no
Christian Ringstad, tel +47 22 34 17 94, christian.ringstad@oslobors.no
Technical Support, tel +47 22 34 19 90, technicalsupport@oslobors.no
Enablement Team, enablement@oslobors.no