NYSE_Euronext_2011-11-09

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About this document... 4

Related documents... 4

Contacting Interactive Data Real-Time Services ... 4

Overview... 5

Trading Hours... 5

Exchange ID and PlusFeed Symbol Structure ... 6

Symbology... 6

CTF Tokens and Bate Codes ... 8

Cash Last Price Service – 787/<18>s ... 8

Cash BBO1+ Service – 788/<18>t ... 10

Cash BBO10 Service – 293/<09>e... 12

Market Indices, Main Euronext Indices, Strategy Indices, Volatility Indices – 790/<18>v, 980/<1E>t, 601/ <12>y, 986/<1E>z ... 13

Equity Off-Exchange Trade Reports - <12>z/602... 17

NYSE ARCA Europe BBO1+ Service – 647/<14>g... 18

NYSE ARCA Europe BB010 Service – 646/<14>f... 20

Cash FOB Service, NYSE Arca Europe FOB Service – 973/<1E>m, 280/<08>x... 21

Tokens with Enumerated Values ... 22

Orderbook Processing ... 30

Sorting Rules ... 30

Top-of-book Indicator ... 30

Next / Previous Order ID ... 31

Appendix A – CTF Tokens Delivered via RTSD (Real-Time Symbol Directory) ... 32

Appendix B – Trading Group Codes ... 34

Appendix C – Market Codes ... 41

Appendix D – Data Types... 42

Appendix E - Venue ID Algorithm in C... 43

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Revision History

Amendment date Effective Date Description

10 June 2009 17 August 2009 This is a new document for the UTP rewrite 21 July 2009 17 August 2009 Updated new Instrument Types

02 February 2010 08 February 2010 Euronext and NYSE Arca Full Orderbook (FOB) Service updates 24 November 2010 29th November 2010 Euronext and NYSE Arca, Collar Prices will no longer be available

for 14g

21 June 2011 Immediate Removal of Official Quotation List classification 9 November 2011 Immediate Updates to Cash Markets and Indices Service

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Trademarks

Interactive Data Real-Time Services is a registered trademark of Interactive Data Real-Time Services, Inc. All

other trademarks and service marks used in this document are the property of their respective owners.

Disclaimer

This document is published by Interactive Data (Europe) Limited (“Interactive Data Real-Time Services”).

Information in this document is subject to change without notice and does not represent a commitment on the

part of Interactive Data Real-Time Services, Inc. Interactive Data Real-Time Services, Inc, its affiliates, and

employees disclaim any liability whatsoever for errors and/or omissions contained in this document and shall

not be liable for any loss of revenues or for any direct, indirect, consequential, or special damages whatsoever

from any such errors or omissions.

No part of this document may be reproduced or transmitted in any form or by any means, electronic or

mechanical, including photocopying, recording or other information recording and retrieval systems, for any

purpose other than the licensed use, without prior consent in writing from interactive Data Real-Time Services.

Copyrights

© Copyright 2005 – 2011 Interactive Data Real-Time Services, Inc., a wholly owned subsidiary of Interactive

Data Corporation.

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Preface

About this document

This developer supplement is a comprehensive introduction to the available formats for representing market

data from Interactive Data Real-Time Services’ PlusFeed for the specific financial markets covered by this

document. PlusFeed data is accessible through either the Client Site Processor (CSP) or PlusTick Server.

The CTF Wire Protocol and CTF Command Reference documents are the main documents required by

developers for developing to PlusFeed. However, there are several relevant documents available on the web

site (see below for a hyperlink).

As conditions change, some of the information in this supplement will need to be corrected or amended.

Periodically, developer notices will be distributed to interested clients and published on the developer website

to alert users to these changes.

Contacting Interactive Data Real-Time Services

Telephone

Country Telephone Number

North America + 1 800 431 2602

Europe and Middle East + 44 (0) 20 7825 7777

Asia Pacific + 61 (0) 3 9249 2091

Email

Country Email

North America [email protected]

[email protected]

Europe, the Middle East, and Asia [email protected]

Asia [email protected]

Website

The developer website requires a login ID and password which you can obtain from your account manager.

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Overview

Euronext was officially created by the merger of the stock exchanges of Amsterdam, Brussels and Paris.

Announced in March 2000, Euronext is the first fully integrated cross-border single currency stock, derivatives

and commodities market. Lisbon was added on 7th November 2003. In 2007, the NYSE group acquired

Euronext, resulting in the exchange being rebranded NYSE Euronext.

For more detailed information on NYSE Euronext, please visit the website:

http://www.euronext.com

.

Trading Hours

Time Description 06:00

(approx.) Start of data transmission; adjusted previous close disseminated 07:15 Pre-open, depth visible, order entry, indicative price

09:00 Opening auction within random period of 30 seconds after 09:00 (After opening price: continuous trading)

17:30 End of continuous trading start of closing auction call

17:35 Closing auction within random period of 30 seconds after 17:35; start of Trading At Last

17:40 End of trading

Note: The above trading schedule applies to the major Euronext equity markets. However, Euronext is a very

complex market and, as it incorporates various exchanges, we advise you to visit the website

(http://www.euronext.com) for detailed trading hours. There may be late reported trades outside of the officially

listed trading hours. Additionally, Interactive Data sends refresh messages outside market hours.

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Exchange ID and PlusFeed Symbol Structure

Description CTF Source ID DDF Exchange ID

Cash Last Price Service (Level 1) 787 <18>s

Cash Level 1 (BBO1+) 788 <18>t

Cash Level 2 (BBO10) 293 <09>e

Cash Level 2 (FOB) 973 <1E>m

Main Euronext Indices 980 <1E>t

All Indices 790 <18>v

Equity Off-Exchange Trade Reports 602 <12>z

NYSE ARCA Europe BBO1+ Service (Level 1) 647 <14>g NYSE ARCA Europe BBO10 Service (Level 2) 646 <14>f NYSE Arca Europe FOB (Full Order Book) Service (Level 2) 280 <08>x

Symbology

The symbology used on PlusFeed for NYSE Euronext securities consists of the exchange mnemonic or ISIN

preceded by an instrument type prefix, as described in the PlusFeed Symbology Guide.

Note: Euronext does not issue a mnemonic for NYSE Arca Europe instruments. Hence, all instruments trading

on NYSE Arca Europe will follow the format <Prefix>:<ISIN>. E:DE0007164600 in the table below is an

example of an equity trading on NYSE Arca Europe.

The following are examples of available symbols:

Symbol Euronext Mnemonic Instrument Type

E:MT MT Equity

E:DE0007164600 n/a Equity

B:ACABX ACABX Bond / Fixed Income

W:7194G 7194G Warrant

P:N239N N239N Structured Product

I:PX1 PX1 Index

Off-exchange OTC trade reports (available on source 602 / <12>z) also include a currency suffix, as an

instrument may be traded OTC in a different currency to the currency used on-exchange. Below are examples

of Off-Exchange OTC symbols.

Symbol Euronext Mnemonic Instrument Type

E4:FP-EUR FP Equity (traded off-exchange in Euro) E4:JP3854600008-JPY n/a Equity (traded off-exchange in Yen)

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Trading Groups and Stock Group Status Symbol

The Trading Group of an instrument is identified by token 673 / bate f52. For a list of trading groups identified by 673 / f52 please see “Appendix B – Trading Group Codes”.

The status of a particular Trading Group is flagged using a special GROUP/STATUS symbol, combined with 673 / f52 (identifying the trading group) and 2506 / f41 (identifying the group’s status). The message is sent each time a stock group changes state during the trading day.

Example:

In CTF: 3=787|4=787|5=GROUP/STATUS|673=3334|2506=204 In DDF: <18>sGROUP/STATUSf52,3334f41,204

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CTF Tokens and Bate Codes

Cash Last Price Service – 787/<18>s

CTF

Token Bate

Code Token Name Description Data Type

n/a f15 n/a

[Legacy field]

Date of the last trade / status update. Format: YYYYMMDD

Integer

n/a f16 n/a

[Legacy field]

UTC timestamp for the last trade / status update. Format: HHMMSS

Integer

n/a f17 n/a

[Legacy field]

Date prior to the current day when the instrument last traded. Format: YYYYMMDD

Integer

n/a f23 n/a [Legacy field]

Last trade date, format YYYYMMDD Integer

UTC timestamp for the last trade, format HHMMSS Integer 3 n/a PERMISSION Permission ID for the data source Integer 4 n/a ENUM.SRC.ID PlusFeed source ID.

787 - Euronext Cash Last Price Service Integer

5 n/a SYMBOL.TICKER PlusFeed symbol String

8 t TRADE.PRICE Trade price Float

9 i TRADE.SIZE Trade size Integer

14 c CURRENT.PRICE Correction or reiteration of the last price Float 16 n/a ACTIVITY.DATETIME Millisecond Unix timestamp for the last trade / status update Float 18 n/a TRADE.DATETIME Millisecond Unix timestamp for the last trade Float 22 v TRADE.VOL Total traded volume.

Includes both on-book (UTP) and off-book (TCS) trading activity. Integer 24 f72 REFRESH

Refresh message indicator. In CTF: 1 = Refresh message In DDF: 0 = Refresh message

Integer 252 f80 CORRECTION.PREV.TR

ADE.PRICE Cancelled trade price Float

253 f82 CORRECTION.PREV.TR

ADE.SIZE Cancelled trade size Integer

269 f73 DELAY_MINS Delay time in minutes applied to the data. Does not appear in

real-time output. Integer

270 m ENUM.CURRENCY Indicates the instrument's trading currency.

ISO 4217 currency code, in octal format. Octal 276 g45 ORDERBOOK.TRADE.V

OL Total volume traded on-book (i.e. in the UTP platform) Integer 277 g59 OFF_BOOK.TRADE.VO

L Total volume traded off-book (i.e. in TCS) Integer 280 f DISPLAY.PRECISION Number of decimal places applicable to price fields.

Must be applied to all price fields in DDF. Integer 282 f44 LAST.SUSPENDED_TIM

E

Time in UTC at which the instrument was suspended.

Format: HHMMSS Integer

292 f54 EXPIRATION.DATE Expiration date Integer

331 f92 TRADE.INDIC.PRICE

Indicative price.

May be disseminated for instruments trading on the structured product market, if no firm price is available.

Float

338 f95 LIMIT.HIGH Upper collar price.

Dynamic price limit above which orders will not be filled. Float 339 f96 LIMIT.LOW Lower collar price.

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357 g10 NAV.PRICE Net Asset Value Float 361 n CHG Net change for the current trading day, calculated as the

difference between the current price and previous closing price. Float 362 f10 PCT.CHG Percentage net change for the current trading day Float

379 f31 ORDER.STATUS

Indicates whether order entry for the security has been suspended.

1 - Order entry suspended 0 - Order entry permitted

Integer

388 h TRADE.HIGH High Float

394 l TRADE.LOW Low Float

400 o TRADE.OPEN Open Float

407 y YEST.TRADE.CLOSE Previous closing price, adjusted for corporate actions before the

start of trading Float

416 f99 RECORD.RESET

Sent between market close and market open to indicate that the instrument can be reset for the coming trading day.

0 = Reset the relevant instrument

Integer

423 f55 STRIKE.PRICE Strike price Float

425 f76 STRIKE.DIVISOR Decimal precision applicable to the strike price (DDF only). Integer 426 f50 LAST.SUSPENDED_DA

TE

Date on which the instrument was suspended.

Format: YYYYMMDD Integer

430 f43 THEORETICAL.OPEN Indicative auction price.

Zero value indicates that an auction price cannot be determined. Float 431 del RECORD.DEL Indicates that the instrument has been deleted.

0 = Symbol has been deleted Integer

444 f42 TRADE.OFFICIAL.DATE Date when an off-book (TCS) trade was executed. Format:

YYYYMMDD Integer

447 f78 TRADE.COND.PRICE

Off-book (TCS) trade price.

Note: TCS trades are excluded from the official open / high / low / last.

Float

448 f77 TRADE.COND.SIZE Off-book (TCS) trade size. Integer

451 n/a PREV.TRADE.DATE Millsecond Unix timestamp for the time prior to the current day

when the instrument last traded. Float 458 e EXCH_RECORD.COUN

T

Total number of instruments available on the source ID given by

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer 459 f30 TRADE.OFFICIAL.TIME Trade execution time.

Expressed in UTC, format HHMMSSmmm. Integer 461 f32 TRADE.UNIQUE.ID Trade identifier, unique per symbol per trading day. The same

identifier will be used when the trade is entered or cancelled. Integer 473 w YEST.TRADE.VOL Previous day’s total traded volume Integer 622 f58 REF.PRICE Reference price used to price related Repo (Lending Market)

contracts Float

673 f52 TRADE.GROUP.CODE Trading Group code.

See Appendix B. Integer

705 f67 INSTR.STATUS Instrument Status.

See enumeration table for token 705 / f67. Integer 828 f48 TAX.DEDUCTION.CODE

Tax deduction eligibility (PEA). 0 - Not eligible for PEA 3 - Eligible for PEA 9 - Not specified

Integer

829 f74 FTSE.CLASSIFICATION. CODE

ICB sector classification. See link for further details:

http://www.ftse.com/Indices/Industry_Classification_Benchmark/i ndex.jsp

Integer

840 f49 SRD.IND

Repo / SRD eligibility.

Indicates whether the security underlies any repo contracts, or is available in the Deferred Settlement System (SRD).

See enumeration table for token 840 / f49.

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850 f91 THEORETICAL.OPEN_

CLOSE.VOL Indicative auction volume Integer

1012 f68 REASON.CODE

Indicates whether a trading halt was initiated automatically or manually.

0 - Not halted / unspecified

1 - Automatic halt (price outside upper/lower collar) 2 - Manual halt (halted by Market Operations) 3 - Automatic halt (no Liquidity Provider quote)

Integer

1106 f36 STATE.FLAG Event that caused the instrument’s status to change.

See enumeration table for token 1106 / f36. Integer

1160 f69 TRADE.STATUS_2

Trading status in TCS, Euronext’s off-book trading facility. 0 - Tradable in TCS

1 - TCS trading resumed 2 - TCS trading suspended

Integer

2500 f79 TRADE.COND_1 Trade type (on-book trades only).

See enumeration table for token 2500 / f79. Integer 2501 f35 TRADE.COND_2 Off-book (TCS) trade type.

2502 f87 TRADE.COND_3

Identifies whether a TCS trade is a block trade, following MiFID rules.

1 - Block trade 0 - Not a block trade

Integer

2505 f33 MKT.TYPE Market segment on which the security is listed.

See enumeration table for token 2505 / f33. Integer 2506 f41 STOCK.GROUP.STATU

S

Trading group status.

Only appears on the GROUP/STATUS symbol. See enumeration table for token 2504 / f41.

Integer

3062 f45 PRICE.UNIT.CODE

Units in which the instrument's price is expressed. 1 - Price per unit

2 - % of nominal value (Clean price)

3 - % of nominal value including accrued interest (Dirty price)

Integer

3081 f70 SYMBOL.SUSPENDED

Suspension indicator. 1 = Suspended 0 = Not suspended

Note: Suspension is equivalent to the combination of

INSTR.STATUS (705/f67) = 10, REASON.CODE (1012/f68) = 2.

Integer

3218 e SHRS.OUTSTANDING Shares outstanding / amount of the security in circulation Integer 3219 f53 PROGRAMMED.OPEN.

TIME

Programmed Opening Time for a halted instrument.

3685 f75 MARKET.ID.CODE Market ID Code.

3696 f39 NOMINAL.VALUE Nominal value of the security Float

3914 f46 VOLUME.UNITS

Units in which the instrument's volume fields are expressed. 1 - Number of units (eg 500 shares, 10 warrants)

2 - Nominal value (eg 100000 EUR face value of bond X)

Integer

5076 n/a RECORD.STALE.IND

Indicates if an instrument record may contain stale values. Set to 1 if the CSP software is restarted or if the CSP's inbound feed is idle, and reset to 0 once a refresh message or real-time update is received for the symbol.

Integer

Cash Level 1 (BBO1+) – 788/<18>t

CTF

Token Bate

n/a f15 n/a

[Legacy field]

Date of the last BBO / status update. Format: YYYYMMDD

Integer

n/a f16 n/a

[Legacy field]

UTC timestamp for the last BBO / status update. Format: HHMMSS

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Date of the last BBO quote, format YYYYMMDD Integer

UTC timestamp for the last BBO quote, format HHMMSS Integer

3 n/a PERMISSION Permission ID for the data source Integer

4 n/a ENUM.SRC.ID PlusFeed source ID.

788 - Euronext Cash BBO1+ Integer

10 a ASK.PRICE Best ask price Float

11 k ASK.SIZE Best ask size Integer

12 b BID.PRICE Best bid price Float

13 j BID.SIZE Best bid size Integer

16 n/a ACTIVITY.DATETIME Millisecond Unix timestamp for the last quote / status update Float 20 n/a QUOTE.DATETIME Millisecond Unix timestamp for the last quote Float

24 f72 REFRESH

Integer

25 g81 QUOTE.OFFICIAL.TIME Official quote time. _{Expressed in UTC, format HHMMSSmmm.} Integer 190 f90 WEIGHTED.AVERAGE.

BUY.PRICE

Weighted Average Bid price. Sets the lower price limit for

off-book trades. Float

191 f89 WEIGHTED.AVERAGE. SELL.PRICE

Weighted Average Ask price. Sets the upper price limit for

off-book trades. Float

211 f64 ASK.COUNT Number of orders at the best ask price Integer 225 f63 BID.COUNT Number of orders at the best bid price Integer 269 f73 DELAY_MINS Delay time in minutes applied to the data. Does not appear in

ISO 4217 currency code, in octal format. Octal 280 f DISPLAY.PRECISION Number of decimal places applicable to price fields.

E

321 f98 ASK.INDIC.PRICE

Indicative Ask Price.

May be entered by Market Operations if no firm price is available.

Float

323 f97 BID.INDIC.PRICE

Indicative Bid Price.

May be entered by Market Operations if no firm price is available.

Float

Integer

Integer 426 f50 LAST.SUSPENDED_DA

TE

431 del RECORD.DEL Indicates that the instrument has been deleted. _{0 = Symbol has been deleted} Integer 458 e EXCH_RECORD.COUN

T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer 673 f52 TRADE.GROUP.CODE Trading Group code.

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930 f62 MKT.ORDER.ASK.SIZE Market order volume on the bid side Integer 931 f61 MKT.ORDER.BID.SIZE Market order volume on the ask side Integer

1 - Automatic halt (price outside upper/lower collar) 2 - Manual halt (halted by Market Operations) 3 - Automatic halt (no Liquidity Provider quote)

Integer

Trading status in TCS, Euronext’s off-book trading facility. 0 - Tradable in TCS 1 - TCS trading resumed 2 - TCS trading suspended Integer 1169 f47 BLOCK.TRADE.CRITERI A.VALUE

Cash value used to calculate the weighted average spread. Note: This is also the minimum cash value required for a negotiated trade.

Integer

2506 f41 STOCK.GROUP.STATU S

Integer

3219 f53 PROGRAMMED.OPEN. TIME

Programmed Opening Time for a halted instrument.

3674 f60 LIQUIDITY.PROVIDER

Indicates the presence of a Liquidity Provider quote. Only appears for securities supported by a Liquidity Provider (LP). 0 - No LP quote

1 - LP quote on ask side 2 - LP quote on bid side 3 - LP quote on both sides

Integer

Cash Level 2 (BBO10) – 293/<09>e

CTF

Token Bate

293 - Euronext Cash BBO10 Integer

24 f72 REFRESH

Integer 25 g81 QUOTE.OFFICIAL.TIME Time when the depth update was generated.

Expressed in UTC, format HHMMSSmmm. Integer 58 q BID.DEPTH.PRICE Bid price, depth level indicated by token 378 Float 59 p BID.DEPTH.SIZE Bid size, depth level indicated by token 378 Integer 60 r ASK.DEPTH.PRICE Ask price, depth level indicated by token 378 Float 61 x ASK.DEPTH.SIZE Ask size, depth level indicated by token 378 Integer 269 f73 DELAY_MINS Delay time in minutes applied to the data. Does not appear in _{real-time output.} Integer

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Must be applied to all price fields in DDF. Integer 378 f65 ORDER.POSITION Depth level of the orderbook update.

Value may be 1-10. Integer

Integer

T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer 480 f64 ASK.DEPTH.COUNT Number of ask orders, depth level indicated by token 378 Integer 481 f63 BID.DEPTH.COUNT Number of bid orders, depth level indicated by token 378 Integer

1165 f85 BID.DEPTH.COND

Identifies whether a bid level consists of limit or market orders. 0 - Limit orders

2 - Market orders

Note: Market orders will have their price set to zero, and will always appear at the top of the order book.

Integer

1166 f86 ASK.DEPTH.COND

Identifies whether an ask level consists of limit or market orders. 0 - Limit orders

Integer

3674 f60 LIQUIDITY.PROVIDER

Indicates the presence of a Liquidity Provider quote. Only appears for securities supported by a Liquidity Provider (LP). 0 - No LP quote

1 - LP quote on ask side 2 - LP quote on bid side 3 - LP quote on both sides

Integer

Indicates if an instrument record may contain stale values. Set to 1 if the CSP software is restarted or if the CSP's inbound feed is idle. Reset to 0 once a refresh message or real-time update is received for the symbol.

Integer

All Indices – 790/<18>v

CTF

Token Bate

n/a f15 n/a

[Legacy field]

Date of the last index value / status update. Format: YYYYMMDD

Integer

n/a f16 n/a

[Legacy field]

UTC timestamp for the last index value / status update. Format: HHMMSS

Integer

n/a f17 n/a

[Legacy field]

Date prior to the current day when the index last updated. Format: YYYYMMDD

Integer

Date of the last index value, format YYYYMMDD Integer

UTC timestamp for the last index value, format HHMMSS Integer

4 n/a ENUM.SRC.ID

PlusFeed source ID.

790 - Euronext Market Indices 980 - Euronext Main Indices 601 - Euronext Strategy Indices 986 - Euronext Volatility Indices

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8 t TRADE.PRICE Index value Float

14 c CURRENT.PRICE Correction or reiteration of the last index value Float 16 n/a ACTIVITY.DATETIME Millisecond Unix timestamp for the last index value / status

update Float

18 n/a TRADE.DATETIME Millisecond Unix timestamp for the last index value Float

24 f72 REFRESH

Integer

270 m ENUM.CURRENCY Indicates the index's nominal currency.

Must be applied to all price fields in DDF. Integer 361 n CHG Net change for the current trading day, calculated as the

difference between the current value and previous closing value. Float 362 f10 PCT.CHG Percentage net change for the current trading day Float 385 s TRADE.OFFICIAL.CLOS

E Official closing index value Float

407 y YEST.TRADE.CLOSE Previous closing value Float

Integer

431 del RECORD.DEL Indicates that the instrument has been deleted. _{0 = Symbol has been deleted} Integer 451 n/a PREV.TRADE.DATE Millsecond Unix timestamp for the time prior to the current day

when the index last updated. Float

458 e EXCH_RECORD.COUN T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer 459 f30 TRADE.OFFICIAL.TIME Index calculation time.

Expressed in UTC, format HHMMSSmmm. Integer 640 f58 OPTION.LIQUIDATION_I

NDEX

Option expiry index.

Expiring call / put options will automatically be exercised at expiration if they are in the money relative to this value.

Float

819 f92 INDEX.INDIC.PRICE

Indicative index value, disseminated in the following circumstances:

1) If the proportion of the index's capitalisation that has traded is lower than the proportion required to generate a firm index value;

2) In the event of problems with the accuracy of the index calculation.

Float

828 f48 TAX.DEDUCTION.CODE

Integer

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840 f49 SRD.IND

Integer

929 f79 INDEX .TYPE

Forerunner type.

3 - Real-time forerunner (disseminated when an insufficient proportion of the index’s capitalisation has traded)

8 - Pre-opening forerunner (based on the indicative auction prices of the index constituents)

9 - Opening forerunner (defined only for EOD / non-continuous indices. Disseminated if it is not possible to calculate a firm index value)

Integer

1163 f57 INDEX.PRICE.CLEARIN G

Option exercise index.

Index level used to determine the balance of payments for cash-settled index options exercised on that day.

Float

1164 f78 FORERUNNER.PRICE

Index Forerunner.

Indicative change value (in %) disseminated for certain indices if the criteria for generating a firm index value are not fulfilled (e.g. due to the market being in pre-open or an insufficient number of constituents having traded).

Token 929 / f79 gives the forerunner type.

Float

See enumeration table for token 2505 / f33. Integer 3081 f70 SYMBOL.SUSPENDED

Indicates whether the index calculation has been suspended. 1 = Suspended

0 = Not suspended

Integer

980/<1E>t – Main Euronext Indices

CTF

Token Bate

n/a f15 n/a

[Legacy field]

Date of the last index value / status update. Format: YYYYMMDD

Integer

n/a f16 n/a

[Legacy field]

UTC timestamp for the last index value / status update. Format: HHMMSS

Integer

n/a f17 n/a

[Legacy field]

Date prior to the current day when the index last updated. Format: YYYYMMDD

Integer

Date of the last index value, format YYYYMMDD Integer

UTC timestamp for the last index value, format HHMMSS Integer

4 n/a ENUM.SRC.ID

PlusFeed source ID.

790 - Euronext Market Indices 980 - Euronext Main Indices 601 - Euronext Strategy Indices 986 - Euronext Volatility Indices

Integer

8 t TRADE.PRICE Index value Float

14 c CURRENT.PRICE Correction or reiteration of the last index value Float 16 n/a ACTIVITY.DATETIME Millisecond Unix timestamp for the last index value / status

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18 n/a TRADE.DATETIME Millisecond Unix timestamp for the last index value Float

24 f72 REFRESH

Integer

Must be applied to all price fields in DDF. Integer 361 n CHG Net change for the current trading day, calculated as the

difference between the current value and previous closing value. Float 362 f10 PCT.CHG Percentage net change for the current trading day Float 385 s TRADE.OFFICIAL.CLOS

E Official closing index value Float

Integer

431 del RECORD.DEL Indicates that the instrument has been deleted. _{0 = Symbol has been deleted} Integer 451 n/a PREV.TRADE.DATE Millsecond Unix timestamp for the time prior to the current day

when the index last updated. Float

458 e EXCH_RECORD.COUN T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer 459 f30 TRADE.OFFICIAL.TIME Index calculation time.

Expressed in UTC, format HHMMSSmmm. Integer 640 f58 OPTION.LIQUIDATION_I

NDEX

Option expiry index.

Expiring call / put options will automatically be exercised at expiration if they are in the money relative to this value.

Float

819 f92 INDEX.INDIC.PRICE

Indicative index value, disseminated in the following circumstances:

1) If the proportion of the index's capitalisation that has traded is lower than the proportion required to generate a firm index value;

2) In the event of problems with the accuracy of the index calculation.

Float

828 f48 TAX.DEDUCTION.CODE

Integer

840 f49 SRD.IND

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929 f79 INDEX .TYPE

Forerunner type.

3 - Real-time forerunner (disseminated when an insufficient proportion of the index’s capitalisation has traded)

8 - Pre-opening forerunner (based on the indicative auction prices of the index constituents)

9 - Opening forerunner (defined only for EOD / non-continuous indices. Disseminated if it is not possible to calculate a firm index value)

Integer

1163 f57 INDEX.PRICE.CLEARIN G

Option exercise index.

Index level used to determine the balance of payments for cash-settled index options exercised on that day.

Float

1164 f78 FORERUNNER.PRICE

Index Forerunner.

Indicative change value (in %) disseminated for certain indices if the criteria for generating a firm index value are not fulfilled (e.g. due to the market being in pre-open or an insufficient number of constituents having traded).

Token 929 / f79 gives the forerunner type.

Float

See enumeration table for token 2505 / f33. Integer 3081 f70 SYMBOL.SUSPENDED

Indicates whether the index calculation has been suspended. 1 = Suspended

0 = Not suspended

Integer

Equity Off-Exchange Trade Reports - <12>z/602

CTF

Token Bate

n/a f15 n/a

[Legacy field]

Date of the last trade / status update. Format: YYYYMMDD

Integer

n/a f16 n/a

[Legacy field]

UTC timestamp for the last trade / status update. Format: HHMMSS

Integer

n/a f17 n/a

[Legacy field]

Integer

UTC timestamp for the last trade, format HHMMSS Integer

602 - Euronext Off-Exchange Trade Reports Integer

14 c CURRENT.PRICE Current price Float

16 n/a ACTIVITY.DATETIME Millisecond Unix timestamp for the last trade / status update Float 18 n/a TRADE.DATETIME Millisecond Unix timestamp for the last trade Float

22 v TRADE.VOL Total volume Integer

24 f72 REFRESH

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197 f29 EXTENDED.MMID2

Venue ID Part 2.

Algorithm is required to decode. Please refer to Appendix E and F for C algorithm and Java Algorithm.

Integer

198 f25 EXTENDED.MMID1

Venue ID Part 1.

Algorithm is required to decode. Please refer to Appendix E and F for C algorithm and Java Algorithm.

Integer

Must be applied to all price fields in DDF. Integer

361 n CHG Net change Float

362 f10 PCT.CHG Percentage Net Change Float

388 h TRADE.HIGH High price Float

394 l TRADE.LOW Low price Float

400 o TRADE.OPEN First trade price Float

Integer

431 del RECORD.DEL Indicates that the instrument has been deleted.

when the instrument last traded. Float

458 e EXCH_RECORD.COUN_T Total number of instruments available on the source ID given by _{token 4. Used only with the symbol .EXCHANGE.ADMIN.} Integer 473 w YEST.TRADE.VOL Previous day’s total traded volume Integer 659 f44 EVENT.TIME Trade execution time.

Expressed in UTC, format: HHMMSS. Integer 3142 f53 HISTORICAL.DATE Trade date, format YYYYMMDD Integer

Integer

NYSE ARCA Europe BBO1+ Service – 647/<14>g

CTF

Token Bate

n/a f15 n/a

[Legacy field]

Date of the last trade / BBO / status update. Format: YYYYMMDD

Integer

n/a f16 n/a

[Legacy field]

UTC timestamp for the last trade / BBO / status update. Format: HHMMSS

Integer

n/a f17 n/a

[Legacy field]

Integer

UTC timestamp for the last trade, format HHMMSS Integer

Date of the last BBO quote, format YYYYMMDD Integer

(20)

3 n/a PERMISSION Permission ID for the data source Integer 4 n/a ENUM.SRC.ID PlusFeed source ID.

647 - NYSE ARCA Europe BBO1+ Integer

10 a ASK.PRICE Best ask price Float

11 k ASK.SIZE Best ask size Integer

12 b BID.PRICE Best bid price Float

13 j BID.SIZE Best bid size Integer

14 c CURRENT.PRICE Correction or reiteration of the last price Float 16 n/a ACTIVITY.DATETIME Millisecond Unix timestamp for the last trade / BBO quote /

status update Float

18 n/a TRADE.DATETIME Millisecond Unix timestamp for the last trade Float 20 n/a QUOTE.DATETIME Millisecond Unix timestamp for the last BBO quote Float

22 v TRADE.VOL Total traded volume Integer

24 f72 REFRESH

Integer

25 g81 QUOTE.OFFICIAL.TIME Official quote time.

Expressed in UTC, format HHMMSSmmm. Integer 211 f64 ASK.COUNT Number of orders at the best ask price Integer 225 f63 BID.COUNT Number of orders at the best bid price Integer 269 f73 DELAY_MINS Delay time in minutes applied to the data. Does not appear in

E

361 n CHG Net change for the current trading day, calculated as the

difference between the current price and previous closing price. Float 362 f10 PCT.CHG Percentage net change for the current trading day Float

Integer

407 y YEST.TRADE.CLOSE Previous closing price, adjusted for corporate actions before the

start of trading Float

Integer

426 f50 LAST.SUSPENDED_DA TE

431 del RECORD.DEL Indicates that the instrument has been deleted.

when the instrument last traded. Float 458 e EXCH_RECORD.COUN

T

(21)

459 f30 TRADE.OFFICIAL.TIME Trade execution time.

Expressed in UTC, format HHMMSSmmm. Integer 461 f32 TRADE.UNIQUE.ID Trade identifier, unique per symbol per trading day. The same

identifier will be used when the trade is entered or cancelled. Integer 473 w YEST.TRADE.VOL Previous day’s total traded volume Integer 673 f52 TRADE.GROUP.CODE Trading Group code.

1 - Automatic halt (price outside upper/lower collar) 2 - Manual halt (halted by Market Operations)

Integer

Trading status in TCS, Euronext’s off-book trading facility. 0 - Tradable in TCS

1 - TCS trading resumed 2 - TCS trading suspended

Integer

2500 f79 TRADE.COND_1 Trade type. See enumeration table for 2500 / f79 below. Integer 2506 f41 STOCK.GROUP.STATU

S

Integer

3062 f45 PRICE.UNIT.CODE

Units in which the instrument's price is expressed. 1 - Price per unit

2 - % of nominal value (Clean price)

3 - % of nominal value including accrued interest (Dirty price)

Integer

3218 e SHRS.OUTSTANDING Shares outstanding / amount of the security in circulation Integer 3685 f75 MARKET.ID.CODE Market ID Code.

See enumeration table for token 3685 / f75. Integer 3914 f46 VOLUME.UNITS

Units in which the instrument's volume fields are expressed. 1 - Number of units (eg 500 shares, 10 warrants)

2 - Nominal value (eg 100000 EUR face value of bond X)

Integer

NYSE ARCA Europe BB010 Service – 646/<14>f

CTF

Token Bate

646 - NYSE Arca Europe BBO10 Integer

24 f72 REFRESH

Integer 25 g81 QUOTE.OFFICIAL.TIME Time when the depth update was generated.

Expressed in UTC, format HHMMSSmmm. Integer 58 q BID.DEPTH.PRICE Bid price, depth level indicated by token 378 Float

(22)

59 p BID.DEPTH.SIZE Bid size, depth level indicated by token 378 Integer 60 r ASK.DEPTH.PRICE Ask price, depth level indicated by token 378 Float 61 x ASK.DEPTH.SIZE Ask size, depth level indicated by token 378 Integer 269 f73 DELAY_MINS Delay time in minutes applied to the data. Does not appear in

Must be applied to all price fields in DDF. Integer 378 f65 ORDER.POSITION Depth level of the orderbook update.

Value may be 1-10. Integer

Integer

T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer 480 f64 ASK.DEPTH.COUNT Number of ask orders, depth level indicated by token 378 Integer 481 f63 BID.DEPTH.COUNT Number of bid orders, depth level indicated by token 378 Integer

Identifies whether a bid level consists of limit or market orders. 0 - Limit orders

Integer

Identifies whether an ask level consists of limit or market orders. 0 - Limit orders

Integer

Cash Level 2 (FOB) – 973/<1E>m

CTF

Token Bate

4 n/a ENUM.SRC.ID

PlusFeed source ID. 973 - Euronext Cash FOB 280 - NYSE Arca Europe FOB

Integer

24 f72 REFRESH

Integer

58 q BID.DEPTH.PRICE Buy order price Float

59 p BID.DEPTH.SIZE Buy order size Integer

60 r ASK.DEPTH.PRICE Sell order price Float

61 x ASK.DEPTH.SIZE Sell order size Integer

Must be applied to all price fields in DDF. Integer 308 f88 ORDER.ID Order identifier. Typically consists of 13-14 digits. Integer

(23)

376 f22 NEXT.ORDER.ID

Refresh messages only.

Indicates the smallest valid order ID higher than the ID of the order being refreshed.

See Orderbook Processing notes below.

Integer

377 f21 PREV.ORDER.ID

Indicates the largest valid order ID lower than the ID of the order being refreshed.

Integer

Orderbook reset indicator.

0 = Clear the instrument's orderbook. If sent on symbol .EXCHANGE.ADMIN:

0 = Clear all orderbooks.for the relevant market (either Euronext Cash Market or NYSE Arca Europe).

Integer

431 del RECORD.DEL Indicates that the instrument has been deleted. _{0 = Symbol has been deleted} Integer 439 f11 TOP_BOOK_MARKER Indicates that the order is top of the orderbook.

See Orderbook Processing notes below. Integer 458 e EXCH_RECORD.COUN

T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer

Buy order type. 0 - Limit Order 2 - Market Order

3 - Market To Limit Order 4 - Peg Order

Note: Market orders will not have a price field, only a size. Similarly for Market To Limit orders during auction phases.

Integer

Sell order type. 0 - Limit Order 2 - Market Order

Integer

NYSE Arca Europe FOB Service - 280/<08>x

CTF

Token Bate

4 n/a ENUM.SRC.ID

PlusFeed source ID. 973 - Euronext Cash FOB 280 - NYSE Arca Europe FOB

Integer

24 f72 REFRESH

Integer

58 q BID.DEPTH.PRICE Buy order price Float

59 p BID.DEPTH.SIZE Buy order size Integer

60 r ASK.DEPTH.PRICE Sell order price Float

61 x ASK.DEPTH.SIZE Sell order size Integer

Must be applied to all price fields in DDF. Integer 308 f88 ORDER.ID Order identifier. Typically consists of 13-14 digits. Integer

(24)

376 f22 NEXT.ORDER.ID

Indicates the smallest valid order ID higher than the ID of the order being refreshed.

Integer

377 f21 PREV.ORDER.ID

Indicates the largest valid order ID lower than the ID of the order being refreshed.

Integer

Orderbook reset indicator.

0 = Clear the instrument's orderbook. If sent on symbol .EXCHANGE.ADMIN:

0 = Clear all orderbooks.for the relevant market (either Euronext Cash Market or NYSE Arca Europe).

Integer

431 del RECORD.DEL Indicates that the instrument has been deleted. _{0 = Symbol has been deleted} Integer 439 f11 TOP_BOOK_MARKER Indicates that the order is top of the orderbook.

See Orderbook Processing notes below. Integer 458 e EXCH_RECORD.COUN

T

token 4. Used only with the symbol .EXCHANGE.ADMIN. Integer

Buy order type. 0 - Limit Order 2 - Market Order

Integer

Sell order type. 0 - Limit Order 2 - Market Order

Integer

Tokens with Enumerated Values

705 / f67 – Instrument Status

Value Description Comments

1 Auction Instrument placed in an auction state outside the regular schedule of its trading group.

3 Closed Instrument closed outside the regular schedule of its trading group.

10 Halted Trading halted.

Order entry may or may not be permitted - refer to token 379 / f31. 201 Early monitoring Initialisation phase. Only Market Operations can act on the security. 202 Core call Call phase of an opening / intraday auction.

203 Core auction Uncrossing phase of an opening / intraday auction. 204 Core continuous Continuous trading.

205 Closing call Call phase of the closing auction. 206 Closing auction Uncrossing phase of the closing auction. 207 Trading At Last

Occurs after the closing auction (for continuously-traded securities) or after every auction (for auction-only securities). Trades can be executed, but only at the last price.

(25)

209 Late monitoring End-of-day phase. Only Market Operations can act on the security. 210 Halted Instrument’s whole trading group has been halted. Order entry may

or may not be permitted - refer to token 379 / f31. 211 Closed Instrument’s trading group has closed.

840 / f49 – Repo / SRD Indicator

Value Description

0 Instrument unavailable in Lending Market / SRD 1 Instrument available in both Lending Market and SRD

2 Instrument available in SRD long only, but not the Lending Market 3 Instrument available in Lending Market, but not the SRD

4 Easy-to-borrow instrument eligible for the SRD and the Lending Market

8 Not applicable

1106 / f36 – State Flag

Event that caused an instrument’s status to change.

Value Description 0 Unspecified

1 Order entry authorised 3 Trading resumed 4 Programmed opening cancelled 15 Halted by Market Operations 16 Instrument is being initialized 17 Instrument has opened

20 Deferred opening has been programmed for the instrument 22 Automatically halted

33 Start of bid-only period 34 Start of ask-only period

35 Start of single-sided quote period, side unspecified 32 End of single-sided quote period

2500 / f79 – Trade Type

2501 / f35 – TCS Trade Type

Value Description Updates

High/Low Updates Last

Updates Volume

Value Description Updates

High/Low Updates Last

Updates Volume

0 Standard trade Yes Yes Yes

1 Cross trade Yes Yes Yes

4 Valuation trade Yes Yes No

(26)

5 VWAP trade No No Yes 7 Secondary Listing Place trade No No Yes

8 Off-Market trade No No Yes

9 Delta Neutral trade No No Yes

2505 / f33 – Market Type

0 Primary market (Amsterdam, Brussels and Lisbon) 1 Secondary market (Amsterdam, Brussels and Lisbon) 2 New market (Amsterdam, Brussels and Lisbon) 3 Non-regulated market – Marché Libre (Paris) 4 Non-regulated market – Alternext

5 Non-listed

6 Regulated market – non-equities

7 Regulated market – Equities – Segment A 8 Regulated market – Equities – Segment B 9 Regulated market – Equities – Segment C

10 Regulated market – All securities – Special Segment 11 Regulated market – Equities – Other instruments 12 Unlisted OPCVM, SICOMI (French investment funds) 13 Off market

14 Gold, currency and indices 15 Foreign

2506 / f41 - Trading Group Status

Value Description Comments

201 Early monitoring Initialisation phase. Only Market Operations can act on the group. 202 Core call Call phase of an opening / intraday auction.

203 Core auction Uncrossing phase of an opening / intraday auction. 204 Core continuous Continuous trading.

205 Closing call Call phase of the closing auction. 206 Closing auction Uncrossing phase of the closing auction. 207 Trading At Last

Occurs after the closing auction (for continuously-traded securities) or after every auction (for auction-only securities). Trades can be executed, but only at the last price.

208 Core monitoring Only Market Operations can act on the group.

209 Late monitoring End-of-day phase. Only Market Operations can act on the group. 210 Halted

211 Closed

3042 / q token in FD0 - Euronext Instrument Type

(27)

9 Participating bond ex warrant 10 Participating preferred stock 11 Subordinated bond 13 Interest strip 14 Principal strip 15 Perpetual bond

17 Bunny bond

18 ORT - French gov. bond 19 OAT - French gov. bond 21 Convertible bond 22 Exchangeable bond 23 Participating bond 24 Indexed bond 25 Ordinary bond 26 Lottery bond 27 Savings bond 28 Indemnity bond 30 Bond warrant 32 Bond cum warrant 33 Bond ex warrant 35 Right to indemnity security

38 Bond option

39 Emprunt Notionnel (France) 40 Founder's share 41 Ordinary share 42 Bonus share 43 Preferred share 44 Savings share 45 Certificate 46 AFV share (Belgium) 47 Accumulation right 48 Allotment right 49 Subscription right 50 Preferred stock 51 VVPR share (Belgium) 52 Time deposit 53 SICOMI 54 Allocation right 55 Option right 56 Share cum warrant 57 Share ex warrant 58 Preferred share 59 Preferred share 60 Gold

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62 Unit trust 63 Mortgage warrant 64 Bank note 65 Currency 66 Devise-titre (France) 67 Commodity 68 Index 69 Unit

70 Mutual fund (SICAV) 71 Warrant 72 Equity warrant 75 Miscellaneous 76 Call option 77 Put option 78 Money market 80 Founder's share 81 Partnership interest 82 Part de réserve (Belgium) 84 Deferred share

85 SDR (Société de développement régional) 86 Venture capital company

87 Real estate company 90 Mortgage bond 100 Participation certificate 105 Index warrant 106 Currency warrant 108 Warrant on a warrant

110 Participating share warrant 111 Subordinated convertible bond 121 Convertible bond cum warrant 123 Convertible participating bond 139 MATIF 90-day treasury bond 140 Part de réserve AFV (Belgium) 141 Convertible common stock 142 Dividend certificate 144 Convertible savings share

145 Investment certificate warrant 150 Convertible preferred stock

162 Special Purpose Vehicle

200 Participation certificate warrant 221 Convertible bond ex warrant

240 AFV share (Belgium) 241 VVPR share (Belgium) 242 Accumulation fund (FCP) 243 Income fund (FCP)

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244 Futures/options investment fund 245 Accumulation fund (SICAV) 246 Income fund (SICAV) 247 Contingent value rights 248 Equity warrant 249 BTAN (France) 250 OAT interest strip 251 OAT principal strip 252 Indexed OAT 253 Indexed OAT principal strip 254 Indexed OAT interest strip 255 EMTN (Euro Medium Term Note) 256 BTF (France) 257 Indexed certificate 258 BMTN (France) 259 Covered bond 260 Convertible EMTN 261 Indexed EMTN 262 EMTN-indexed certificate 263 Exchange traded fund

264 Mutual fund (FCPR) 265 Mutual fund (FCPI) 266 Medium term note

267 Floating rate medium-term note 268 Accumulation share 269 Distribution share

270 Non-convertible bond interest strip 271 Non-convertible bond principal strip 272 Beneficial interest share

273 Redeemable cumulative preferred stock 274 Convertible redeemable cumulative preferred

stock

275 Convertible cumulative preferred stock 276 Cumulative preferred stock

277 Redeemable preferred stock 278 Foreign treasury note 280 VVPR strip (Belgium) 281 Mortgage Bond 303 Exotic warrant 304 Certificate of Deposit 305 Commercial paper 306 ETF / Closed-end Fund 307 ETF / Open-end Fund 308 SICAF share 309 Preferred security

(30)

3685 / f75 – Market ID Code

Value Source 1 Paris

2 Centralised Lending Market 3 Brussels

4 Amsterdam 5 Lisbon 6 Luxembourg 7 Europe

8 NYSE Arca Europe 9 Alternext

(31)

Orderbook Processing

The following section explains the processing logic to be used with the full orderbook (FOB) sources

973/<1E>m and 280/<08>x.

With the exception of the exchange-specific sort order, processing of the NYSE Euronext FOB services can be

achieved in the same manner as other full order book sources on PlusFeed.

Sorting Rules

Orders on each side of the book should be sorted according to the following criteria:

1) Price

On the buy side higher price has higher priority, on the sell side lower price has higher priority.

Unpriced orders (Market orders / unexecuted Market To Limit orders) have the highest priority

on both sides.

2) Order ID

Orders on the same side at the same price level, or unpriced orders on the same side, can be

sorted according to their order ID: lower order ID has higher priority.

Example: suppose that an orderbook has the following 5 orders on the buy side:

Order

ID Price

Size

Type

1

10.00

200 Limit

2 - 150

Market

To

Limit

3

12.00

100 Peg

4

10.00

300 Limit

5 - 50

Market

Based on the above described sort order, these should be sorted as follows (highest priority at the top):

Order

ID Price

Size

Type

2 - 150

Market

To

Limit

5 - 50

Market

3

12.00

100 Peg

1

10.00

200 Limit

4

10.00

300 Limit

If the Market To Limit order is partially executed (say 50 shares at 12.50), it will become a priced order for the

remaining quantity (100 shares) at the partial execution price (12.50). Because it is a priced order, it should be

sorted with the same priority as Limit / Peg orders, as follows:

Order

ID Price

Size

Type

5 - 50

Market

2

12.50

100 Market

To

Limit

3

12.00

100 Peg

1

10.00

200 Limit

4

10.00

300 Limit

Top-of-book Indicator

The top-of-book indicator (439=0 in CTF / f11,0 in DDF) will appear in a message whenever the order carried in

that message has the highest execution priority on that side of the orderbook. This happens whether the

message is a new order, a modified order or an order deletion.

(32)

On receiving an order flagged with the top-of-book indicator, any orders that appear to have higher priority can

be safely deleted.

Next / Previous Order ID

Each refresh message will include tokens 308 / f88 (order ID), 376 / f22 (next order ID) and 377 / f21 (previous

order ID). Customers can use these tokens to identify stale orders in their systems: any orders with order ID

strictly between the current order ID and the previous / next order ID can safely be deleted.

Example: the following message shows a refresh for buy order 1234, with previous order ID = 1000 and next

order ID = 2000. On receiving this message users can safely delete any buy orders for E:MT with order ID in

the range 1001 - 1233 or 1235 - 1999.

CTF:

3=973|4=973|5=E:MT|24=1|58=31.35|59=700|270=52520|308=1234|377=1000|376=2000

DDF:

<1B>mE:MTf72,0q31.35p700m52520f88,1234f21,1000f22,2000

Note that previous / next order ID may take the value 0, indicating that there is no previous / next order ID. In

this situation:

- If previous order ID = 0, any with ID lower than token 308 / bate f88 can be safely deleted.

- If next order ID = 0, any with ID higher than token 308 / bate f88 can be safely deleted.

(33)

Appendix A – CTF Tokens Delivered via RTSD (Real-Time

Symbol Directory)

The following tokens will be available in RTSD messages for all Euronext source IDs.

CTF Token Token Name

Description

Data Type

3 PERMISSION Permission ID for the data source.

10715 for RTSD. Integer

4 ENUM.SRC.ID

PlusFeed source ID.

787 - Euronext Cash Last Price Service 788 - Euronext Cash BBO1+

293 - Euronext Cash BBO10 973 - Euronext Cash FOB 790 - Euronext Market Indices 980 - Euronext Main Indices 601 - Euronext Strategy Indices 986 - Euronext Volatility Indices

602 - Euronext Off-Exchange Trade Reports 647 - NYSE ARCA Europe BBO1+

646 - NYSE Arca Europe BBO10 280 - NYSE Arca Europe FOB

Integer

5 SYMBOL.TICKER PlusFeed symbol String

24 REFRESH Refresh message indicator.

1 = Refresh message Integer

3015 CONTRACT.SIZE Lot size Float

3016 ENUM.CONTRACT.UNITS Units in which the lot size is expressed.

32 - Shares Integer

3042 INSTR.LOCAL_TYPE Euronext instrument type categorisation.

See enumeration table for token 3042. Integer

3125 ISIN ISIN code String

3126 SEDOL SEDOL code String

3133 ENUM.INSTR.TYPE

Enumerated instrument type. 256 - Equity 258 - Preferred Stock 260 - Warrant 270 - Right 4097 - Bond 4098 - Convertible Bond 4099 - Mortgage-Backed Security 4100 - Government Bond 4104 - Corporate Bond 4352 - Certificate of Deposit 5000 - Structured Product 8192 - Mutual Fund 8193 - Exchange-Traded Fund Integer 3137 FUND.INDEX_MEMBERSHIP

Space-delimited list of tickers for the indices to which the security belongs.

e.g. "N150 PAX SIIC" if the instrument is included in the Next 150, CAC All Share and SIIC France indices.

String

3166 TRADE.CODE Euronext trading code String

3170 LOCAL.CODE Local identifier; in this case the Euronext trading code String 3172 SYMBOL.EXCH.TICKER Ticker symbol issued by Euronext String 3173 INCORPORATION.COUNTRY 3-letter ISO code for the country where the issuer is

incorporated. String

3175 UNDERLYING.ISIN ISIN of the underlying instrument String