- Trading system
- Network Connectivity
- Technical Documentation
BX Swiss Elasticia 2.0 Test System
The new test system is run Active-Active, meaning members can connect to either gateway to reach the test system.
|Gateway #1||Gateway #2|
|NGM FIX Protocol||2.0.1||2.0.1|
|NGM FAST Templates||2.0.0||2.0.0|
|NGM Instrument Schema||2.1.0||2.1.0|
|Port Trading (Order Entry)
|Port Market Data
|Port Trading (FIX Classic)
|Port Market Data (FIX Classic)
|TargetCompID - Trading
|TargetCompID - Market Data 1
|Opening times (CET/CEST)||Production Schedule||Production Schedule|
Comparison between current user model and the new user model
XYZ should be replaced by the member short name. For multiple trader groups, add -2 to the CompID for the second group (Trader group 1 = 'XYZ', trader group 2 = 'XYZ-2') and so on. Only the NGM CompID differs and that CompID is how you choose which session you connect to (what is currently known as channels). In the future we will be changing the format of these user names to something simpler.
|Previous (Elasticia 1) user||CompID||BX CompID||Port||New (Elasticia 2) user||New CompID||New BX CompID||Port|
Automatic order and quote matching
- From market opening – 09:49 CET/CEST – Every 10 minutes
- 12:09 CET/CEST – 17:29 – Every 10 minutes
Limit orders and quotes within the spreads 3.40-3.49, 34.0-34.9 and 340-
349 (inclusive) will be matched by an order (one per leg) placed by NGM.
This will generate a trade if the orderbook is in a tradable state.
Automatic trade cancellation
- From market opening – 09:49 CET/CEST – Every 20 minutes
- 12:09 CET/CEST – 17:29
Trades with volume 330-339 (inclusive) and trades with volume 200,000-
250,000 (inclusive) will be cancelled.
Scheduled to run every Tuesday and Thursday.
- 10:00 Order Entry gateway #1 is restarted, short downtime
- 10:10 Market Data gateway #1 is restarted, longer downtime (5 min)
- 10:13 During restart of MD #1, OE #2 is taken offline and is down for 15 minutes
- 10:40 When MD #1 and OE #2 are up again, MD #2 is restarted.
Please note that session history is NOT synced between gateways. When switching between gateways you will have to either logon with reset or keep track of the state for each gateway.
- BX Swiss Elasticia 2.0 Release Documentation
- FIX Protocol 2.0.5
- FAST Templates 2.0.0
- Instrument Schema 2.1.0 (pdf)
- Instrument Schema 2.1.0 (xsd)