Euronext Strategy Indices

Strategy Indices provides market data for Covered Call and Protective Put Indices. Covered Call Indices track the performance of a strategy that combines taking a long position in the Index with the sale of an out of the money call option on the same Index. This offers scope to outperform the index in a context of downward to moderately upward market trends with reduced volatility. Protective Put Indices track the performance of a strategy that combines taking a long position in the Index with the purchase of an out of the money put option. This gives investors exposure to the index while at the same covering them against the risk of a significant downturn in the market.

Euronext Strategy Indices delivers real time market data for all supported Covered Call and Protective Put Indices. Subscription to this service allows the distribution of Strategy Indices.

Euronext Strategy Indices is received via the Universal Trading Platform Market Data Feed (UTP-MD). UTP-MD is a high-speed real time multicast data feed, offering ultra low latency publishing. UTP-MD is available over the Secure Financial Transaction Infrastructure (SFTI) network.

How to order Euronext Market Indices:
To order or learn more about the Euronext Market Indices product, please contact the NYSE Euronext Global Market Data Licensing team or submit a request to acctmgteurope@nyx.com.

Technical Details:
To correctly process the Euronext Market Indices, access to the ‘Service ID 107’ multicast group will be provided.
For complete technical information and message descriptions please refer to the Universal Trading Platform Market Data Feed Specification provided below (Chapters 1, 2 3.5, 4, 5 and 7)

  • License Fee

    €420 / month

  • Device Fee

    €2 / month

Market Covered
NYSE Euronext
Instruments Covered
Indices

Euronext Strategy Indices

All Real Time European data products are delivered via the Secure Financial Transaction Infrastructure® (SFTI®) network.

The Secure Financial Transaction Infrastructure® (SFTI®) was launched in Europe in 2008 specifically to consolidate the numerous exchange networks and simplify access to the NYSE Euronext markets.

Currently providing access to NYSE Liffe, NYSE Euronext, NYSE Arca Europe, Smartpool and the Luxembourg Stock Exchange, SFTI EU also provides a platform for accessing clearing services, in addition to market data from multiple third party venues.

Customers also use the SFTI network to access their co-location presence within NYSE Euronext's European data centres in London and Paris. In 2010 all Real Time European data products will migrate to the new Basildon data centre in London.

For updated capacity figures please visit our capacity pages here

Exchange Simulator
An exchange simulator is available for the Euronext Cash Universal Trading Platform Market Data Feed. This simulator will replay a full production days market data over the users local network interface, and will replicate the exchanges production multicast groups. Clients can run their production applications to test all aspects of real time functionality.

Instructions for the Exchange Simulator can be found here

For login details to the FTP site to download the exchange simulator, please contact the European Service Desk at:
P: +33 1 49 27 50 50
E: esd@nyx.com