ISE Report Migration Guide VERSION 1.0 NOVEMBER 29, 2016

Transcription

1 ISE Report Migration Guide VERSION 1.0 NOVEMBER 29, 2016

2 Contents OVERVIEW... 2 How to Access Reports... 2 Connection Information... 2 Report HQ... 2 Nasdaq File Transfer Technology for Option Reports... 2 Permissioning for Report HQ... 3 Report HQ Dashboard... 6 Report HQ Report Suite... 7 Report HQ Alerts... 7 Report Changes At a Glance... 7 Reports... 8 CMM Symbol Selections... 9 Report Naming Convention... 9 Daily Series File... 9 EAM Preferencing Report Naming Convention MM Marketing Fee Details/Summary Report (PFOF) Report Naming Convention MM Preferencing Report Naming Convention Open Order and Open Combo Order Report Report Naming Convention Order Category New Valid Values Order History Report and Combo Order History Report Report Naming Convention

3 OVERVIEW The ISE trading systems will be migrated to Nasdaq s INET technology beginning on February 27, While Nasdaq strives to limit the impact of this migration, certain changes will be introduced, including changes to the current report structure This document will provide the necessary information to guide market participants through the transition. Note: While the symbol rollout is occurring, the symbols remaining on T7 architecture will be available via the existing ISE reports and symbols migrated to INET architecture will be available via the new Nasdaq report portal Report HQ. How to Access Reports This section describes specific steps members must follow to access reports generated from the INET architecture for ISE, ISE Gemini and ISE Mercury exchanges. Connection Information Reports for ISE, ISE Mercury, and ISE Gemini will be available using Report HQ, Nasdaq s new report portal. Report HQ Report HQ is a new report portal that is being introduced on the Nasdaq exchanges. It will first be introduced for our NFX Market with the goal of having reports for all of Nasdaq s exchanges accessible and/or delivered via Report HQ. Report HQ will offer the full suite of reports for ISE, Gemini, and Mercury once they are migrated to INET architecture. Report HQ will be available beginning in early January 2017, to allow participants to begin the process of connecting to Nasdaq s new report portal. A sample report will be available on Report HQ, prior to re-platform, for SFTP verification purposes. Nasdaq File Transfer Technology for Option Reports - File Transfer Protocol (FTP) and FTP-Secure (FTPS) will NOT be supported due to their insecurity and/or firewall incompatibilities. - In order for Nasdaq to properly protect your report data, all report downloads will be provided via SSH File Transfer Protocol (SFTP or SCP) using public key authentication, as is the case with the current Nasdaq Option Markets (PHLX, NOM, BX Options). o OpenSSH style public key authentication will be the only supported means of authentication. Market Participants will be required to provide their public SSH key(s) to Nasdaq. That public SSH key will be stored in the account s authorized_keys file and will be used to authenticate the participants s access to the server. Therefore, participants must have access and use the corresponding private key when establishing the connection. Accepted key types and lengths will include: RSA-2048 and RSA-4096 ECDSA-256, ECDSA-384, and ECDSA-521 2

4 - Participants currently using SFTP or SCP o There will be little change required to begin accessing reports once the re-platform to INET architecture has begun. Participants may be required to connect to a new IP address and port. - Participants NOT currently using SFTP or SCP o There will be a greater amount of development effort involved to begin accessing reports once the re-platform to INET architecture has begun. Participants will be required make the necessary coding changes to be able to support the delivery of reports via SFTP or SCP. Permissioning for Report HQ Report HQ launch will require that the application be accessed through a 2-Factor (2FA) authentication process. 1. Once a participant is set up for Report HQ, by Subscriber Services, they will receive a registration similar to the one below. 2. After clicking on the link in the registration , the user is brought to a link with the following options: a. Recycle existing account This should be used to enter an existing Nasdaq 2FA account. b. Set up new account - This should be used to set up a new Nasdaq account. A sample of the page is below. 3. After clicking on the link to Setup the new account, you will be provided a username and asked to provide a password for the new account. Once a password is provided, it will need to be confirmed. Please make sure to remember your new password. 3

5 4. Your registration is now complete for Report HQ. You will receive a Self-enrollment providing instructions for downloading the Safe Net MobilePASS application and enrolling a token. Nasdaq 2-Factor Authentication 1. Logging into Report HQ requires two-factor authentication: the participant will need a username and password plus a secure token provided through the SafeNet MobilePASS application. The Selfenrollment provides instructions for downloading the SafeNet MobilePASS app and enrolling a token. 2. After clicking on the link in the Nasdaq 2-Factor Authentication Self-enrollment , the user is brought to a webpage that contains the link to install the SafeNet MobilePASS app on their phone or desktop*. Clicking on the link will install the MobilePASS app. A sample of the page is below. 4

6 *You may need special admin privileges to download the MobilePASS application based on your firm s corporate IT policy. 3. Once MobilePASS is installed on the device, the next step is to copy the entire string from the SafeNet Authentication Service Self-Enrollment webpage to the clipboard. On a mobile device, this is accomplished by selecting the entire string and clicking "Copy". 4. Open the MobilePASS app and enter a Token Name as an identifier (for example, "Nasdaq Token") and select Activate. 5. Paste your string from the clipboard into the provided field (if it was not automatically pasted) and select Automatic Enrollment. 6. At this point, the MobilePASS app will ask you to set up a personal 6-digit PIN. Please make sure to remember this PIN. 7. Your MobilePASS has now been set up on your device and enrollment is complete! MOBILE PASS TOKEN RETRIEVAL 1. Open up your MobilePass App. It will bring up a page similar to the one below. 5

7 2. Click on the token that was set up during the installation phase. This will bring you to the screen where you enter your PIN. 3. Once your PIN has been successfully entered, the MobilePASS app will provide you with your Passcode. LOG IN Go to Nasdaq s Report HQ login page and enter your username and password, and the Passcode provided by the MobilePASS App. You will now have access to Report HQ where you can view reports, add/delete/modify report subscriptions, run On-Demand queries, and much more. Report HQ Dashboard - The Dashboard page is where you can get a quick glimpse of your recent activity on Report HQ. - Provides access to subscription reports which are delivered on a scheduled basis. o Allows you to manage your existing subscriptions - Provides access to your On Demand reports. An On Demand report is a report for a single given day that is delivered only once at the time of the request. 6

8 Report HQ Report Suite - Provides a full list of accessible reports o Allows you to Subscribe to new reports o Allows you to request an On-Demand report Report HQ Alerts - Provides information regarding any of your reports that have a delayed delivery. Report Changes At a Glance The following reports will be discontinued from all ISE markets post migration: - Daily NBBO Setter Volume Report for Gemini - Customer Combo Yield Report - Execution History Report This report is redundant because of CTR - Trade History Report This report is redundant because of CTR - SIFMA Quality of Execution Report The following report will no longer be available for Gemini post migration: - MM Quality of Market Report (it will still be available for ISE) The following report will contain data or formatting changes: - MM Marketing Fee Details/Summary Report (PFOF) o Will be replaced by a template similar to the existing PHLX PFOF Details Report 7

9 - EAM Preferencing Report o o Will be replaced by the PHLX Order Flow Provider (OFP) Report Will be available on Gemini concurrent with ISE migration - MM Preferencing Report o o Will be replaced by the PHLX Liquidity Provider (LP) Report Will be available on Gemini concurrent with ISE migration - Open Order Report and Open Combo Order Report o Will be combined into one (1) report using the existing format of the Open Combo Order Report - Order History Report and Combo Order History Report o Will be combined into one (1) report using the existing format of the Combo Order History Report - CMM Symbol Selections Report o Will be replaced by a new report named the Market Maker Symbol Selection Report. The new report will contain all of the fields on the existing CMM Symbol Selections report plus additional fields representing curtailment settings. After completion of the re-platform to INET, this report will be introduced on PHLX, NOM, and BX Options. - Daily Series File, Product File and Instrument File o Are expected to follow the format of the existing files found on the PHLX FTP site. Reports The table below is a reference list of the current reports available on the ISE Markets and the status of each report post re-platform to INET technology. A sample of changed reports can be found here. For reports that are not changing, N_ will precede the current name once it is available via the new platform. Current Report Name Current Delivery Method Exchange Status Affiliated Customer ADV report for ISE ISE No Change Affiliated Priority Customer ADV PIM Tier Report ISE No Change AMR Order History Report FTP Gemini, ISE, Mercury No Change CMM Symbol Selections* FTP Gemini, ISE, Mercury New Version Combo Order History Report* FTP ISE Modified Version Comprehensive Trade Report with Fees (CTR) FTP Gemini, ISE, Mercury No Change Customer Combo Yield FTP ISE Discontinued Daily complex Volume Report ISE No Change Daily Gemini ADV Report Gemini No Change Daily Gemini MM ADV Volume Report Gemini No Change Daily ISE Crossing Fee Cap Report ISE No Change Daily ISE Customer Combo Report ISE No Change Daily NBBO Setter Volume report for Gemini Gemini Discontinued Daily QCC/SOL Report ISE No Change 8

10 Daily Series File* FTP Gemini, ISE, Mercury New Version Dealer/Professional Customer Maker ADV Report Gemini No Change EAM Preferencing* FTP Gemini, ISE, Mercury New Version EAM Protection Settings FTP Gemini, ISE, Mercury No Change Execution History FTP Gemini, ISE, Mercury Discontinued Mercury Customer ADV Mercury No Change MM Marketing Fee Details/Summary Report (PFOF)* FTP ISE, Gemini, Mercury New Version MM Metrics* Gemini, ISE, Mercury No Change MM Preferencing* FTP Gemini, ISE, Mercury New Version MM Protection Settings FTP Gemini, ISE, Mercury No Change MM Quality of Market Report ISE, Gemini, Mercury No Change on ISE. Discontinued on Gemini MORP Summary Report ISE No Change Open Combo Order* FTP ISE Modified Version Open Order* FTP Gemini, ISE, Mercury Modified Version Order History* FTP Gemini, ISE, Mercury Modified Version PrecISE Order History FTP Gemini, ISE, Mercury No Change PrecISE User Report FTP Gemini, ISE, Mercury No Change Quote Reports Gemini, ISE, Mercury No Change SIFMA Quality of Execution Report ISE Discontinued Spread Price Improvement Report FTP ISE No Change Trade History Report FTP Gemini, ISE, Mercury Discontinued *Click on the Current Report Name and it will automatically direct you to the description of changes to that report. CMM Symbol Selections This report will now be named the Market Maker Symbol Selection Report. The new report will follow the format of the ISE CMM Symbol Selections report. It will still contain the fields on the existing ISE report and will also contain additional fields representing curtailment settings. After completion of the re-platform to INET, this report will be introduced on PHLX, NOM, and BX Options. A sample of the changed report can be found here. Report Naming Convention N_<Exchange>_MM_Sym_Rpt_<Firm BU>_YYYYMMDD.csv Example: N_GEM_MM_Sym_Rpt_ABCDEF_ csv Daily Series File This file will be found on the Nasdaq Public FTP site and will follow the format of the PHLXListedStrikesWithOptionIds.csv file. A sample (called Listed strikes with Option IDs ) of the changed report can be found here. 9

11 EAM Preferencing This report will be replaced by the PHLX Order Flow Provider (OFP) Report and will follow the same format as exists on PHLX. It will not be available for Gemini until ISE migration begins A sample of the changed report and directions for the Traded Against Reports can be found here. Report Naming Convention N_<Exchange>_pfofOrderFlowProvider_<Firm acronym>_yyyymmdd.txt Example: N_GEM_pfofOrderFlowProvider_ABC_ txt MM Marketing Fee Details/Summary Report (PFOF) This report will be replaced by a template similar to the existing PHLX PFOF Details Report. A sample of the changed report, called PFOF Details Sample, can be found here. Report Naming Convention N_<Exchange>_<Firm Acronym>_<Month>_<Year>_PFOF_Details_Rpt.csv Example: N_ISE_ABC_June_2016_PFOF_Details_Rpt.csv MM Preferencing This report will be replaced by the PHLX Liquidity Provider (LP) Report and will follow the same format as exists on PHLX. It will not be available for Gemini until ISE migration begins A sample of the changed report and directions for the Traded Against Reports can be found here. Report Naming Convention N_<Exchange>_pfofLiquidityProvider_<Firm acronym>_yyyymmdd.txt Example: N_GEM_ pfofliquidityprovider _ABC_ txt Open Order and Open Combo Order Report The Open Order Report and the Open Combo Order Report will be combined into one report. This report will be named the Open Orders Report. The new report will contain the data of the existing ISE Open Combo Order Report but it will now also contain Simple Orders and will be in CSV format. A sample of the changed report can be found here. 10

12 Report Naming Convention N_<Exchange>_Open_Ords_Rpt<Firm BU>_YYYYMMDD Example: N_GEM_ Open_Ords_Rpt _ABCDEF_ Order Category New Valid Values 1 Simple 2 Standard combo 3 Stock Combo Order History Report and Combo Order History Report The Order History Report and Combo Order History Report will be combined into one report. This report will be named the History Report for All Open Orders. The new report will follow the exact format of the existing ISE Combo Order History Report but it will now also contain the History for Simple Orders. A sample of the changed report can be found here. Report Naming Convention N_<Exchange>_History_Rpt<Firm BU>_YYYYMMDD Example: N_GEM_ History_Rpt _ABCDEF_

13 NASDAQ ISE MIGRATION CONTACT LIST Technical Questions and Member Testing (SQF, DTI, OTTO, FIX, CTI, market data feeds): Market Operations (877) Ports and Users Jill Smith (215) Connectivity & Data Centers: Joe Maresca (212) OR PrecISE Trade: (877) OR Market Operations: (877) OR (215) Market Surveillance: Khalid Essafi (212) Trading Rights and Membership: Ronan Cahill (212) Business and other questions: Jeanine Hightower (212) Fees & Billing: Nasdaq ISE Migration Contact List Copyright 2016, Nasdaq, Inc. All Rights Reserved. November 22, 2016