ASX 24 NTP Update – 17/5/17
ASX will be re-initiating the weekly NTP update in order to keep customers informed of upcoming releases
for ASX 24 NTP.
There are two scheduled releases, one is a maintenance patch expected to be implemented mid-July. There
are no changes to either the FIX Specification or Multicast Market Data Specification and no re-conformance
will be required. The three major changes are:
1. Changes to the schedule such that the closing information is not cleared down immediately once a
contract closes.
2. Improvement to latency in regard to order mass status download
3. Change to cancel reject reason to provide more specific information when attempting to delete an
order that has already been filled or cancelled
There is a larger release, Service Release 1 which is expected to be implemented in November. There will be
further updates to what is included in this release in July.
Maintenance Patch Information
Changes to the NTP Customer Development Environment (CDE).
Customers are advised that further to feedback since the launch of NTP, ASX will be amending the timings of
a number of scheduled maintenance tasks in NTP CDE. The timing changes are:
1.
2.
3.
4.
5.
GTC and GTD orders will be restored in the maintenance period prior to pre-open (currently:
restored at the start of pre-open). This will allow market data subscribers to receive order
information and rebuild order books before the pre-open and FIX Order Entry users to request
OrderMassStatusRequest (AF) and receive active orders from 07:35 on a Monday.
Order book clear down for outright contracts, intra-spreads and 1:1 inter-spreads will occur in a
maintenance period after the close (currently this occurs at the same time as the close). This
will provide a period of time after the close event when the final order book position is
effectively frozen prior to the subsequent removal of orders.
The increment of the trading business date for the NZFX and SFE markets will occur at two
separate times (currently: occurs at four separate times). This will result in associated reference
data being disseminated at two times – firstly for NZFX and then XSFE markets.
As a result of the above changes, the broadcast of the MDP end-of-business-day message (S)
will be brought forward to 17:00 (Currently: 18:05).
The pre-open start time for Australian Electricity contracts will move to 09:45 (currently:
09:50). There are no changes to the opening time.
A new document http://www.asx.com.au/documents/products/ASX-24-NTP-Maintenance-Tasks-TimingChanges.pdf describing the change has been published on the NTP document library. It is strongly
recommended that ASX 24 users and developers read this document to understand the impact of these
changes to their systems. The complete changes will be available to all contracts to test at a date to be
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advised. In the meantime, the configuration changes have been applied to AM and AA contracts on the CDE
environment for immediate testing.
In addition to the above a new failover schedule has been added to the CDE environment to aid customers
in facilitating additional failover testing. This change will also help customer’s complete conformance testing
faster with the new failovers earlier in the week.
The “Guide to ASX Trading Testing Services” has been updated with the new failover schedule.
The Connectivity Guide has been updated with details for the CDE Plus environment. The CDE Plus
environment will be used for the NTP Service Release (SR1) update expected later in November. Customers
are asked to ensure that their network paths to CDE Plus have been setup and verified ahead of time. This
may require configuration changes such as firewall rules.
Please contact your TAM should you need to.
Timetable
NTP Derivative Milestones
Status
Date
CDE Schedule change applied for AA and AM
contracts
Complete
1 May 2017
CDE Failover schedule updated
Complete
8 May 2017
CDE Maintenance Patch release - including full
Schedule change applied to all contracts
Expected
Early June 2017
Production Maintenance Patch release including
schedule change update.
Expected
Mid-July 2017
Service Release 1 on CDE Plus
Expected
July 2017
Service Release 1 - Production
Expected
November 2017
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