Migration Guidelines

Universal Trading Platform Migration Guidelines for the

Basildon Data Centre

NYSE Euronext European Cash Markets, NYSE Arca Europe and SmartPool

Version 1.1

13 July 2010
NYSE Euronext

PREFACE

DOCUMENT HISTORY
Current Version change history is provided in the following section.
Document
Date Change Description
Version
1.0 23/06/2010 Initial distribution
1.1 13/07/2010 Updated to reflect the new connectivity rehearsal date (ref Info-Flash of 13 July
2010)

CONTACT INFORMATION
For technical support please contact the European Service Desk
+33 (0)1 49 27 50 50
[email protected] & [email protected]
Hours: 06:00 – 21:00 CET

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TABLE INDEX

Preface ......................................................................................................................................... 2
Document History ....................................................................................................................... 2
Contact Information.................................................................................................................... 2
Table index .................................................................................................................................. 3
1 INTRODUCTION..................................................................................................................... 4
2 SUMMARY OF THE KEY POINTS......................................................................................... 5
3 MAIN MIGRATION PRINCIPLES........................................................................................... 6
4 CUSTOMER READINESS CHECKLIST ................................................................................ 7
5 DRESS REHEARSAL PARTICIPATION CHECKLIST.......................................................... 8
6 DRESS REHEARSAL IMPORTANT INFORMATION............................................................ 9
7 IMPACT FOR CUSTOMERS................................................................................................ 10
7.1 Physical connectivity......................................................................................................10
7.2 Logical connectivity........................................................................................................10
7.3 Actions required from customers ...................................................................................10
7.4 Customers migrating to a new SFTI site........................................................................10
7.5 Focus on colocation customers .....................................................................................11
8 IMPORTANT REMINDERS .................................................................................................. 12
9 APPENDICES....................................................................................................................... 13

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1 INTRODUCTION

This document has been produced within the scope of the Basildon data centre migration in order to provide cash
customers with guidelines to the readiness testing steps that need to be run in preparation for the migration.
The official go-live dates and other interim milestones for this project are detailed on slides 5 and 6 of the European
Cash Markets Business & Technology 2010 Roadmap, available on the Euronext website at:
www.euronext.com/cashmembers > Market/IT documentation > Technical

Approach
The European cash markets’ migration has been planned in conjunction with our NYSE Liffe migration to
minimise disruption to any members who trade both markets.

Target migration dates

Date Description
25 September 2010 Regulated cash markets (Equities, Warrants, Bonds, ETFs, TCS access) Bourse de Luxembourg &
SmartPool
9 October 2010 NYSE Arca Europe
23 October 2010 NYSE Liffe (Equities & Financials)

Data centre migration to Basildon – interim milestones

Date Description
1 April 2010 Colocation data hall available for member colocation installations
19 April 2010 IP addresses provided to customers for both the External User Acceptance (EUA) test and pre-
production platforms
1 May 2010 Colocation connectivity to the colocation data hall available
17 May 2010 EUA connectivity testing available. Customers able to telnet the EUA Common Customer Gateway
(CCG), refresh and retransmit servers (excluding multicast)
21 June 2010 EUA platform migrated from Paris to the new data centre (from this point, all markets to be migrated
will only be available only via the new EUA IP addresses)
26 July 2010 Pre-production connectivity testing will be available. Customers will be able to telnet the CCG,
refresh and retransmit servers (excluding multicast)
31 July 2010 Connectivity rehearsal weekend for European Cash Markets
28 August 2010 Joint European Cash Markets and NYSE Liffe rehearsal weekend
4 September 2010 Joint European Cash Markets and NYSE Liffe rehearsal weekend

In the above location, the connectivity details and IP address configurations are also available for the regulated cash
markets (equities, structured products and Luxembourg segment, SmartPool and NYSE Arca Europe in the following
two documents:

ƒ “Universal Trading Platform: Basildon Data Centre Migration Appendix (CCG Network Connectivity changes)
v1.0”
ƒ “Universal Trading Platform Market Data (UTP-MD) Feed: Basildon Data Centre Migration Addendum v1.0”

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2 SUMMARY OF THE KEY POINTS

The European data centre at Basildon (Basildon DC) will house the primary matching engine for all European NYSE
exchanges.
Î 25 September 2010 – migration of regulated cash markets (Equities, Warrants, Bonds, ETFs, TCS access)
Bourse de Luxembourg & SmartPool will be moved from the Paris data centre (Paris DC) to the Basildon DC

Î 9 October 2010 – NYSE Arca Europe will migrate from London DC to Basildon DC

On each migration weekend, the production migration will be carried out in one single go meaning that on the
following Monday, the platforms will operate from Basildon DC.

Testing approach & scope:

Midweek testing and rehearsal weekends (tests must be completed prior to 4 September 2010)
Testing covers connectivity, order entry and market data.

Clients are required to:

- confirm that they have access to all Basildon services (order entry and market data)
- attend at least one dress rehearsal on a Saturday to validate their market data readiness

Implications for clients:

1- Connectivity:

- Basildon is only accessible through the SFTI infrastructure

- Connectivity via MMBA will no longer be possible following the migration of NYSE Euronext to Basildon
- Connectivity via VPN BOX in EUA will no longer be possible following the migration of NYSE Euronext to
Basildon. Members are invited to apply for a SFTI access or use an Extranet Service Provider

2- Colocation:

- Migration from Aubervilliers / Cannon Bridge colocation to Basildon

- Re-usability of existing SFTI control circuits
- Additional connectivity options available via SFTI optic

3- Applications:

- No functional changes
- No protocol changes
- Same existing subscriber ID for both order entry and market data refresh and retransmit server connections

- New target IP addresses for Order Entry and Market Data Retransmit Server (RTS) and Refresh Server
(RFS)
- New source IP addresses and extended range for market data multicast feed

Members are invited to prepare/adapt their network configuration (firewalls) in advance according
to IP addresses already available and communicated in April (cf section Introduction)

4- Order books:

- Order book migration handled by the exchange

5- Follow up:

- Handled by the European Service Desk based on forms to fill in and call campaigns
- A detailed communication plan will be provided as the Basildon DC migration progresses.

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3 MAIN MIGRATION PRINCIPLES

In order to guarantee customer readiness for the Basildon data centre migration, clients are required to confirm that
they have access to all Basildon services (order entry and market data).
To facilitate this, clients are requested to follow the guidelines outlined in the below sections, which will describe the
migration preparation and dress rehearsal checklists, dress rehearsal details, customer impact information,
colocation specific details, as well as a migration timeline.
Members will have the opportunity to conduct migration preparation tests midweek and/or during specific weekend
rehearsal dates.
The only changes that members will be required to implement for the Basildon data centre migration are new target
IP addresses and extended market data multicast ranges.
Members who are unable to validate their Basildon configurations prior to 28 August will have the opportunity to
perform the tests on 4 September as the last testing date but we strongly recommend that members attend on 31
July or 28 August.
The migration timeline and type of possible testing can be found in Appendix A: Basildon Data Centre Migration
Timeline.
A detailed communication plan will be provided as the Basildon DC migration progresses.

Migration principle overview:

Î Members will receive via email the Basildon Data Centre Migration Status Form and are asked to return it as
quickly as possible, so that the European Service Desk is informed of any issues.

Î This testing form allows members to indicate the status of migration testing in accordance with the migration
checklist (for the Migration Checklist, please see section 3, pp 4). Members should use the testing status form to
indicate:
All mandatory tests are OK (ie, CCG and Market Data telnet tests for all logins), and members will
then be allowed to participate in the full end-to-end testing during the Saturday dress rehearsals.

Testing status is Not OK, and your teams require technical support.
In this case the European Service Desk will contact members to troubleshoot any issues,
including ASP and ESP providers.

Members should also use this form to indicate the Dress Rehearsal Results.

For details of this status form, please see the Appendix C: Basildon Data Centre Migration Status
Form Description.

Î Clients should participate in at least one of the Saturday dress rehearsals.

Î Participation in the Go-Live Rehearsals is highly recommended (25 September for Regulated Markets +
SmartPool and 9 October for NYSE Arca Europe).

Î It is mandatory to perform a successful telnet test by the target readiness dates indicated in the Migration
Checklist for each existing login.

Î Members are responsible for managing the progress of their internal migration preparation, and should finalise all
testing by 4 September, prior to the Go-Live dates.

Î The migration timeline can be found in Appendix A: Basildon Data Centre Migration Timeline.

Î Members, ISVs and Data Vendors should ensure that their own systems are targeting the appropriate data centre
at all times.

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4 CUSTOMER READINESS CHECKLIST

5 Basildon EUA Testing is validated when:

→ Pre-EUA CCG Order Entry and RTS/RFS Telnet test is OK
→ Pre-EUA CCG Order Entry and RTS/RFS Logon test is OK
→ Pre-EUA Migration Testing Status Form is returned to [email protected] and [email protected]
preferably before 25 June (to identify and resolve any testing problems).

EUA Paris will no longer be available following the EUA Go-Live on 21 June.

5 Pre-PROD Testing is validated when:

→ Pre-PROD CCG Order Entry and RTS/RFS Telnet tests are OK (mandatory)
→ Pre-PROD CCG Order Entry and RTS/RFS Logon test is OK (recommended)
→ Pre-PROD Multicast test is OK

Members are strongly encouraged to validate the multicast data on 31 July.

Multicast is only available during Saturday Dress Rehearsals.

→ Pre-PROD Migration Testing Status Form is returned to [email protected] and

[email protected] between 26 July and 16 August
→ Participation in at least one Saturday End-to-End Dress Rehearsal is OK (strongly recommended)

™ Members should communicate which Dress Rehearsal they plan to attend by 23 July
™ Members should confirm via the Testing Status Form the Dress Rehearsal Participation
date
™ Members should also use the Testing Status Form to indicate the results of the dress
rehearsal.

Members should implement and validate their Basildon data centre configurations by 25
September for Regulated Markets and 9 October for NYSE Arca Europe.

Order Entry and Market Data Access to the Paris Production Platform will no longer be possible
following the Go-Live Migration on 25 September for Regulated Markets and 9 October for NYSE
Arca Europe.

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5 DRESS REHEARSAL PARTICIPATION CHECKLIST

5 Prerequisites for participation in a dress rehearsal:

→ Pre-PROD CCG Order Entry and RTS/RFS Telnet tests validated before the dress rehearsal OK
(mandatory)
→ Pre-PROD CCG Order Entry and RTS/RFS Logon test validated before the dress rehearsal is OK
(recommended)
→ Pre-Prod Market Data: the following network changes should be validated prior to participating in
the Saturday dress rehearsal:

™ Firewall updated for the new multicast source IP address ranges and netmasks
™ TCP retransmission server IP addresses have been updated
™ TCP refresh server IP addresses have been updated
™ When configuring firewalls, customers should use the source IP ranges provided, not
specific IP addresses.

A successful telnet to the CCG, RTS, RFS is mandatory before participating in the dress rehearsals.

Members are encouraged to participate in the Saturday Go-Live migrations on 25 September for
Regulated Markets and 9 October for NYSE Arca Europe to implement and validate their Basildon
configurations, and not for technical troubleshooting.

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6 DRESS REHEARSAL IMPORTANT INFORMATION

Members are responsible for purging all market data and order entry data sent and received during the Saturday
dress rehearsal testing.
Members must restore/rollback their software applications back to the previous production versions if required.

Customers are requested to ensure their readiness for the next trading day’s activities following any Saturday dress
rehearsal testing.
Following dress rehearsal testing, members will be required to return the Testing Status Form with the dress
rehearsal section completed.
The dress rehearsals scope is outlined in appendix B.
The dress rehearsal schedule will be communicated at a later date.

Important information and schedule details will be posted on the Market Status website on the day of the
rehearsal: http://marketstatus.production.euronext.com/cash.htm

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7 IMPACT FOR CUSTOMERS

7.1 PHYSICAL CONNECTIVITY

Basildon is only accessible through the SFTI infrastructure using existing authorised member source IP
ranges.

MMBA customers are required to finish their migration to SFTI at least one week before the first rehearsal
date in order to perform tests safely.

Paris colocation members will no longer have access to the Production platform following the migration to the
Basildon data centre (please refer to section 5.6: Focus on Colocation customers)

When configuring firewalls, customers should use the source IP ranges provided, not specific IP addresses.

7.2 LOGICAL CONNECTIVITY

Few system and network configuration changes need to be implemented:

CCG Order Entry:

™ CCG Target IP addresses are new

™ All other session information remain the same: login names, port numbers, authorisations,
injection rates, protocols
Market Data:

™ Retransmission servers (RTS) TCP IP addresses are new

™ Refresh servers (RFS) TCP IP addresses are new
™ Multicast source IP addresses are new (ranges are larger)
™ Groups, rendezvous points and ports remain the same.

SLE ordering: New sessions and/or modifications to existing sessions will not be accepted during the
month of September. Members requesting SLE changes will need to ask for these changes to take place
before 1 September or after 10 October.

7.3 ACTIONS REQUIRED FROM CUSTOMERS

– MMBA customers: finish the migration before 28 August

– Existing colocation customers: ensure their new connectivity option is ready by 28 August
– Perform the system and network configuration changes to access the Basildon data centre for both order
entry and market data
– Allocate resources and time to conduct connectivity tests midweek
– Attend at least one of the Saturday dress rehearsals.

7.4 CUSTOMERS MIGRATING TO A NEW SFTI SITE

If the new SFTI site is not ready, customers are required to conduct all the tests from their existing SFTI sites
(with the exception of existing Cash colocation customers).

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7.5 FOCUS ON COLOCATION CUSTOMERS

– Colocation customers should follow the same migration readiness principles described above.

– To facilitate colocation testing, production market data from Paris will be accessible (applicable with SFTI IP
service only) from Basildon colocation on 15 June.

– Existing cash colocation customers in Paris moving to Basildon: customers are required to have
validated their infrastructure by 28 August.

– New colocation customers: we highly recommend that customers validate their infrastructure by 28
August.

– If the new colocation installation is not ready, customers are required to conduct all testing from their existing
sites.

– If, for any reason, LCN or SFTI Optic links are not available on rehearsal Saturdays, customers will be asked
to conduct their tests through the SFTI links. Customers will have the opportunity to migrate to LCN or SFTI
Optic at a later stage and in any case before the migration date.

– From 6 September until 15 September, a colocation-specific integration environment will be available to

colocation customers. Customers will have the opportunity to connect to a dedicated platform for both Order
Entry and Market Data. Customers will then have the opportunity to conduct end-to-end tests on their
infrastructure and more specifically run performance tests.

– Colocation customers should contact the ESD to book a timeslot from Monday to Wednesday for the
integration environment testing. Customers will have the opportunity to test both Order Entry (full order
acknowledgement) and Market Data Services (RTS, RFS, Multicasts).

– In order to get access to this environment, customers will need to request new logins for both Order Entry
and Market Data from the ESD. All configuration information (Multicast groups, IP ranges, etc) will also be
provided by the ESD.

– For timeslot bookings and help with the tests in the event of any technical issues, customers are invited to
call the European Service Desk (ESD).

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8 IMPORTANT REMINDERS

PROD: CCG Order Entry gateways will accept logon and order entry attempts from 06:00 - 22:00 CET. Members are,
however, strongly discouraged from performing these tests prior to 18:30 CET.

PROD: Anytime that logon and order entry is available. Please note that we discourage testing this prior to 18:30
CET.

PROD: In order to participate in the Saturday dress rehearsals, the telnet connectivity test must have already been
validated.

PROD: Members are required to attend at least one Saturday dress rehearsal to validate their migration readiness.
This will be the only opportunity to test the Universal Trading Platform Market Data (UTP-MD) multicast feeds, as
they are not available midweek.

PROD: If customer testing is not successful by 4 Sept, the Go-Live Migration Dates (25 Sept for Regulated Cash
Markets and 9 Oct) will not be modified. Customers must therefore begin testing (and alert problems) as early as
possible!

PROD: Customer testing will be available according to the Appendix A.

EUA & PROD: Following the migrations, Paris colocation + MMBA customers + VPN customers in EUA will no longer
have access.

EUA & PROD: Following each Go-Live Migration to Basildon, access to the Paris platform will no longer be possible.
(PROD Paris and PROD Basildon will never run in parallel).

EUA & PROD: Current configurations will remain exactly the same, with the exception of the target IP addresses.
Additional connections will not be required to perform this testing (with the exception of colocation customers: see
section 6.5).

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9 APPENDICES
All appendices are described in the following pages.

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Appendix A: Basildon Data Centre Migration Timeline

Week 20 (May Week 21 (May Week 22 (May Week 23 Week 24 Week 24

Regulated Cash Markets (equities, structured products and 17th) 24th) 31st) (June 7th) (June 14th) (June 21st)
Luxembourg segment, SmartPool and NYSE Arca Europe)
Monday, June
Mon-Wed Mon-Wed Mon-Wed Mon-Wed Mon-Tues
21st
Telnet to CCG
Order Entry Application-Logon to CCG
EXTERNAL
Application-CCG Order Entry EUA Live in
USER
Telnet to RTS/RFS Basildon
ACCEPTANCE
Market Data RTS/RFS Logon Test
Real-time Multicast

Week 30 (July Dress- Week 31 (Aug Week 32 (Aug Week 33 (Aug Week 34 (Aug Dress- Week 35 (Aug Dress- Week 36 (Sept Week 37 (Sept Week 38 (Sept
Go-LIVE September 27th
Regulated Cash Markets (equities, structured products and 26th) Rehearsal 2nd) 9th) 16th) 23rd) Rehearsal 30th) Rehearsal 6th) 13th) 20th)
Luxembourg segment) + SmartPool and NYSE Arca Europe Saturday, July Saturday, Saturday, Sept Saturday, Sept Monday, Sept
Mon-Frid Mon-Wed Mon-Wed Mon-Wed Mon-Wed Mon-Wed Mon-Wed Mon-Wed Mon-Wed
31st August 28th 4th 25th 27th
Telnet to CCG
Order Entry Application-Logon to CCG Regulated
Market +
Application-CCG Order Entry Connectivity Full End-to- Full End-to-
PRODUCTION rehearsal End testing End testing
Go-LIVE* Smartpool
Telnet to RTS/RFS live in
Market Data RTS/RFS Logon Test Basildon
Real-time Multicast

Week 39 (Sept Week 40 (Oct Week 41 (Oct

Go-LIVE
27th) 4th) 11th)
NYSE Arca Europe ONLY (continued)
Saturday, Oct Monday, Oct
Mon-Wed Mon-Wed
9th 11th
Telnet to CCG
Order Entry Application-Logon to CCG
NYSE Arca
Application-CCG Order Entry
PRODUCTION Go-LIVE* Europe live in
Telnet to RTS/RFS Basildon
Market Data RTS/RFS Logon Test
Real-time Multicast

Open from 06:00 - 13:00 CET Telnet to CCG Mandatory Connection to the CCG using existing ports with new Target IP's
Available from 6:00 - 22:00 CET Order Entry Application-Logon to CCG Recommended Test the CCG using existing logins + ports with new Target IP's
Suggested Test Schedule: from 18:30 - 22:00 CET Application-CCG Order Entry Recommended Submit an order to the CCG (will be rejected)
Available - Saturday Dress Rehearsal Telnet to RTS/RFS Mandatory Connection to the RFS & RTS using existing ports with new Target IP's
Go-Live: Full Basildon Access Market Data RTS/RFS Logon Test Recommended Test the RFS & RTS Servers using existing SourceID's & ports with new Target IP's
No Customer Testing available Real-time Multicast Mandatory Join the real-time multicast feeds (Members are encouraged to test this on 31 July)

* Members are encouraged to participate in the Saturday Go-Live migrations on 25 September for Regulated Markets and 9 October for NYSE Arca Europe to
implement and validate their Basildon configurations, and not for technical troubleshooting purposes.

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Appendix B: Rehearsals details

Regulated Cash Markets (equities, structured products and
Services Available Comments
Luxembourg segment, SmartPool and NYSE Arca Europe)
Telnet to CCG YES
Order Entry Application-Logon to CCG YES This rehearsal is solely dedicated for full connectivity testing for order entry and market data
Application-CCG Order Entry NO Order Entry: Orders will be rejected, and members will not receive any private messages (such as trades) from the exchange
Saturday, July 31st
Telnet to RTS/RFS YES Market Data: Only referential data and heartbeats will be disseminated.
Market Data RTS/RFS Logon YES Remark: Opportunity for members to test their market data technical readiness (firewall update/changes)
Real-time Multicast YES Specific rehearsal with no data received on order entry
Telnet to CCG YES
Order Entry Application-Logon to CCG YES This rehearsal is dedicated to trading testing in a similar way as "business as usual" trading session
Application-CCG Order Entry YES Order Entry: Trading as usual
Saturday, August 28th
Telnet to RTS/RFS YES Market Data: Trading as usual
Market Data RTS/RFS Logon YES Remark: Opportunity for members to perfom a full end to end testing (Technical and Functionnal)
Real-time Multicast YES
Telnet to CCG YES
Order Entry Application-Logon to CCG YES This rehearsal is dedicated to trading testing in a similar way as "business as usual" trading session
Application-CCG Order Entry YES Order Entry: Trading as usual
Saturday, Sept 4th
Telnet to RTS/RFS YES Market Data: Trading as usual
Market Data RTS/RFS Logon YES Remark: Last opportunity for members to perfom a full end to end testing (Technical and Functionnal)
Real-time Multicast YES

Regulated Cash Markets (equities, structured products and

Services Available Comments
Luxembourg segment, SmartPool
Telnet to CCG YES
Order Entry Application-Logon to CCG YES
Application-CCG Order Entry NO This rehearsal is solely for providing customers with a window time to:
Saturday, Sept 25th
Telnet to RTS/RFS YES Implement and validate their Basildon configuration, not for troubleshooting or testing.
Market Data RTS/RFS Logon YES
Real-time Multicast YES

NYSE Arca Europe ONLY Services Available Comments

Telnet to CCG YES

Order Entry Application-Logon to CCG YES
Application-CCG Order Entry NO This rehearsal is solely for providing customers with a window time to:
Saturday, Oct 9th
Telnet to RTS/RFS YES Implement and validate their Basildon configuration, not for troubleshooting or testing.
Market Data RTS/RFS Logon YES
Real-time Multicast YES

Telnet to CCG Connection to the CCG using existing ports with new Target IP's
Order Entry Application-Logon to CCG Test the CCG using existing logins + ports with new Target IP's
Application-CCG Order Entry Submit an order to the CCG
Telnet to RTS/RFS Connection to the RFS & RTS using existing ports with new Target IP's
Market Data RTS/RFS Logon Test Test the RFS & RTS Servers using existing SourceID's & ports with new Target IP's
Real-time Multicast Join the real-time multicast feeds

More details about the schedule will be communicated in due time

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Appendix C: Basildon Data Centre Migration Status Form (Illustration (*))

(*) PLEASE NOTE: The above is provided for an illustration only. The actual version will be provided via email before the test period.

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