Market Notice 004/2022: ETF Market Data Issue

10-01-2022 11:21

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Good morning,

Please be aware that due to a market data issue on Euronext from 10:07 CET to 11:18 CET we were seeing intermittent crossed order books in a certain number of ETFs which was resulting in Euronext prices being removed from Apex VWAP calculations. These issues have now been resolved and all Spot VBBO and Apex VWAP calculations are now performing as normal.

Please see attached list of ETFs which were affected.

Apologies for any inconvenience caused, we will send further updates

Many Thanks

 

Please contact Market Control if you have any questions.