System Admin News & Updates

MX: API Upgrade

December 23

The Montreal Exchange is upgrading its SAIL Order Entry to B3 and Market data HSVF to D7 protocols.

• SAIL Order Entry (B3) changes on the TT end are deployed in Production on December 19, 2022. The release note for the B3 protocol can be found here.
• MX has communicated that the new ‘Market’ order is pending regulatory approval and will not be available in Production. A future date will be communicated. TT FIX clients can submit orders using the pre-upgrade Market order type implementation from MX by setting tag 40=K, Market-with-Leftover-as-Limit.
• For FIX client apps, if “Intent To Cross” is set on TTUS accounts, it will be set on the order to the exchange. FIX Tag 16130 for ‘Intent To Cross’ will be added to TT FIX order execution reports (message type: 8) and TT FIX drop copy. This tag will be available in execution reports in UAT in January and Production in February 2023. The Order Routing FIX sessions will not support an override of “Intent To Cross” set on TTUS accounts.
• The HSVF D7 prices protocol is expected to be available in UAT and Production in February 2023.

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MX: API Upgrade

December 16

The Montreal Exchange is upgrading its SAIL Order Entry to B3 and Market data HSVF to D7 protocols.

• SAIL Order Entry (B3) changes are available in UAT for testing. The release note for the B3 protocol can be found here. These changes will be available in production on 19th December 2022.
• MX has communicated that the new ‘Market’ order (PriceType: W) is pending regulatory approval and will not be available in Production. A future date will be communicated.
• SAIL B3’s “Intent To Cross” is available in UAT for direct market order routing using TTW.
• FIX Tag 16130 for ‘Intent To Cross’ will be added to TT FIX Order routing and TT FIX drop copy. For FIX customers, this tag will be accessible in UAT in January and Production in February of 2023.
• The HSVF D7 prices protocol is expected to be available into UAT and Production in February 2023.

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MX: API Upgrade

December 9

The Montreal Exchange is upgrading its SAIL Order Entry to B3 and Market data HSVF to D7 protocols.

• SAIL Order Entry (B3) changes are available in UAT for testing. The release note for the B3 protocol can be found here. These changes will be available in production on 19th December 2022.
• SAIL B3’s “Intent To Cross” is available in UAT for direct market order routing using TTW.
• The HSVF D7 prices protocol is expected to be available into UAT and Production in February 2023.

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MX: API Upgrade

December 5

The Montreal Exchange is upgrading its SAIL Order Entry to B3 and Market data HSVF to D7 protocols.

• SAIL Order Entry (B3) changes are available in UAT for testing. The release note for the B3 protocol can be found here. These changes will be available in production on 19th December 2022.
• The HSVF D7 prices protocol is expected to be available into UAT and Production in February 2023.

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MX: API Upgrade

November 28

The Montreal Exchange is upgrading its SAIL Order Entry to B3 and Market data HSVF to D7 protocols.

• SAIL Order Entry (B3) changes are available in UAT for testing. The release note for the B3 protocol can be found here. These changes will be available in production on 19th December 2022.
• The HSVF D7 prices protocol is expected to be available into UAT and Production in February 2023.

Euronext: Change of format for Trading Venue Transaction ID (TVTIC) for Euronext Markets

December 5 – Exchange updated from November 28

A new field, Trade Unique Identifier (TUI) will be disseminated within the Order Entry Gateway, Market Data Gateway and Drop Copy and will be used as the new TVTIC (Trading Venue Transaction Identification Code) across all Euronext markets to uniquely identify a trade. TVTIC used for TRS22 purposes will have a new format. TT will implement the new field/format on December 5, 2022. This change is available in UAT.

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