23 13.1.1 Table 2: Summary of Order Entry and Market Data Feed Specification Changes The table below summarizes the order entry and data feed specification changes associated with the introduction of DRK orders. Contra Midpoint Only Plus (CMO+) CMO+ orders will only execute at the midpoint of the Protected NBBO. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 TSXUndisplayed (7726) = Y Indicates the order is completely undisplayed TSXPegtype (7723) = C or D Order responses: Fully Encrypted TradeReport: Private Content Undisplayed (604) = Y PegType (597) = C or D Public Content IsMidOnly (684) = Y (unless a CMO+ Dark Sweep order trades against a non-CMO+ order) Order Responses No Changes Message Type A – Trade: IsMidOnly = Y (unless a CMO+ Dark Sweep order trades against a non-CMO+ order) Order Responses No Changes Trade Report IsMidOnly (684) = Y (unless a CMO+ Dark Sweep order trades against a non-CMO+ order) Order Responses No Changes Trade IsMidOnly = Y (unless a CMO+ Dark Sweep order trades against a non-CMO+ order) Order Responses No Changes Trade / Trade Correction IsMidOnly = Y (unless a CMO+ Dark Sweep order trades against a non-CMO+ order) DRK Minimum Price Improvement (MPI) Peg Order is priced at one tick more aggressive than the same side Protected NBBO. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 TSXUndisplayed (7726) = Y Indicates the order is completely undisplayed TSXPegtype (7723) = x Order responses: Fully Encrypted Trade Report (private): Undisplayed (604) = Y PegType (597) = x No changes No changes No changes No changes
RkJQdWJsaXNoZXIy MjgzMzQ=