TSX DRK Liquidity Guide

23 TSX Min Interaction Size Prevents fills smaller than the minimum interaction size specified until the order’s volume has been depleted to the point that the remaining volume is less than the minimum interaction size. Supported on DRK orders only. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 TSXMinInteractionSize (6793) = value Order responses: Fully Encrypted Trade Report (private): MinInteractionSize (668) = value No changes No changes No changes No changes Seek Dark Liquidity Used on an IOC/FOK order to match against dark orders. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 DarkLiquidity (7731) = ‘1’ – trade with price improving dark only ‘2’ – trade with dark up to and including the NBBO Order responses: Fully Encrypted Trade Report (private): DarkLiquidity (613) = ‘1’ or ‘2’ No changes No changes No changes No changes

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