TSX DRK Liquidity Guide

24 DRK Midpoint Peg An order with pre-trade anonymity which will only execute at the midpoint of the NBBO. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 TSXUndisplayed (7726) = Y Indicates the order is completely undisplayed TSXPegType (7723) = M Indicates order is priced at the National Best Bid/Offer midpoint Order responses: Fully Encrypted Trade Report (private): Undisplayed (604) = Y PegType (597) = M Added to private content LastSale (114) The execution price which may occur at an invalid trading increment Price (41) The execution price which may occur at an invalid trading increment Display volume (150) Set to zero for the side which is dark Message type A - Trade: Trade Price will be the execution price which may occur at an invalid trading increment Message type H – Trade Cancellation: Trade Price will be the execution price which may occur at an invalid trading increment Trade Report: Price (41) The execution price which may occur at an invalid trading increment Display volume (150) Set to zero for the side which is dark Equity Trade: LastSale The execution price which may occur at an invalid trading increment Price The execution price which may occur at an invalid trading increment Equity Trade Cancelled: LastSale The execution price which may occur at an invalid trading increment Price The execution price which may occur at an invalid trading increment Trade Report: LastSale The execution price which may occur at an invalid trading increment Price The execution price which may occur at an invalid trading increment Buy Display Volume Set to zero if side is dark Sell Display Volume Set to zero if side is dark Delayed Active Identifier An identifier to notify the participant that they were assigned the active side of the trade due to a re-pricing or triggering mechanism. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 Fill Report: TSXExchangeAdmin (6780) Position 7: ‘A’ Delayed Active Trade Report: Exchange-Admin (380) Position 7: ‘A’ Delayed Active No impact No impact No impact No impact

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