TSX DRK Liquidity Guide

27 Min Qty The minimum quantity instruction determines the minimum aggregate total volume that must be satisfied for the order to trade, regardless of the size of any single contra side order. Supported on DRK orders only. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 MinQty (110) MinQty (598) Added to private No impact No impact No impact No impact IsDark A public identifier on trade reports that indicates the passive side of the trade was a DRK order. Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 No impact Trade Report: IsDark (617) = Y Message Type A – Trade: IsDark = Y Trade Report: IsDark (617) = Y Trade: IsDark = Y Trade / Trade Correction: IsDark = Y Execution against a Firm-up order Firm-up order against Firm-up order Firm-up order against Dark opt-in order Quantum Feeds FIX OE Broadcast Feed TL1 TL2 TQL1 TQL2 Execution report: On the Firm-up order side Field Identifier = 6780 TSXExchangeAdmin Position 1: “A” - Active Trade Report: IsConditional(688) = Y Message Type A – Trade: IsConditional = Y Trade Report: IsConditional (688) = Y Trade: IsConditional = Y Trade / Trade Correction: IsConditional = Y .

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