Order Types and Functionality Guide

7 1.3 Order and Trade Reporting Order and trade messages which include both public and private data may be submitted to the TMX through the TSX FIX order entry protocol through the client’s order entry connection. Corresponding responses will be sent to the client through this connection. TMX also provides a broadcast feed which provides real-time public trade and quote, as well as the participant’s private data associated with all its trades and orders. TMX provides real-time market data feeds in the proprietary STAMP and TMX eXtreme Message Transfer (XMT) protocols. STAMP Level 2 data feed is a real-time data transmission service that provides pre- and post-trade data delivered in a tag based data format and variable record length messages. TMX XMT Level 1 and Level 2 data feeds are a real-time data transmission service that provides pre- and post-trade data delivered in a binary data format and fixed record length messages. Level 1 content includes equity quote and equity trade information. Level 2 content includes full depth of book equity order and trade information.

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