April 30, 2026
TMX IP Notice 2026-064

TMX Group

TMX Information Processor

TMX IP Feed Change - TSX Alpha Exchange

Attention TMX IP Customers

Further to the Equities Trading Notice 2026-007, TSX Alpha Exchange plans to introduce certain Dark order types to the Alpha Classic order book in Q3 2026, subject to regulatory approval.

The TMX Information Processor will implement these changes by adding existing tags and corresponding tag values on the Consolidated Data Feed (CDF) and the Consolidated Last Sale (CLS) as outlined below.

Feeds Technical Changes Summary
CDF Symbol Status Message & Stock Status Notification:
  • #605: AcceptUndisplayed
Trade Report:
  • #617: IsDark
CLS Trade Report:
  • #617: IsDark

Note that there are no changes to the CDF and CLS specifications. The latest versions of specifications are available on the TMX Webstore.

Regards,

TMX IP Team