August 7, 2026
TMX IP Notice 2026-085
TMX Information Processor
UPDATE: TMX IP Feed Change - CIX Trading
Attention TMX IP Clients
Further to the TMX Information Processor notice 2026-070, the CIX Trading marketplace will consists of three order books: CIX ASPEN ("ASP"), CIX ASPEN VERT ("ASV"), and CIX MIDPOINT ("INC"). CIX Trading Inc. has received regulatory approval.
A Consolidated Data Feed ("CDF") will be introduced for each of the ASP, ASV, and INC. Furthermore, the data will be incorporated in the Canadian Best Bid and Offer ("CBBO"), Consolidated Depth of Book ("CDB"), and Consolidated Last Sale ("CLS") feeds.
Below are the latest technical changes:
| SPECIFICATION DOCUMENT | Tag# | UPDATED TECHNICAL CHANGES SUMMARY |
| CBBO | 247 |
|
| CDB | 247 |
|
| 636 |
|
|
| CDF | Transport Header: Exchange Identifier = "S" | |
| 247 |
|
|
| 636 |
|
|
| CDF Book Building Guideline |
|
|
| CLS | 247 |
|
| 636 |
|
|
| PSSA |
|
Below are the additional clarifications for Tags #196 (PublicPrice), #64 (Volume), and #41 (Price).
For CBBO and CDB Products:
● For lit CIX venues (ASP and ASV), the values for FieldIdentifier = 196 (PublicPrice) and FieldIdentifier = 41 (Price) will be passed through as a floating-point integer with 6 decimal places.
For CDF and CLS Products:
● For all CIX venues, the value for FieldIdentifier = 64 (Volume) will be passed through, as received, as the full integer value with 6 implied decimal places. Customers must divide Volume by one million.
● For all CIX venues, the values for FieldIdentifier = 41 (Price) will be passed through as a floating-point integer with 6 decimal places.
The updated TMX IP specifications are now available on the TMX Webstore, and will be effective in Q3, 2026, subject to change. The TMX IP GTE feeds are now available for clients upon request via our TMX Axis portal.
Regards,
The TMX IP Team
