March 30, 2023
Equities Notice 2023-011
TMX Equity Trading Notice
Reminder: Implementation Details for Q2 2023 Trading Enhancements
TMX Market Operations would like to remind all clients of the upcoming Q2 - 2023 Enhancements to the Toronto Stock Exchange ("TSX"), TSX Venture Exchange ("TSXV") and TSX Alpha Exchange ("TSXA"). These enhancements are currently available for testing in the GTE environment and are scheduled to be available in our production environment effective May 1st, 2023.
Implementation details can be found as follows:
Enhancement |
Markets |
Reference |
TSX ETF Indicative Midpoint |
TSX, TSXV |
Datalinx Notice 2023-001 |
Timestamp GranularIty |
TSX, TSXV, TSXA |
Datalinx Notice 2023-001 |
Enhanced Cancel Reason Codes |
TSX. TSXV, TSXA |
Equities Notice 2023-001 |
We are also advising clients that an additional reason code from what was originally announced will be made available as follows:
Specification |
Tag |
Field Name |
Comments |
FIX Order Entry |
58 |
Text |
‘Killed due to Post Only' |
Broadcast Feed |
616 |
ReasonCode* |
‘42' - Killed due to Post Only |
*The tag is private and thus fully encrypted
Updated specifications and technical details for these enhancements can be found on the TMX Webstore.