July 21, 2021
TMX IP Notice 2021-020
TMX Information Processor
Specification Updates to CDF
Attention TMX Information Processor Clients
Please be advised that effective October 18, 2021, the CDF specifications will be updated based on the TSX MOC Modernization announcement on March 25, 2021.
Please find below a summary table which outlines the updated version of the CDF Functional specification. Updated specifications are now available on the TMX Webstore.
| TMX IP Specification | Current Version | Future Versions and Effective Dates | Reasons for Specification Changes |
|---|---|---|---|
| CDF Functional Specification | 6.7 | 6.8 (October 18, 2021) | Section 5.5 - Added a note regarding the BlindOffsetAccepted tag. Section 5.8 - Removed "AuctionTradeBulk" from Business Action Section 5.11 - Added new tags MarketOrderImbalanceVolume (691), MarketOrderImbalanceSide (692), NearIndicativeClosingPrice (693), FarIndicativeClosing Price (694), PriceVariationIndicator (695), PairedVolume (698). Section 5.11 - Added clarification around timing of message. Sections 7, 8 and 9 - Added new Field Identifiers: MarketOrderImbalanceVolume (691), MarketOrderImbalanceSide (692), NearIndicativeClosingPrice (693), FarIndicativeClosing Price (694), PriceVariationIndicator (695), PairedVolume (698) |
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