TRF Release Notes

Cboe Europe: New EU Venue Cboe RIC and Bloomberg codes & Reference Data changes, effective Mon 1st April 2019

March 01, 2019 13:15:39

Dear Cboe Europe Participants

Effective Monday 1st April 2019 (subject to EU venue launching) please be advised that new Cboe Europe Refinitiv (Reuters) RIC and Bloomberg Exchange codes are being introduced for the new EU venue represented as reuters_ric_bats and bloomberg_bats in the reference data file. As a consequence of this, Participants who are submitting Orders and/or TCRs to Cboe using Cboe Europe Refinitiv (Reuters) RIC values must use the correct venue suffix, otherwise the Order or TCR Will be rejected. Additionally, the Cboe Europe Refinitiv (Reuters) RIC will be blanked from the enhanced TRF and SIS reference data file. Details of both changes can be found below:

Order & TCR Entry Considerations:
If using the Cboe Europe Refinitiv (Reuters) RIC as the symbology for Order and TCR entry, the suffix used must be for the venue it is being entered into i.e. .CHI for UK, .CHE for EU, or .BS for UK, .BSU for EU etc. Using the incorrect suffix will result in your Order or TCR being rejected. Please note that Bloomberg Exchange Codes are not supported for Order or TCR entry.

This is effective in production from Monday 1st April 2019 (subject to EU venue launching). The new EU venue suffixes will be supported in UAT for Brexit test days and during production dress rehearsals.

Reference Data File changes:

Name

Bloomberg Exchange Code
(bloomberg_bats)

Refinitiv (Reuters) Exchange Code
(reuters_ric_bats)

UK

EU

UK

EU

CXE

IX

I2

.CHI

.CHE

BXE

EB

E2

.BS

.BSU

TRF

Will remain blank in file

Will remain blank in file

To be blanked from file

To be blanked from file

LIS

IX

I2

.CHI

.CHE

SIS

Will remain blank in file

Will remain blank in file

To be blanked from file

To be blanked from file

BXE, CXE & LIS

* reuters_ric_bats column - Currently only populated in the enhanced version of the file. The RIC values in this column will be as per the changes above.

* bloomberg_bats column - The Bloomberg ticker values in this column will be as per the changes above.
TRF & SIS
The .BCO suffix is not, nor has ever been supported for trade report or quote entry and therefore will be removed (blank) from the enhanced TRF and SIS reference data files. Participants who require this reference data should contact the appropriate vendor. The Cboe BXE and CXE exchange suffix (i.e. .CHI, .CHE, .BS, .BSU) is still supported for TCR and quote entry and can be found in the BXE and CXE symbol reference data files. Note that the APA Jurisdiction is determined by the submitting bank code and not symbol suffix.

* reuters_ric_bats column - Currently only populated in the enhanced version of the file. The values in this column will be removed (blank). The column will remain in the file.

Testing
The blanking of the reuters_ric_bats column values in the TRF and SIS symbol file will be effective in CERTIFICATION (UAT) environments from Monday 4th March 2019 and will remain in place going forward.

The new suffixes will be available for Order and TCR entry, in addition to being present in the symbol in CERTIFICATION (UAT) environments when configured as separate UK and EU venues (Brexit-mode) as per this schedule effective from Monday 4th March 2019.

Production
These changes will be available in PRODUCTION as part of our remaining Brexit Saturday Dress Rehearsal dates occurring on Saturday 2nd March and Saturday 16th March 2019, with attendance of at least one of these dates being mandatory, as per the Dress Rehearsal Testing Guide.

All of the above changes will take effect in the PRODUCTION environments at the start of day on Monday 1st April 2019 (subject to EU venue launching).

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk

Cboe Europe Equities

11 Monument Street | London, EC3R 8AF

T. +44 207 012 8901

E. [email protected] | cboe.com >