March 24, 2020 15:21:42
Dear Cboe Europe Equities Participants,
Cboe Europe Equities (Cboe) will be adding a new column "setter_size" to the Symbol Reference Data CSV Files in all Cboe Europe PRODUCTION environments, effective Friday 24th April 2020. This column will be added to the end of the files, and will contain the minimum number of shares required for an order to qualify for potential future 'setter' pricing schemes, if applicable. Where not applicable the column will be blank. Up until the point such a pricing scheme is launched, subject to regulatory approval, any values present in this column should be ignored.
Certification (UAT) Testing
This change to the Symbol Reference Data CSV Files will be made available in the Certification (UAT) environments for testing effective Monday 30th March 2020.
* Reference Data Specification
Please contact the Trade Desk or your Account Manager if you have any questions.
All current and historical Cboe notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.
Cboe Europe Equities
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