Release Notes

Cboe Europe Equities: ESMA transparency update, effective Wed 1st April, 2020

March 26, 2020 10:44:29

Dear Cboe Europe Equities Participants

Following the ESMA publication of the results from the annual transparency calculations for equity and equity-like instruments, please be advised that all relevant changes will be applied to Cboe Europe Equities (Cboe) instruments with effect on Wednesday 1st April 2020.

The Production symbol files will be available from 10:00pm UK time on Tuesday 31st March, 2020. Participants are strongly advised to download the most up to date data from 07:00am UK time on Wednesday 1st April, 2020 in order to ensure that any late updates are not missed.

Certification (UAT) Testing:
These updates will be made available in the certification symbol reference files for the UAT environments effective Friday 27th March, 2020.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Cboe Europe Equities: ESMA transparency update, effective Wed 1st April, 2020

March 26, 2020 10:44:21

Dear Cboe Europe Equities Participants

Following the ESMA publication of the results from the annual transparency calculations for equity and equity-like instruments, please be advised that all relevant changes will be applied to Cboe Europe Equities (Cboe) instruments with effect on Wednesday 1st April 2020.

The Production symbol files will be available from 10:00pm UK time on Tuesday 31st March, 2020. Participants are strongly advised to download the most up to date data from 07:00am UK time on Wednesday 1st April, 2020 in order to ensure that any late updates are not missed.

Certification (UAT) Testing:
These updates will be made available in the certification symbol reference files for the UAT environments effective Friday 27th March, 2020.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Cboe Europe Equities: DXE CERTIFICATION Unavailable on Wednesday 25th March 2020

March 24, 2020 16:20:33

Dear Cboe Europe Equities Participants

Please note that due to internal testing, the DXE CERTIFICATION (UAT) test environment will be unavailable for the entire day tomorrow (Wednesday 25th March 2020).

The BXE, CXE, SIS, LIS and TRF CERTIFICATION test environments will continue to be available for testing as normal.

The DXE CERTIFICATION (UAT) test environment will become available again on Thursday 26th March 2020.

Please be aware that we reserve every Wednesday for internal testing, so participants should keep this in mind when planning testing activities within any of our CERTIFICATION environments.

All current and historical Cboe notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +4420 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Update on Cboe Europe Operations

March 24, 2020 15:32:07

Dear Cboe Europe Participants and Members of the Trading Community,

Cboe Europe continues to closely monitor developments concerning the novel coronavirus (COVID-19) and the guidance provided by government and public health agencies.

Following the stay-at-home directive set forth yesterday by the UK and Dutch governments, we wanted to update you on Cboe Europe's operations.
Cboe Europe's markets continue to operate normally. Currently, all Cboe Europe staff are working remotely from home and the majority have been working in this capacity for a number of days. Companywide, we have enacted robust business continuity plans that are designed to ensure we continue to operate our exchanges effectively while doing all that we reasonably can to help minimize the spread of COVID-19.
The UK stay-at-home directive includes exemptions for "essential financial services", which exempt Cboe Europe. For the health and safety of our associates and broader community, all Cboe Europe associates will continue to work remotely until further notice, but should any critical operational staff need to visit our facilities for any reason, this would be allowed under the exemption.
Cboe Europe is deeply committed to the orderly operation and surveillance of our markets to help ensure participants are able to execute their trading activities during this unprecedented time. We remain vigilant in monitoring our capacity and resiliency thresholds to help to ensure our markets continue to operate efficiently and effectively.

We will continue to monitor guidelines and work closely with regulators and market participants so that our markets continue to function and serve the needs of investors during this unprecedented crisis. We remain committed to the well-being and safety of our associates, customers and broader community.

For additional updates on Cboe's Business Continuity Plans, please refer to our COVID-19 webpage or contact the Trade Desk or your Account Manager if you have further questions.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Update on Cboe Europe Operations

March 24, 2020 15:31:57

Dear Cboe Europe Participants and Members of the Trading Community,

Cboe Europe continues to closely monitor developments concerning the novel coronavirus (COVID-19) and the guidance provided by government and public health agencies.

Following the stay-at-home directive set forth yesterday by the UK and Dutch governments, we wanted to update you on Cboe Europe's operations.
Cboe Europe's markets continue to operate normally. Currently, all Cboe Europe staff are working remotely from home and the majority have been working in this capacity for a number of days. Companywide, we have enacted robust business continuity plans that are designed to ensure we continue to operate our exchanges effectively while doing all that we reasonably can to help minimize the spread of COVID-19.
The UK stay-at-home directive includes exemptions for "essential financial services", which exempt Cboe Europe. For the health and safety of our associates and broader community, all Cboe Europe associates will continue to work remotely until further notice, but should any critical operational staff need to visit our facilities for any reason, this would be allowed under the exemption.
Cboe Europe is deeply committed to the orderly operation and surveillance of our markets to help ensure participants are able to execute their trading activities during this unprecedented time. We remain vigilant in monitoring our capacity and resiliency thresholds to help to ensure our markets continue to operate efficiently and effectively.

We will continue to monitor guidelines and work closely with regulators and market participants so that our markets continue to function and serve the needs of investors during this unprecedented crisis. We remain committed to the well-being and safety of our associates, customers and broader community.

For additional updates on Cboe's Business Continuity Plans, please refer to our COVID-19 webpage or contact the Trade Desk or your Account Manager if you have further questions.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Update on Cboe Europe Operations

March 24, 2020 15:31:49

Dear Cboe Europe Participants and Members of the Trading Community,

Cboe Europe continues to closely monitor developments concerning the novel coronavirus (COVID-19) and the guidance provided by government and public health agencies.

Following the stay-at-home directive set forth yesterday by the UK and Dutch governments, we wanted to update you on Cboe Europe's operations.
Cboe Europe's markets continue to operate normally. Currently, all Cboe Europe staff are working remotely from home and the majority have been working in this capacity for a number of days. Companywide, we have enacted robust business continuity plans that are designed to ensure we continue to operate our exchanges effectively while doing all that we reasonably can to help minimize the spread of COVID-19.
The UK stay-at-home directive includes exemptions for "essential financial services", which exempt Cboe Europe. For the health and safety of our associates and broader community, all Cboe Europe associates will continue to work remotely until further notice, but should any critical operational staff need to visit our facilities for any reason, this would be allowed under the exemption.
Cboe Europe is deeply committed to the orderly operation and surveillance of our markets to help ensure participants are able to execute their trading activities during this unprecedented time. We remain vigilant in monitoring our capacity and resiliency thresholds to help to ensure our markets continue to operate efficiently and effectively.

We will continue to monitor guidelines and work closely with regulators and market participants so that our markets continue to function and serve the needs of investors during this unprecedented crisis. We remain committed to the well-being and safety of our associates, customers and broader community.

For additional updates on Cboe's Business Continuity Plans, please refer to our COVID-19 webpage or contact the Trade Desk or your Account Manager if you have further questions.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Cboe Europe: Symbol Reference Data File change, effective Fri 24th April 2020

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.

Documentation

* 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/.

Trade Desk
Cboe Europe Equities
T. +4420 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

Cboe Europe: Symbol Reference Data File change, effective Fri 24th April 2020

March 24, 2020 15:21:38

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.

Documentation

* 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/.

Trade Desk
Cboe Europe Equities
T. +4420 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

Cboe Europe: Symbol Reference Data File change, effective Fri 24th April 2020

March 24, 2020 15:21:31

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.

Documentation

* 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/.

Trade Desk
Cboe Europe Equities
T. +4420 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

REMINDER: Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

March 18, 2020 16:00:37

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

This change will impact the following EOD reconciliation file:

Trade Data files containing Trade Reports

Column

Current Value

New Value

Trade Data files with Trade Report Information

Execution ID

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE order handler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes were deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

REMINDER: Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

March 18, 2020 16:00:29

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

This change will impact the following EOD reconciliation file:

Trade Data files containing Trade Reports

Column

Current Value

New Value

Trade Data files with Trade Report Information

Execution ID

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE order handler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes were deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

REMINDER: Cboe Europe Equities: Cboe Closing Cross (3C) Changes, effective 2nd March 2020

February 26, 2020 08:17:36

Dear Cboe Europe Participants,

Based on recent client feedback, Cboe Europe is pleased to announce the following changes to the Cboe Closing Cross (3C) service:

* The current operating hours for 3C of 1630 - 1715hrs (UK time) will be reduced by 20 minutes to 1630 - 1655hrs (aligning with listing market closing auction extensions)

* The current frequency of 3C crossings will be increased from 1 per minute, to 4 per minute occurring every 15 seconds

Production
The above changes will be effective from Monday 2nd March. All other functionality and commercial aspects of 3C will continue to operate as today.

Testing
The changes described above are already supported in the BXE Certification (UAT) environment.

Resources

* Trading Tariffs (no change - free until end of June 2020) http://cdn.cboe.com/resources/participant_resources/CboeUK_TradingPricing_Effective.pdf

* 3C web page http://markets.cboe.com/europe/equities/trading/closing_cross/

* Guidance note http://cdn.cboe.com/resources/participant_resources/BCE-GuidanceNote_3C_Final.pdf

* Technical Specifications (no change)

o FIX http://cdn.cboe.com/resources/participant_resources/BATS_Europe_FIX_Specification.pdf

o BOE http://cdn.cboe.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

o Multicast PITCH http://cdn.cboe.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf

Please contact your Account Manager if you have any questions, or the Sales team at [email protected]. All current and historical Cboe UK fee notices are available at https://markets.cboe.com/europe/equities/notices/fee_schedule/.

Thank you for your continued support.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

REMINDER: Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

February 25, 2020 08:21:12

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

Trade Data files containing trade reports

Execution ID column

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE order handler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes were deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

REMINDER: Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

February 25, 2020 08:21:12

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

Trade Data files containing trade reports

Execution ID column

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE order handler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes were deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

Cboe Europe Equities: Cboe Closing Cross (3C) Changes, effective 2nd March 2020

February 12, 2020 10:48:49

Dear Cboe Europe Participants,

Based on recent client feedback, Cboe Europe is pleased to announce the following changes to the Cboe Closing Cross (3C) service:

* The current operating hours for 3C of 1630 - 1715hrs (UK time) will be reduced by 20 minutes to 1630 - 1655hrs (aligning with listing market closing auction extensions)

* The current frequency of 3C crossings will be increased from 1 per minute, to 4 per minute occurring every 15 seconds.

Production
The above changes will be effective from Monday 2nd March. All other functionality and commercial aspects of 3C will continue to operate as today.

Testing
The changes described above are already supported in the BXE Certification (UAT) environment.

Resources

* Trading Tariffs (no change - free until end of June 2020) http://cdn.cboe.com/resources/participant_resources/CboeUK_TradingPricing_Effective.pdf

* 3C web page http://markets.cboe.com/europe/equities/trading/closing_cross/

* Guidance note http://cdn.cboe.com/resources/participant_resources/BCE-GuidanceNote_3C_Final.pdf

* Technical Specifications (no change)

o FIX http://cdn.cboe.com/resources/participant_resources/BATS_Europe_FIX_Specification.pdf

o BOE http://cdn.cboe.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

o Multicast PITCH http://cdn.cboe.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf

Please contact your Account Manager if you have any questions, or the Sales team at [email protected]. All current and historical Cboe UK fee notices are available at https://markets.cboe.com/europe/equities/notices/fee_schedule/.

Thank you for your continued support.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

Cboe Europe Equities: BXE and CXE Order Handler Maintenance Throughout Feb 2020

February 11, 2020 16:11:59

Dear Cboe Europe Equities Participants,

Please be advised that Cboe Europe Equities (Cboe) will be performing required infrastructure maintenance to CXE and BXE PRODUCTION FIX and BOE order handlers throughout February 2020. Participants may notice some latency changes as a consequence of that work.

All current and historical Cboe Europe notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk 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 >

REMINDER: Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

February 11, 2020 13:53:59

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

Trade Data files containing trade reports

Execution ID column

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE orderhandler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes were deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

REMINDER: Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

February 11, 2020 13:53:52

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

Trade Data files containing trade reports

Execution ID column

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE orderhandler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes were deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

FINAL REMINDER: Cboe Europe Equities - Decommission of Legacy Market Share Resource, effective 14th February 2020

February 06, 2020 09:17:26

Dear Cboe Europe Equities Participants,

Please note that effective end of business on Friday 14th February 2020, Cboe Europe Equities (Cboe) will decommission the legacy Cboe European Equities Market Share web resource which will no longer be accessible. The enhanced market share resource currently available at the following location http://markets.cboe.com/europe/equities/market_statistics/ will become the only Cboe European Equities Market Share resource from Friday 14th February 2020.

This decommission includes access to the legacy market share web resource through the Cboe Participant Portal https://batstrading.co.uk/account/market_share/, which will be replaced by the new enhanced market share web resource https://batstrading.co.uk/account/market_share_v2/market/.

The data and structure of the downloadable reports available from the enhanced market share resource differ to the legacy resource, therefore Cboe encourage early migration away from the legacy market share resource to ensure a seamless transition.

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

FINAL REMINDER: Cboe Europe Equities - Decommission of Legacy Market Share Resource, effective 14th February 2020

February 06, 2020 09:17:18

Dear Cboe Europe Equities Participants,

Please note that effective end of business on Friday 14th February 2020, Cboe Europe Equities (Cboe) will decommission the legacy Cboe European Equities Market Share web resource which will no longer be accessible. The enhanced market share resource currently available at the following location http://markets.cboe.com/europe/equities/market_statistics/ will become the only Cboe European Equities Market Share resource from Friday 14th February 2020.

This decommission includes access to the legacy market share web resource through the Cboe Participant Portal https://batstrading.co.uk/account/market_share/, which will be replaced by the new enhanced market share web resource https://batstrading.co.uk/account/market_share_v2/market/.

The data and structure of the downloadable reports available from the enhanced market share resource differ to the legacy resource, therefore Cboe encourage early migration away from the legacy market share resource to ensure a seamless transition.

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

FINAL REMINDER: Cboe Europe: BXE and CXE legacy Multicast PITCH feed infrastructure decommission, effective Mon 27th January 2020

January 21, 2020 13:45:29

Dear Cboe Europe Equities Participants

As a final reminder, the legacy BXE and CXE Multicast PITCH feed infrastructure will be sunset as follows:

* The legacy BXE and CXE GIG A (BA & XA), and WAN C (BC & XC) infrastructure will be decommissioned, effective from start of day Monday 27th January 2020.

* Please note legacy real-time feeds, GRP and SPIN port infrastructure will be decommissioned and Participants will be unable to subscribe to these services from start of day on the effective date.

* Participants are required to complete their migration to the previously announced new Multicast PITCH feed infrastructure to avoid any disruption to service:

o Participants should ensure they have migrated to the new BXE and CXE GIG A (BAn & XAn), and WAN C (BCn & XCn) infrastructure before Monday 27th January 2020.

* BXE and CXE Multicast PITCH configuration details can be found in Section 7.1/7.2 of the Multicast PITCH Specification.

* Detailed implementation guidance including network bandwidth management is provided in the Connectivity Manual - Appendix A.

* On Saturday 25th January 2020 Cboe exchange platforms will start-up without the legacy GIG A and WAN C multicast feeds, should Participants wish to test against this configuration. Participants may also notice a disruption or unavailability of TCP port listeners and multicast heartbeat messages for all services throughout the day.

* As of Monday 27th January 2020, the new feeds will be the only means of receiving Multicast PITCH data from the Cboe UK venue orderbooks (BXE and CXE).

* As previously announced, "EU" jurisdiction GRP ports on BXE and CXE will also be deprecated from Monday 27th January 2020.

Production Availability
The key Production Brexit milestones are listed in the following table. The milestones pertinent to this note are highlighted in yellow.
Target Date

Environment

Milestone

Monday 27th January 2020

Production

Sunset of legacy Multicast PITCH GIG A & WAN C infrastructure

Monday 27th January 2020

Production

Sunset of BXE and CXE "EU" jurisdiction GRP ports

Documentation

* Brexit FAQ

* Brexit Microsite

* Technical Specifications

* Connectivity Manual

* Multicast Pitch Specification

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +4420 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

Cboe Europe Equities: Trade Reports - Mandatory change to TradeID field, effective Mon 27th April

January 17, 2020 14:28:58

Dear Cboe Europe Equities Participants

Currently, the first three of twelve characters in the TradeID field (FIX tag 1003) supplied on Trade Capture Report messages (ETRs and TCRs) in BXE, CXE, DXE and the TRF environments are always set to "000". Effective Monday 27th April 2020, Cboe Europe Equities (Cboe) will begin to utilise all twelve characters in the TradeID field across the aforementioned production environments. Any participants who currently have their system configured to remove the three leading zeros should be aware that these will be utilised as part of the TradeID upon the effective date and review accordingly.

Furthermore, effective Monday 27th April 2020, the FIX tags and file columns described in the below table which are also used to convey a TradeID will be extended to always include these additional three characters across the aforementioned environments, as currently these are always stripped off.

Rationale for change
These changes will allow the Cboe systems to utilise all twelve characters of the TradeID on Trade Capture Report messages in preparation for a change to introduce unique identifiers over a period of one year, with the goal of allowing Participants to specify only this ID when amending or cancelling trade reports at a date to be announced in the future.

Impact
This change will impact the following FIX Tags as this extended value will also be used on the messages to the Central Counterparties (CCPs):

Changes Apply to Trade Report Messages (35=AE) Only

Field

Current Value

New Value

FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

ODROP ports monitoring FIX order handler ports with SideExecID enabled

SideExecID (FIX Tag 1427)

B818S00R50

B000818S00R50

FIXDROP ports monitoring FIX order handler ports with CCP Style ID enabled

ExecID (FIX Tag 17)

818S00T4M

000818S00T4M

ODROP ports monitoring BOE order handlers

TradeID (FIX Tag 1003)

818S00T4M

000818S00T4M

FIXDROP Ports - Trade Cancel/Correct (UCC) message for Trade Reports

ExecRefID (FIX Tag 19)

818S00T4M

000818S00T4M

Trade Data files containing trade reports

Execution ID column

818S00T4M

000818S00T4M

The changes do not impact:

* FIX New Order - Single messages (35=D)

* BOE orderhandler-submitted Trade Capture Reports

* The Cboe LIS platform

To determine if FIX tag 1427 is enabled on any of your ports, please use the Cboe Participant Portal by selecting, Logical Ports, More Options, Download Port attributes CSV and then check the downloaded file to verify whether CCP Style ExecID is set to yes.

Certification (UAT)

* The changes will be deployed in the BXE, DXE and TRF CERTIFICATION environments, effective Monday 27th January 2020

* The changes will be deployed in the CXE CERTIFICATION environment, effective Monday 23th March 2020

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >

REMINDER: Cboe Europe Equities - Decommission of Legacy Market Share Resource, effective 14th February 2020

January 14, 2020 16:32:41

Dear Cboe Europe Equities Participants,

Please note that effective end of business on Friday 14th February 2020, Cboe Europe Equities (Cboe) will decommission the legacy Cboe European Equities Market Share web resource which will no longer be accessible. The enhanced market share resource currently available at the following location http://markets.cboe.com/europe/equities/market_statistics/ will become the only Cboe European Equities Market Share resource from Friday 14th February 2020.

This decommission includes access to the legacy market share web resource through the Cboe Participant Portal https://batstrading.co.uk/account/market_share/, which is being replaced by the new enhanced market share web resource https://batstrading.co.uk/account/market_share_v2/market/.

All current and historical Cboe notices are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
T. +44 20 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >
* Cboe Europe Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.
* Cboe Europe BV is licensed to operate a Regulated Market, Multilateral Trading Facility and Approved Publication Arrangement by the Dutch Authority for the Financial Markets.

REMINDER: Cboe Europe: BXE and CXE legacy Multicast PITCH feed infrastructure decommission, effective Mon 27th January 2020

January 03, 2020 17:04:20

Dear Cboe Europe Equities Participants

As a reminder, the legacy BXE and CXE Multicast PITCH feed infrastructure will be sunset as follows:

* The legacy BXE and CXE GIG A (BA & XA), and WAN C (BC & XC) infrastructure will be decommissioned, effective from start of day Monday 27th January 2020.

* Please note legacy real-time feeds, GRP and SPIN port infrastructure will be decommissioned and Participants will be unable to subscribe to these services from start of day on the effective date.

* Participants are required to complete their migration to the previously announced new Multicast PITCH feed infrastructure to avoid any disruption to service:

o Participants should ensure they have migrated to the new BXE and CXE GIG A (BAn & XAn), and WAN C (BCn & XCn) infrastructure before Monday 27th January 2020.

* BXE and CXE Multicast PITCH configuration details can be found in Section 7.1/7.2 of the Multicast PITCH Specification.

* Detailed implementation guidance including network bandwidth management is provided in the Connectivity Manual - Appendix A.

* On Saturday 25th January 2020 Cboe exchange platforms will start-up without the legacy GIG A and WAN C multicast feeds, should Participants wish to test against this configuration. Participants may also notice a disruption or unavailability of TCP port listeners and multicast heartbeat messages for all services throughout the day.

* As of Monday 27th January 2020, the new feeds will be the only means of receiving Multicast PITCH data from the Cboe UK venue orderbooks (BXE and CXE).

* As previously announced, "EU" jurisdiction GRP ports on BXE and CXE will also be deprecated from Monday 27th January 2020.

Production Availability
The key Production Brexit milestones are listed in the following table. The milestones pertinent to this note are highlighted in yellow.
Target Date

Environment

Milestone

Monday 27th January 2020

Production

Sunset of legacy Multicast PITCH GIG A & WAN C infrastructure

Monday 27th January 2020

Production

Sunset of BXE and CXE "EU" jurisdiction GRP ports

Documentation

* Brexit FAQ

* Brexit Microsite

* Technical Specifications

* Connectivity Manual

* Multicast Pitch Specification

All current and historical Cboe notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

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

Trade Desk
Cboe Europe Equities
T. +4420 7012 8901 (UK); +31 20 299 6801 (NL)
E. [email protected] | cboe.com >