Release Notes

BATS Chi-X Europe: Update to Intermediary Relief Status, effective Mon 6th January 2014

December 20, 2013 09:29:15

Dear BATS Chi-X Europe Participants,

----------------No action required, for information purposes only------------------

Update to Participants Intermediary Relief Status

As a result of the BATS Chi-X Europe (BATS) change in regulatory status from Multilateral Trading Facility (MTF) to that of Recognised Investment Exchange (RIE), BATS has been in consultation with HM Revenue & Customs (HMRC) in the United Kingdom concerning the treatment of BATS Participants claiming Intermediary Relief from Stamp Duty and Stamp Duty Reserve Tax (SDRT) on UK securities.

What change is being made?

Under the existing arrangements, Participants may apply to HMRC (via BATS) to self-certify for intermediary relief status. If the application is successful Participants are able to apply the relief to trades executed on either of the BXE and CXE order books operated by BATS only. Application for relief on trades conducted on other trading venues and OTC trades could be achieved either through applying to HMRC directly, through an existing RIE, or to the MTF directly.

From Monday 6th January 2014 all existing and future intermediary relief associated to the BATS Trade System of Origin (TSO) codes of B & N will be migrated within Euroclear UK & Ireland from an MTF status to that of an RIE.

What is the impact for Participants?

The change to RIE status allows Participants to extend the intermediary relief status granted to BATS settlements, to settlements arising on other trading venues and OTC trades where the settlement in question is in securities which are recognised and regularly traded on BATS, without having to apply for additional intermediary relief through the routes described above. As a result of this status change there are no requirements for Participants to make any changes to existing BATS functionality or change existing applications for intermediary relief.

Who should I contact if I have any questions regarding this notice?

For tax questions on SDRT please contact HMRC directly: [email protected]

For questions relating to EUI Crest Participant Id codes please contact BATS Participant Services.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.
Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Trading Holiday Calendar - Upcoming Full Market Closures and Early Closures

December 18, 2013 16:32:00

BATS Chi-X Europe Trading Holiday Calendar - Closed on Wednesday 25th December 2013, Thursday 26th December 2013 and Wednesday 1st January 2014

Orderbook Overview

* Full Close The BATS Chi-X Europe BXE and CXE orderbooks will be closed on Wednesday 25th December 2013, Thursday 26th December 2013 and Wednesday 1st January 2014

* Early Close Several market segments on the BATS Chi-X Europe BXE and CXE orderbooks will close early for continuous trading on Tuesday 24th December 2013 and Tuesday 31st December 2013. The ETR service will close 20mins after the close of continuous trading of the respective market segment on these days. For further detail, please refer to the Trading Holiday Schedule available here: http://www.batstrading.co.uk/support/hours/

Trade Reporting Facility (TRF) Overview

* Full Close The BATS Chi-X Europe TRF will be closed for all Trade Reporting Services (TDM, SI and MTF Trade Reporting) on Wednesday 25th December 2013, Thursday 26th December 2013 and Wednesday 1st January 2014

* Early Close All market segments on the BATS Chi-X Europe TRF will close early at 13:50 UK time on Tuesday 24th December 2013 and Tuesday 31st December 2013, for all Trade Reporting Services (TDM, SI and MTF Trade Reporting).

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Upcoming Mandatory Multicast PITCH and TCP PITCH market data feed changes effective Fri 28th March 2014

December 09, 2013 16:16:05

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to its Production Multicast and TCP PITCH market data feeds, effective Friday 28th March 2014. The changes will impact all BATS Chi-X Europe orderbooks and trade reporting services (BXE, CXE and TRF). All Participants taking Multicast or TCP PITCH must be prepared for these changes from start of day on the effective date.

Summary of Changes

* Off-Book Trade Message - The Off-Book Trade Message will be renamed the Trade Report Message in the specification documentation

* Off-Book Trade Break Message - The Off-Book Trade Break Message will be removed. It will be replaced by a Modification Indicator of 'C' in the Trade Type Flags field of the Trade Report Message to indicate cancellation of a Trade Report. Furthermore, cancellations of Trade Reports older than 1 week will be possible on the market data feed.

* Shares field - The Shares field of the Trade Report Message is increasing in length from 4 bytes to 8 bytes

* Symbol field - The Symbol field of the Add Order-Long and Trade-Long Messages is increasing in length from 6 bytes to 8 bytes

* BCS flag - A new value of 'BCS' will be possible in the Execution Venue field of the Trade Report Message to indicate a 'Broker Crossing System' trade

* Trading Status Message - The Status flag in the Trading Status Message will be expanded to included various new values

* Transaction Sub-Category flag - A new BATS Specific Transaction Sub-Category flag will be added to the end of the Trade Type Flags field of the Trade Report Message

* New auction messages - Auction Summary and Auction Update Messages will be introduced for the support of auctions

* MMT flagging - MMT flags will be added to the Order Executed, Order Executed at Price/Size and Trade Messages

Reason for changes

These changes are being made in order to provide support for new products and services targeted for launch in 2014, including:

* BXTR v1.2 trade reporting services maintenance release. Functionality will be live as of the effective date of the new specification.

* Auctions capability. New message types and field enumerations. Launch date and scope of auction rollout to be communicated in 2014.

* ETF Trading at NAV

Documentation

The updated BATS Chi-X Europe Multicast PITCH (version 6.0) and TCP PITCH (version 4.0) specifications are available here: http://www.batstrading.co.uk/support/#menu-md-specs
Testing

The above market data changes will be made available for testing in the Certification (UAT) environments, from Tuesday 25th February 2014.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is authorised and regulated by the Financial Services Authority.

BATS Chi-X Europe: EMCF and EUROCCP complete transaction; BATS Chi-X Europe approved as additional shareholder

December 06, 2013 10:18:10

Dear BATS Chi-X Europe Participants,

We are delighted to confirm that EMCF and EUROCCP have completed their transaction to form the largest pan-European equities clearing house and that Dutch regulators have approved BATS Chi-X Europe and the DTCC as shareholders.

We will join current owners of EMCF - ABN AMRO Clearing Bank and NASDAQ OMX - as equal owners of the new entity, which from 6 January 2014, will be called European Central Counterparty NV.

The press release announcing the closure is attached.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is authorised and regulated by the Financial Services Authority.

BATS Chi-X Europe: UK & European Securities Markets Moving to a T+2 Settlement Cycle, effective 6th October 2014

December 02, 2013 11:55:16

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe (BATS) would like to draw Participants' attention to today's press release by Euroclear UK and Ireland announcing a change to its settlement cycle from T+3 to T+2 in the UK and Irish market. Effective 6th October 2014, all trades conducted on Regulated Markets and Multilateral Trading Facilities settling in Euroclear UK and Ireland will settle on a T+2 settlement cycle.

Below is a summary of the European markets BATS is currently aware of that will be announcing a move to a T+2 settlement cycle:

Country

Central Securities Depositary

Date to move to T+2

Belgium

Euroclear Belgium

6th October 2014

Denmark

VP Securities

6th October 2014

France

Euroclear France

6th October 2014

Finland

Euroclear Finland

6th October 2014

Ireland

Euroclear UK & I

6th October 2014

Netherlands

Euroclear Nederland

6th October 2014

Norway

VPS

6th October 2014

Sweden

Euroclear Sweden

6th October 2014

United Kingdom

Euroclear UK & I

6th October 2014

BATS is a member of the UK and European working groups co-ordinating the settlement cycle change, so will endeavour to keep Participants apprised on further market updates.

Please contact BATS Post Trade EU, Trade Desk EU or your Account Manager if you have any questions.
All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Lyxor to list two ETFs on BATS Chi-X Europe on 25th November 2013

November 14, 2013 09:29:24

Dear BATS Chi-X Europe Participants,

Further to recent announcements, BATS Chi-X Europe is pleased to announce the introduction of two Lyxor Exchange Trade Funds (ETFs) to its listings service. Effective Monday 25th November 2013, and subject to regulatory approval, the following two additional ETFs will be launched on the BATS Europe Regulated Market (BATS RM), the market for listed securities operated by BATS Chi-X Europe:

Company Name, UMTF Name, ISIN, Currency, MIC, Tick Type, Live Date, Trading Segment
Lyxor UCITS ETF Euro Stoxx 50, MSEp, FR0007054358, EUR, XPAR, tck_0025, 25/11/2013, REGM
Lyxor UCITS ETF MSCI Emerging Markets, LEMDl, FR0010435297, USD, XLON, tck_0010, 25/11/2013, REGM

These securities will be available for trading on the BATS RM segment of the CXE Lit and Dark orderbooks only. They will not be available for trading on the BXE orderbooks.

* Further Info:

o ETF Listings Homepage - http://www.batstrading.co.uk/etfs/

o FAQ - http://www.batstrading.co.uk/etfs/faq/

o CLP Description and Application Form - http://www.batstrading.co.uk/etfs/clp/

o Listings Service Description - http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ListingServiceDescription.pdf

o User Guide - http://www.batstrading.co.uk/etfs/user_guide/

o Reference Data Guide - http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data.pdf

o Rule Book and Participant Manual Documentation - http://www.batstrading.co.uk/regulation/library/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe Trade Reporting Services (BXTR): Market Data Information

November 08, 2013 14:14:33

Dear BATS Chi-X Europe Participants,

Further to recent announcements regarding BATS Chi-X Europe's (BATS) BXTR suite of trade reporting services, BATS would like to advise participants on how to obtain access to the BXTR trade and quote data.

The on-exchange component of the BXTR services is the Exchange Trade Report (ETR) service. The data from the ETR service is available on the existing BXE/CXE market data feeds. Existing direct data subscribers (both participants and non-participants) receive the ETR data in the TCP or multicast versions of the BXE/CXE data feeds with no work required to subscribe to the content.

The off-exchange components of the BXTR services are the Trade Data Monitor and SI Quoting Services. Existing direct data subscribers wishing to gain access to the data from these new services need to:

* (for TCP PITCH subscribers) request new TCP pitch logins.

* (for multicast PITCH subscribers) subscribe to new multicast groups and request multicast recovery logins.

Port requests should be made to the BATS Chi-X Europe Trade Desk. With regards to fees for these ports please consult the Connectivity price lists http://batstrading.co.uk/support/#menu-price-lists.

For existing subscribers there are no additional data fees (either distribution licences or end user fees).

There are no additional data agreements to sign to obtain access to the BXTR data.

For indirect users of BATS market data, vendors have been advised to include the BXTR data at no extra cost. Any firm wishing to take just BXTR data would need to subscribe to the overall Level 1 data package from BATS.

For more information on BXTR please see the following link: http://www.batstrading.co.uk/trs/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: First Listings Go Live 18th November 2013

November 08, 2013 08:33:16

Dear BATS Chi-X Europe Participants,

Effective Monday 18th November 2013, and subject to regulatory approval, the following two ETF securities will be launched on the BATS Europe Regulated Market (BATS RM), the market for listed securities operated by BATS Chi-X Europe:

Company Name, UMTF Name, ISIN, Currency, MIC, Tick Type, Live Date, Trading Segment
iShares MSCI Emerging Markets UCITS ETF (Inc), IEEMl, IE00B0M63177, GBX, XLON, tck_2500, 18/11/2013, REGM
iShares MSCI World Minimum Volatility UCITS ETF, MVOLl, IE00B8FHGS14, USD, XLON, lse1, 18/11/2013, REGM

These securities will be available for trading on the BATS RM segment of the CXE Lit and Dark orderbooks only. They will not be available for trading on the BXE orderbooks.

* These securities will be uniquely identifiable in the CXE reference data file by a value of REGM in the trading_segment column.

* Real-time market data in these securities will be available via the existing TCP PITCH and Multicast PITCH (matching unit 10) market data feeds.

* Trading Participants can expect no changes to their BOE or FIX order entry interfaces. The available order types and SOR routing strategies for listed securities (REGM) are detailed in Section 26 of the Participant Manual.

* Participants will be able to clear their trades in these listed ETFs/ETPs in exactly the same way that they clear all other ETF/ETP trades on BATS Chi-X Europe today.

* For settlement purposes, the BIC code of the Central Securities Depositary for securities listed on BATS Chi-X Europe will be published in the CSD column of the symbol reference data file.

* Order book trading hours of BATS RM listed securities will follow the same trading hours of existing securities on BATS Chi-X Europe: 0800 - 1630 UK time.

* Competitive Liquidity Provider (CLP) program - these ETFs will operate under a combination of BATS Chi-X Europe's Competitive Liquidity Provider (CLP) program that rebates liquidity providers based on their quoting activity and BATS Chi-X Europe's Maker / Taker pricing scheme that rebates liquidity providers based on their trading activity. The CLP is an innovative program that has been used by BATS Exchanges in the U.S. since January 2012 to create tighter spreads, more size at the Best Bid and Offer (BBO) and greater depth of liquidity.

* Testing - several listed securities (REGM) are already available in the Certification (UAT) system for testing today. Prospective CLP firms as well as regular trading Participants are encouraged to test their systems' capability to submit orders and generate executions, as well as receive market data in BATS RM listed securities in the Certification environment before the Production launch on Monday 18th November 2013.

* Further Info:

o ETF Listings Homepage - http://www.batstrading.co.uk/etfs/

o FAQ - http://www.batstrading.co.uk/etfs/faq/

o CLP Description and Application Form - http://www.batstrading.co.uk/etfs/clp/

o Listings Service Description - http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ListingServiceDescription.pdf

o User Guide - http://www.batstrading.co.uk/etfs/user_guide/

o Reference Data Guide - http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data.pdf

o Rule Book and Participant Manual Documentation - http://www.batstrading.co.uk/regulation/library/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Listings Reference Data Guide

November 04, 2013 14:37:08

Dear BATS Chi-X Europe Participants,

Further to recent announcements on our forthcoming listings services, BATS Chi-X Europe (BATS) would like to update Participants on how it will differentiate between primary and secondary listings and how settlement within an international Central Securities Depositary (iCSD) e.g. Euroclear Bank will be treated.

Listing Categories
BATS expects to add "primary" listings following the recently announced "secondary" listings of two iShares ETFs. Primary listings are classified as a listing with a unique ISIN/CCY combination or an existing ISIN/CCY combination with a new CSD (Central Securities Depositary) relationship, not listed on another EEA Regulated Market. Secondary listings are defined as an ISIN/CCY/CSD combination already listed on another EEA Regulated Market.

Reference data
Primary listed symbols in the BATS reference data file will use "x" to uniquely identify BATS as the primary listing market e.g. TESTx, along with a MIC code of CHIX and a Reuters Exchange Code of CHI. Secondary listings continue to carry the underlying reference data of the primary market e.g. TESTl, XLON, l.

Settlement location
Participants should use the CSD column within the reference data file to identify the settlement location of listed securities. Any primary or secondary listing settling in the iCSD Euroclear Bank would be displayed through a SWIFT BIC value of MGTCBEBE. Participants wishing to settle within Euroclear Bank should contact their clearing member to complete the appropriate CCP paperwork (due to interoperability restrictions, this is through EMCF only).

The above information is summarised in the attached reference data guide (also detailed below) with examples of how this may look in the BATS reference data file.

Listing Services - Reference Data

Key attributes in the BATS Chi-X Europe (BATS) Reference Data file for securities listed on BATS' Regulated Market are outlined below:

1. all listed securities are uniquely identifiable by a value of REGM in the trading segment column. Securities admitted to trading on BATS' MTF will be flagged as MTF in this column

2. all Primary Listings (those classified as not listed on another EEA Regulated Market) carry a suffix of "x" on the BATS security name and have a MIC of CHIX and a trading segment identifier of REGM

3. BATS' and its Participants Smart Order Routers are supported without change, through BATS Secondary Listings carrying the MIC of the Primary Listing venue, e.g. XLON for London Stock Exchange primary listed securities, and a trading segment of REGM

4. all listed securities can settle in their Issuer designated national or international settlement location

The reference data file columns are further described in the Reference Data Guide (below). http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data.pdf

Examples of BATS Chi-X Europe CXE reference data
There are three listing permutations and one admitted to trading example; Primary Listings, Secondary Listings and, in each case, settlement in the national CSD or an international CSD like Euroclear Bank. The below table is a representation of how listed and non-listed securities may be displayed in the BATS reference data file and shouldn't be used as actual reference data.

company_name, bats_name, isin, ccy, mic, Rec*, asset_class, csd, Corporate_action_status, trading_segment

TESTx, TESTx, BXTEST000004, GBX, CHIX, CHI, ETF, CRSTGB22, E (Ex-Div), REGM
iShares MSCI Emerging Markets UCITS ETF (Inc), IEEMl, IE00B0M63177, GBX, XLON, L, ETF, CRSTGB22, REGM,
ABC Global ETF, ABCx, AB0001234567, USD, CHIX, CHI, ETF, MGTCBEBE, , REGM
Lyxor ETF STOXX Europe 600 Auto & Parts, AUTp, FR0010344630, EUR, XPAR, PA, ETF, MTF

*rec = Reuters Exchange Code denotes the underlying country/venue which may be used for routing purposes. The CSD column should be used to determine the settlement location for securities with a trading segment of REGM.

Central Securities Depositary (CSD)
The CSD of BATS listed securities (those with REGM in the trading segment column) will be populated with the SWIFT BIC code of the CSD.

* Further Information

o ETF Listings Homepage - http://www.batstrading.co.uk/etfs/
o FAQ - http://www.batstrading.co.uk/etfs/faq/
o Listings Service Description - http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ListingServiceDescription.pdf
o User Guide - http://www.batstrading.co.uk/etfs/user_guide/
o Rule Book and Participant Manual Documentation - http://www.batstrading.co.uk/regulation/library/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.
Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Technical Requirements for Pan-European Listings Service launching November 2013

October 10, 2013 09:44:41

Dear BATS Chi-X Europe Participants

As recently announced, BATS Chi-X Europe will be launching a Pan-European Listings Service in November 2013.

For readiness, Participants should note:

* Reference Data

o All Regulated Market Listed securities will be uniquely identifiable in BATS Chi-X Europe symbol reference data files by a value of REGM in the trading_segment column. Existing MTF securities will be flagged as MTF in this column.

o Regulated Market Primary Listings will have a MIC of CHIX and trading_segment of REGM. Regulated Market Secondary listings will have a regional MIC, e.g. XLON for London Stock Exchange primary listed securities, and trading_segment of REGM.

o These reference data file columns are further described in the Reference Data Guide. They are currently available to test against in the Certification (UAT) environment and will be available in Production effective Friday 18th October 2013.

o Successful processing of the above is the key technical requirement for readiness for the upcoming BATS Chi-X Europe Pan-European Listings Service launch.

* Market Data

o Market data generated from Listed securities will be available via the existing TCP PITCH and Multicast PITCH data feeds.

o The Volatility Limit Trading Status (static collar) will only be possible on Listed securities (both Primary and Secondary Listed).

o The Auction Trading Status will also only be possible on Listed securities, however will not be introduced until Q1 2014.

o Listed securities will be located on Matching Unit 10, and on the CXE Lit and Dark orderbooks only.

* Trading

o Trading Participants can expect no changes to BOE or FIX order entry interfaces. The available order types and SOR routing strategies on Listed securities (REGM) are detailed in Section 26 of the Participant Manual.

* Clearing

o Participants will be able to clear their trades in Listed ETFs/ETPs in exactly the same way they clear all other ETF/ETP trades on BATS Chi-X Europe.

* Settlement

o The BIC code of the Central Securities Depositary for Listed securities will be published in the CSD column of the symbol reference data file.

* Corporate Action Status

o EX-DIV corporate action events will be indicated via the corporate_action_status column of the symbol reference data file upon the ex-date.

* Trading Hours

o Trading Hours of Listed securities will follow the same trading hours of existing securities on BATS Chi-X Europe.

* Testing

o Certification (UAT) - Several Listed securities (REGM) are already available in the Certification (UAT) system for testing today. Participants are encouraged to test their system's capability to submit orders and generate executions, as well as receive market data in Listed securities in the Certification environment before the Production launch in November.

o Production - A test Listed symbol, TESTx, has been assigned to Matching Unit 10 and is available for testing of order entry, executions and market data consumption. No clearing is possible on any trades in TESTx.

* Further Info

o ETF Listings Homepage - http://www.batstrading.co.uk/etfs/

o FAQ - http://www.batstrading.co.uk/etfs/faq/

o Listings Service Description - http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ListingServiceDescription.pdf

o User Guide - http://www.batstrading.co.uk/etfs/user_guide/

o Reference Data Guide - http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data.pdf

o Rule Book and Participant Manual Documentation - http://www.batstrading.co.uk/regulation/library/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe announces forthcoming Pan-European Listings Service in November 2013

October 08, 2013 08:44:16

Dear BATS Chi-X Europe Participants
The purpose of this announcement is to inform Participants that BATS Chi-X Europe will be launching its Pan-European Listings Service in November 2013.

iShares (r), the exchange-traded funds (ETF) platform of BlackRock, will become the first issuer to list on the Regulated Market segment of the BATS Chi-X Europe exchange.

Participants interested in understanding more about this initiative should visit the following webpage: http://www.batstrading.co.uk/etfs/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

FINAL REMINDER - BATS Chi-X Europe: Upcoming matching unit distribution change for Milan and Madrid instruments, effective Mon 7th October 2013

September 30, 2013 10:49:23

Dear BATS Chi-X Europe Participants

This is the final reminder for the upcoming mandatory matching unit distribution change for Milan and Madrid instruments.

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to its Production BXE and CXE Multicast market data feeds and Binary Order Entry, effective from start of business on Monday 7th October 2013.

In summary, the changes are as follows:

* All Milan (MTAA and ETFP) and Madrid (XMCE) instruments currently on Unit 10, will be migrated onto Unit 9.

* Unit 10 will be reserved for BATS Chi-X Europe Primary Listings which will be announced in due course.

Specifically, these changes will impact any Participants who currently:

* Receive Primary and Secondary Multicast Gig and WAN-shaped Production market data feeds.

* Use Binary Order Entry (BOE). All Milan and Madrid BOE messages will be created from Matching Unit 9. Matching Unit 10 will be reserved for BATS Chi-X Europe Primary Listings which will be announced in due course.

All the above impacted Participants must be prepared for these changes upon the effective date.

There is no impact to Participants currently receiving BATS Chi-X Europe TCP PITCH market data feed.

Testing
These changes are available for testing in the BATS Chi-X Europe Certification (UAT) environments.

Documentation
For further information on this new distribution please refer to the Updated BATS Chi-X Europe Multicast PITCH Specification.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

FINAL REMINDER - BATS Chi-X Europe: Upcoming BXE and CXE Multicast PITCH and TCP PITCH feed changes effective Weds 2nd Oct, 2013

September 25, 2013 13:20:57

Dear BATS Chi-X Europe Participants

This is the final reminder for the upcoming mandatory changes to the BXE and CXE Multicast and TCP PITCH market data feeds.

Effective from start of business on Wednesday, 2nd October 2013, BATS Chi-X Europe will begin sending two new message types on its Production BXE and CXE Multicast and TCP PITCH feeds. All Participants taking BXE or CXE Multicast or TCP PITCH must be prepared to receive these new message types upon the effective date.

Overview

New Message Types:

Trading Status Message - this new message type indicates the current status of a symbol and will be sent each time the status changes, for example from "Closed" to "Trading".

Statistics message - this new message type disseminates individual price statistics for a symbol (e.g High, Low, Open, Close) and will be sent whenever the value of one of these metrics has changed.
Documentation

The updated BATS Chi-X Europe Multicast PITCH and TCP PITCH specifications are available here: http://www.batstrading.co.uk/support/.

Testing

The new messages are available in the Certification (UAT) environments.
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

FINAL REMINDER - BATS Chi-X Europe: Disaster Recovery Test - Sat 28th Sept 2013

September 23, 2013 09:40:22

Dear BATS Chi-X Europe Participants

This is the last reminder for the upcoming Disaster Recovery test scheduled for this Saturday 28th September 2013.
Please confirm by reply ([email protected]) if you intend to take part, with the following information: contact names, numbers, email addresses.
If you have contacted us already, no further action is needed.

Please note the following update to the Disaster Recovery Testing Guide. Due to a ticker change, ZONu has been renamed to ZONOPu (Unit 6).

Disaster Recovery test - Saturday, 28th September 2013
As previously announced, BATS Chi-X Europe will be conducting a weekend Disaster Recovery test on the Production BXE and CXE order books on Saturday, 28th September 2013. The purpose of this testing day is for BATS Chi-X Europe to simulate various disaster recovery failover scenarios, including a test of market failover from its Primary data centre at Equinix Slough (LD4) to its Secondary data centre at Equinix Park Royal (LD3). Participant attendance is not mandatory but is strongly recommended as this exercise affords Participants the ability to observe how their trading and market data applications would function in the event of a disaster recovery (DR) event at BATS Chi-X Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the Disaster Recovery test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 26th September. No new port requests will be processed on Friday 27th September.
* Disaster Recovery test Schedule of Activities - Now available, please see attached

Key contacts on the day

* Any Participants experiencing problems on the day are advised to use the regular BATS Chi-X Europe support contacts:

o Network Connectivity Queries: the BATS Chi-X Europe NOC (+44.207.012.8905, [email protected])

o Application or Trading Queries: the BATS Chi-X Europe TradeDesk (+44.207.012.8901, [email protected])

* These regular support contacts will be available from 07:00 through 12:40 UK time

Conference Bridge

* There will be an open conference bridge used by BATS Chi-X Europe staff to disseminate regular progress updates throughout the day

* The conference bridge will be open for Participants to join from 07:30 UK time and will shut down at 12:40 UK time:

o UK Call-in Number: +44 207 897 0111

o Participant Passcode: 9212078983#

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe stock universe update regarding Austrian instruments

September 19, 2013 10:07:39

Dear BATS Chi-X Europe Participants

Due to a recent ISO MIC update, please be aware that the MIC code for Austrian (Vienna) instruments on BATS Chi-X Europe has now changed from WBAH to XWBO.
The updated Symbol Reference Data Files are available on our website at http://www.batstrading.co.uk/support/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER - BATS Chi-X Europe: Upcoming matching unit distribution change for Milan and Madrid instruments, effective Mon 7th October 2013

September 18, 2013 13:08:11

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to its Production BXE and CXE Multicast market data feeds, effective from start of business on Monday 7th October 2013.

In summary, the changes are as follows:

* All Milan (MTAA and ETFP) and Madrid (XMCE) instruments currently on Unit 10, will be migrated onto Unit 9.

* Unit 10 will be reserved for BATS Chi-X Europe Primary Listings which will be announced in due course.

Specifically, these changes will impact any Participants who currently:

* Receive Primary and Secondary Multicast Gig and WAN-shaped Production market data feeds.

* Use Binary Order Entry (BOE). All Milan and Madrid BOE messages will be created from Matching Unit 9. Matching Unit 10 will be reserved for BATS Chi-X Europe Primary Listings which will be announced in due course.

All the above impacted Participants must be prepared for these changes upon the effective date.

There is no impact to Participants currently receiving BATS Chi-X Europe TCP PITCH market data feed.

Testing
These changes will be made available for testing in the BATS Chi-X Europe Certification (UAT) environments effective from Friday 9th August 2013.

Documentation
For further information on this new distribution please refer to the Updated BATS Chi-X Europe Multicast PITCH Specification.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Please refer to the Technical Change Calendar which summarises all upcoming major technical changes.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER - BATS Chi-X Europe: Upcoming BXE and CXE Multicast PITCH and TCP PITCH feed changes effective Weds 2nd Oct, 2013

September 17, 2013 08:59:24

Dear BATS Chi-X Europe Participants

This is a reminder for the upcoming mandatory changes to the BXE and CXE Multicast and TCP PITCH market data feeds.

Effective from start of business on Wednesday, 2nd October 2013, BATS Chi-X Europe will begin sending two new message types on its Production BXE and CXE Multicast and TCP PITCH feeds. All Participants taking BXE or CXE Multicast or TCP PITCH must be prepared to receive these new message types upon the effective date.

Overview

New Message Types:

Trading Status Message - this new message type indicates the current status of a symbol and will be sent each time the status changes, for example from "Closed" to "Trading".

Statistics message - this new message type disseminates individual price statistics for a symbol (e.g High, Low, Open, Close) and will be sent whenever the value of one of these metrics has changed.
Documentation

The updated BATS Chi-X Europe Multicast PITCH and TCP PITCH specifications are available here: http://www.batstrading.co.uk/support/.

Testing

The new messages types will be available in the Certification (UAT) environments effective Tuesday, 27th August 2013.
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER - BATS Chi-X Europe: Disaster Recovery Test - Sat 28th Sept 2013

September 16, 2013 08:22:26

Dear BATS Chi-X Europe Participants

This is a reminder for the upcoming Disaster Recovery test scheduled for Saturday 28th September 2013.
Please confirm by reply ([email protected]) if you intend to take part, with the following information: contact names, numbers, email addresses.
If you have contacted us already, no further action is needed.

Disaster Recovery test - Saturday, 28th September 2013
As previously announced, BATS Chi-X Europe will be conducting a weekend Disaster Recovery test on the Production BXE and CXE order books on Saturday, 28th September 2013. The purpose of this testing day is for BATS Chi-X Europe to simulate various disaster recovery failover scenarios, including a test of market failover from its Primary data centre at Equinix Slough (LD4) to its Secondary data centre at Equinix Park Royal (LD3). Participant attendance is not mandatory but is strongly recommended as this exercise affords Participants the ability to observe how their trading and market data applications would function in the event of a disaster recovery (DR) event at BATS Chi-X Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the Disaster Recovery test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 26th September. No new port requests will be processed on Friday 27th September.
* Disaster Recovery test Schedule of Activities - Now available, please see attached

Key contacts on the day

* Any Participants experiencing problems on the day are advised to use the regular BATS Chi-X Europe support contacts:

o Network Connectivity Queries: the BATS Chi-X Europe NOC (+44.207.012.8905, [email protected])

o Application or Trading Queries: the BATS Chi-X Europe TradeDesk (+44.207.012.8901, [email protected])

* These regular support contacts will be available from 07:00 through 12:40 UK time

Conference Bridge

* There will be an open conference bridge used by BATS Chi-X Europe staff to disseminate regular progress updates throughout the day

* The conference bridge will be open for Participants to join from 07:30 UK time and will shut down at 12:40 UK time:

o UK Call-in Number: +44 207 897 0111

o Participant Passcode: 9212078983#

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

UPDATE - BATS Chi-X Europe: Upcoming Mandatory BXE and CXE Multicast PITCH and TCP PITCH feed changes effective Weds 2nd Oct, 2013

September 13, 2013 12:15:59

Dear BATS Chi-X Europe Participants

Due to recent participant feedback, the two new message types described in the attached notice will be disabled on one multicast unit on the BXE Certification (UAT) platform. This will provide a like-for-like UAT platform compared to the current Production platform for participants who wish to conduct their own internal market data testing against a UAT environment that is representative of current Production.

The one unit to be disabled will be Multicast matching unit 11 (XVTX and XSWX symbols) on the BXE Certification platform only, and this change will take effect from Tuesday, 17th September 2013.

The two new message types will remain enabled on all other matching units on both BXE and CXE Certification platforms moving forward.

As a reminder, the two new message types will go live on all Production matching units for both BXE and CXE on Wednesday, 2nd October 2013.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Please refer to the Technical Change Calendar which summarises all upcoming major technical changes.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

UPDATE - BATS Chi-X Europe: Changes to Symbol Reference File, effective 18th Oct, 2013

September 13, 2013 11:59:33

Dear BATS Chi-X Europe Participants

Further to the previous notice and due to recent participant feedback, BATS Chi-X Europe will be appending an additional column (Trading Segment) to the end of the PRODUCTION Symbol Reference Data CSV file, effective Friday 18th October 2013:

Symbol Reference Data CSV
In summary, the following columns will be added to the end of this file:

* CSD

* Corporate Action Status

* Supported Services

* Trading Segment

The additions above will be effective for the BXE, CXE and TRF symbol reference data files, upon the PRODUCTION effective date indicated above.

These changes, including detailed descriptions of each column have been reflected in the updated Reference Data Specification, and will be made available in the CERTIFICATION environments for testing from Tuesday 1st October 2013.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Please refer to the Technical Change Calendar which summarises all upcoming major technical changes.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER - BATS Chi-X Europe: Disaster Recovery Test - Sat 28th Sept 2013

September 09, 2013 09:00:09

Dear BATS Chi-X Europe Participants

This is a reminder for the upcoming Disaster Recovery test scheduled for Saturday 28th September 2013.
Please confirm by reply ([email protected]) if you intend to take part, with the following information: contact names, numbers, email addresses.

Disaster Recovery test - Saturday, 28th September 2013
As previously announced, BATS Chi-X Europe will be conducting a weekend Disaster Recovery test on the Production BXE and CXE order books on Saturday, 28th September 2013. The purpose of this testing day is for BATS Chi-X Europe to simulate various disaster recovery failover scenarios, including a test of market failover from its Primary data centre at Equinix Slough (LD4) to its Secondary data centre at Equinix Park Royal (LD3). Participant attendance is not mandatory but is strongly recommended as this exercise affords Participants the ability to observe how their trading and market data applications would function in the event of a disaster recovery (DR) event at BATS Chi-X Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the Disaster Recovery test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 26th September. No new port requests will be processed on Friday 27th September.
* Disaster Recovery test Schedule of Activities - Now available, please see attached

Key contacts on the day

* Any Participants experiencing problems on the day are advised to use the regular BATS Chi-X Europe support contacts:

o Network Connectivity Queries: the BATS Chi-X Europe NOC (+44.207.012.8905, [email protected])

o Application or Trading Queries: the BATS Chi-X Europe TradeDesk (+44.207.012.8901, [email protected])

* These regular support contacts will be available from 07:00 through 12:40 UK time

Conference Bridge

* There will be an open conference bridge used by BATS Chi-X Europe staff to disseminate regular progress updates throughout the day

* The conference bridge will be open for Participants to join from 07:30 UK time and will shut down at 12:40 UK time:

o UK Call-in Number: +44 207 897 0111

o Participant Passcode: 9212078983#

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

REMINDER - BATS Chi-X Europe: Upcoming BXE and CXE Multicast PITCH and TCP PITCH feed changes effective Weds 2nd Oct, 2013

September 05, 2013 08:17:53

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to its BXE and CXE Multicast and TCP PITCH market data feeds. Effective from start of business on Wednesday, 2nd October 2013, BATS Chi-X Europe will begin sending two new message types on its Production BXE and CXE Multicast and TCP PITCH feeds. All Participants taking BXE or CXE Multicast or TCP PITCH must be prepared to receive these new message types upon the effective date.

Overview

New Message Types:

Trading Status Message - this new message type indicates the current status of a symbol and will be sent each time the status changes, for example from "Closed" to "Trading".

Statistics message - this new message type disseminates individual price statistics for a symbol (e.g High, Low, Open, Close) and will be sent whenever the value of one of these metrics has changed.
Documentation

The updated BATS Chi-X Europe Multicast PITCH and TCP PITCH specifications are available here: http://www.batstrading.co.uk/support/.

Testing

The new messages types will be available in the Certification (UAT) environments effective Tuesday, 27th August 2013.
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

BATS Chi-X Europe: Changes to Symbol Reference File, effective 18th Oct, 2013

September 02, 2013 15:31:46

Dear BATS Chi-X Europe Participants

Effective Friday 18th October 2013, BATS Chi-X Europe will be making the following format changes to the PRODUCTION Symbol Reference Data CSV file:

Symbol Reference Data CSV
BATS Chi-X Europe is enhancing the Symbol Reference Data CSV file to provide additional information about each symbol. The following columns will be added to the end of this file:

* CSD

* Corporate Action Status

* Supported Services

The additions above will be effective for the BXE, CXE and TRF symbol reference data files, upon the PRODUCTION effective date above.

The changes have already been reflected in the updated Reference Data Specification, and will be made available in the CERTIFICATION environments for testing from Tuesday 1st October 2013.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Disaster Recovery Test - Sat 28th Sept 2013

August 09, 2013 16:58:44

Dear BATS Chi-X Europe Participants

Disaster Recovery test - Saturday, 28th September 2013
As previously announced, BATS Chi-X Europe will be conducting a weekend Disaster Recovery test on the Production BXE and CXE order books on Saturday, 28th September 2013. The purpose of this testing day is for BATS Chi-X Europe to simulate various disaster recovery failover scenarios, including a test of market failover from its Primary data centre at Equinix Slough (LD4) to its Secondary data centre at Equinix Park Royal (LD3). Participant attendance is not mandatory but is strongly recommended as this exercise affords Participants the ability to observe how their trading and market data applications would function in the event of a disaster recovery (DR) event at BATS Chi-X Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the Disaster Recovery test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 26th September. No new port requests will be processed on Friday 27th September.
* Disaster Recovery test Schedule of Activities - Now available, please see attached.

Key contacts on the day

* Any Participants experiencing problems on the day are advised to use the regular BATS Chi-X Europe support contacts:

o Network Connectivity Queries: the BATS Chi-X Europe NOC (+44.207.012.8905, [email protected]).

o Application or Trading Queries: the BATS Chi-X Europe TradeDesk (+44.207.012.8901, [email protected]).

* These regular support contacts will be available from 07:00 through 12:40 UK time.

Conference Bridge

* There will be an open conference bridge used by BATS Chi-X Europe staff to disseminate regular progress updates throughout the day.

* The conference bridge will be open for Participants to join from 07:30 UK time and will shut down at 12:40 UK time:

o UK Call-in Number: +44 207 897 0111

o Participant Passcode: 9212078983#

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Upcoming mandatory changes to Exchange Trade Report FIX messages, effective Fri 13th Sept 2013

August 07, 2013 09:15:00

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to the Production BXE and CXE Exchange Trade Report (ETR) FIX fields effective Friday 13th September 2013.

Please note, these forthcoming changes only impact Participants who currently utilise either the single or multi-party ETR off-book services via FIX protocol.

No other Participants are impacted. The changes provide more functional clarity for cancelling and amending ETRs, as well as for releasing ETRs which are subject to deferred publication.

Specifically, values for the following two FIX fields in Trade Capture Report (35=AE) messages sent back from BATS to the Participant will change:

* TradeReportTransType (487)
Currently, this field carries the values:

- 2 (Replace) for confirm

- 1 (Cancel) for a decline

Effective Friday 13th September 2013, the value of TradeReportTransType will always be copied from the incoming (Participant to BATS) TradeCaptureReport instead.

* TradeReportType (856)
Currently, this field carries the values:

- 0 (Submit) if original trade report used TradeReportTransType (487) = 0

- 4 (Addendum) for TradeReportTransType (487) = 2

- 7 ((Locked-In) Trade Break) for TradeReportTransType (487) = 1

Effective Friday 13th September 2013, the possible values for TradeReportType will be:

- 2 (Accept) for a confirm

- 3 (Decline) for a decline

- 0 (Submit) for an unsolicited change

Please note, that the MatchStatus (573) field in the Trade Capture Report message sent from BATS to the Participant is not undergoing any change and will continue to reflect the Confirmed or Declined status of the ETR.

The changes above will be made available for testing in the BXE and CXE Certification (UAT) environments, effective Tuesday 13th August 2013.

The updated BATS Chi-X Europe FIX specification is available here: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_FIX_Specification.pdf
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.
Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER - BATS Chi-X Europe: Changes to Symbol Reference File & Trade Data File, effective 16th Aug, 2013

August 06, 2013 09:52:09

Dear BATS Chi-X Europe Participants

Effective Friday 16th August, 2013, BATS Chi-X Europe will be making the following format changes to the PRODUCTION Symbol Reference Data CSV and Trade Data CSV files:

Symbol Reference Data CSV
BATS Chi-X Europe is enhancing the Symbol Reference Data CSV file to provide additional information about each symbol. The following column will be added to the end of this file:

* Reference Average Daily Turnover (expressed in EUR)

Trade Data CSV
BATS Chi-X Europe is enhancing the Trade Data CSV file (used for trade reconciliation) to provide additional information about each trade. The following columns will be added to the end of this file:

* Publication Date

* Publication Time

* Timing Indicator

* Trading Mode

* Transaction Category

* Negotiated Trade

* Publication Mode

All of the changes above will take effect for both the BXE and CXE order books.

These changes have already been reflected in the updated Reference Data Specification.

**Sample CSV files are already available from the CERTIFICATION environment for testing. Please refer to the Reference Data Specification for the URL locations of these files.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Upcoming matching unit distribution change for Milan and Madrid instruments, effective Mon 7th October 2013

August 05, 2013 16:08:10

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to its Production BXE and CXE Multicast market data feeds, effective from start of business on Monday 7th October 2013.

In summary, the changes are as follows:

* All Milan (MTAA and ETFP) and Madrid (XMCE) instruments currently on Unit 10, will be migrated onto Unit 9.

* Unit 10 will be reserved for BATS Chi-X Europe Primary Listings which will be announced in due course.

Specifically, these changes will impact any Participants who currently:

* Receive Primary and Secondary Multicast Gig and WAN-shaped Production market data feeds.

* Use Binary Order Entry (BOE). All Milan and Madrid BOE messages will be created from Matching Unit 9. Matching Unit 10 will be reserved for BATS Chi-X Europe Primary Listings which will be announced in due course.

All the above impacted Participants must be prepared for these changes upon the effective date.

There is no impact to Participants currently receiving BATS Chi-X Europe TCP PITCH market data feed.

Testing
These changes will be made available for testing in the BATS Chi-X Europe Certification (UAT) environments effective from Friday 9th August 2013.

Documentation
For further information on this new distribution please refer to the Updated BATS Chi-X Europe Multicast PITCH Specification.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER - BATS Chi-X Europe: Changes to Symbol Reference File & Trade Data File, effective 16th Aug, 2013

July 25, 2013 14:50:46

Dear BATS Chi-X Europe Participants

Effective Friday 16th August, 2013, BATS Chi-X Europe will be making the following format changes to the PRODUCTION Symbol Reference Data CSV and Trade Data CSV files:

Symbol Reference Data CSV
BATS Chi-X Europe is enhancing the Symbol Reference Data CSV file to provide additional information about each symbol. The following column will be added to the end of this file:

* Reference Average Daily Turnover (expressed in EUR)

Trade Data CSV
BATS Chi-X Europe is enhancing the Trade Data CSV file (used for trade reconciliation) to provide additional information about each trade. The following columns will be added to the end of this file:

* Publication Date

* Publication Time

* Timing Indicator

* Trading Mode

* Transaction Category

* Negotiated Trade

* Publication Mode

All of the changes above will take effect for both the BXE and CXE order books. The changes have already been reflected in the updated Reference Data Specification, and are available in the CERTIFICATION environment for testing with immediate effect.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe Notice Sale and Purchase Agreement signed to combine EMCF and EUROCCP

July 17, 2013 09:00:07

BATS Chi-X Europe Notice - Sale and Purchase Agreement signed to combine EMCF and EUROCCP

Dear BATS Chi-X Europe Participants

Please be advised that EMCF and EuroCCP today announced that the sale and purchase agreement has been signed to form a new pan-European cash equities clearing house, EuroCCP N.V.

As signatory to this agreement and investors in EuroCCP N.V., BATS Chi-X Europe is delighted to be able to help move this important development forward. The combination is designed to provide a low-cost, competitive and scalable cash equity clearing service provider for Europe. By combining the strengths of both CCPs, it will seek to deliver meaningful and sustainable benefits to our customers and the market in general.

The next stage of the deal involves obtaining regulatory and competition clearance with continuing dialogue with customers to ensure a successful merger of the two operating entities. More details will be provided in due course and additional information, including the press release regarding this agreement, can be found at: http://www.emcfeuroccp.co.uk/.

Please contact your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Changes to Symbol Reference File & Trade Data File, 16th Aug, 2013

July 05, 2013 13:45:17

Dear BATS Chi-X Europe Participants

Effective Friday 16th August, 2013, BATS Chi-X Europe will be making the following format changes to the PRODUCTION Symbol Reference Data CSV and Trade Data CSV files:

Symbol Reference Data CSV
BATS Chi-X Europe is enhancing the Symbol Reference Data CSV file to provide additional information about each symbol. The following column will be added to the end of this file:

* Reference Average Daily Turnover (expressed in EUR)

Trade Data CSV
BATS Chi-X Europe is enhancing the Trade Data CSV file (used for trade reconciliation) to provide additional information about each trade. The following columns will be added to the end of this file:

* Publication Date
* Publication Time
* Timing Indicator
* Trading Mode
* Transaction Category
* Negotiated Trade
* Publication Mode

All of the changes above will take effect for both the BXE and CXE order books. The changes have already been reflected in the updated Reference Data Specification, and are available in the CERTIFICATION environment for testing with immediate effect.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Upcoming BXE and CXE Multicast PITCH and TCP PITCH feed changes effective Weds 2nd Oct, 2013

June 27, 2013 14:55:09

Dear BATS Chi-X Europe Participants

BATS Chi-X Europe would like to highlight forthcoming mandatory changes to its BXE and CXE Multicast and TCP PITCH market data feeds. Effective from start of business on Wednesday, 2nd October 2013, BATS Chi-X Europe will begin sending two new message types on its Production BXE and CXE Multicast and TCP PITCH feeds. All Participants taking BXE or CXE Multicast or TCP PITCH must be prepared to receive these new message types upon the effective date.

Overview

New Message Types:

Trading Status Message - this new message type indicates the current status of a symbol and will be sent each time the status changes, for example from "Closed" to "Trading".

Statistics message - this new message type disseminates individual price statistics for a symbol (e.g High, Low, Open, Close) and will be sent whenever the value of one of these metrics has changed.
Documentation

The updated BATS Chi-X Europe Multicast PITCH and TCP PITCH specifications are available here: http://www.batstrading.co.uk/support/.

Testing

The new messages types will be available in the Certification (UAT) environments effective Tuesday, 27th August 2013.
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe announces forthcoming Trade Reporting Services

June 26, 2013 14:00:12

Dear BATS Chi-X Europe Participants
The purpose of this announcement is to inform participants that BATS Chi-X Europe will be launching a range of off-Exchange services during Q3 2013. As part of this initiative BATS Chi-X Europe is applying to the FCA for Trade Data Monitor (TDM) status.

Participants interested in understanding more about the range of on and off-Exchange reporting services offered by BATS Chi-X Europe are advised to visit the following webpage:

http://www.batstrading.co.uk/trs/

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

BATS Chi-X Europe: Weekend Disaster Recovery Test on Saturday 28th September, 2013

June 20, 2013 15:02:33

Dear BATS Chi-X Europe Participants,
The purpose of this announcement is to inform Participants that BATS Chi-X Europe will be conducting a weekend Disaster Recovery test on the Production BXE and CXE order books on Saturday, 28th September 2013.

The purpose of this testing day is for BATS Chi-X Europe to simulate various disaster recovery failover scenarios, including a test of market failover from its Primary data centre at Equinix Slough (LD4) to its Secondary data centre at Equinix Park Royal (LD3). Participant attendance is not mandatory but is strongly recommended as this exercise affords Participants the ability to observe how their trading and market data applications would function in the event of a disaster recovery (DR) event at BATS Chi-X Europe.

Participants should note the following:

* Participants will be able to test Production and DR connectivity, submit live FIX and BOE orders, and consume both TCP and Multicast PITCH market data throughout the day.

* All live symbols will be available for order submission.

* Viable amounts of load will be simulated for the purposes of market data consumption and throughput testing. Participants should clear down their applications at the end of the testing day to ensure unwanted data from this weekend test is not retained in their trading systems on the following Monday morning.

* No trades transacted on the day will be submitted for Clearing or Settlement.
* Participants can view their Secondary data centre IPs, Ports, and session ID information at any time by utilising the Ports Dashboard view of the secure Participant area of the BATS Chi-X Europe website.

* Any Participants who have not yet established physical connectivity to the Secondary data centre are advised to please contact the BATS Chi-X Europe Network Operations Centre (NOC). We recommend prompt action to minimise any risk associated with implementation delays that can occur when establishing new connectivity. Please refer to the BATS Chi-X Europe Connectivity Manual for further detail on available connectivity options.

Technical Specifications

Disaster Recovery Guide:

This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a data centre failover invocation by BATS Chi-X Europe.

Further information including a detailed schedule of activities for the duration of the day will be disseminated in due course.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER: BATS Chi-X Europe: Upcoming changes to Connectivity Pricing for Multicast GRP & SPIN ports, effective 1st July 2013

June 14, 2013 15:14:25

Dear BATS Chi-X Europe Participants

This a reminder to the previously announced Trade Desk Notice below, sent out on Friday, 17th May 2013, to inform Participants of important changes to the Multicast GRP & SPIN charges previously announced in December 2012. The revised charging structure is outlined below:

GRP & SPIN Fees - Effective 1st July 2013

Trading Participants

* BATS Chi-X Europe Trading Participants will receive one free set* of GRP and SPIN ports.

* Each subsequent set* of GRP and SPIN ports will be charged at GBP400 per month with a cap of GBP5000 per month.

Non-trading Participants

* BATS Chi-X Europe Non-Trading Participants (extranets and vendors) will receive one free set* of GRP and SPIN ports.

* Each subsequent set* of GRP and SPIN ports will be charged at GBP400 per month with a cap of GBP10000 per month.

*GRP & SPIN set: Includes redundant access to all order books, charge applies to GRP A & C ports only, ports B,D & E are included for redundancy without charge.

Connectivity Fees: http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ConnPricing.pdf

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

BATS Chi-X Europe: Upcoming changes to Connectivity Pricing for Multicast GRP & SPIN ports, effective 1st July 2013

May 17, 2013 11:48:28

Dear BATS Chi-X Europe Participants

The purpose of this notice is to inform Participants of important changes to the Multicast GRP & SPIN charges previously announced in December 2012. The revised charging structure is outlined below:

GRP & SPIN Fees - Effective 1st July 2013

Trading Participants

* BATS Chi-X Europe Trading Participants will receive one free set* of GRP and SPIN ports.

* Each subsequent set* of GRP and SPIN ports will be charged at GBP400 per month with a cap of GBP5000 per month.

Non-trading Participants

* BATS Chi-X Europe Non-Trading Participants (extranets and vendors) will receive one free set* of GRP and SPIN ports.

* Each subsequent set* of GRP and SPIN ports will be charged at GBP400 per month with a cap of GBP10000 per month.

*GRP & SPIN set: Includes redundant access to all order books, charge applies to GRP A & C ports only, ports B,D & E are included for redundancy without charge.

Connectivity Fees: http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ConnPricing.pdf

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

BATS Chi-X Europe: Upcoming Additions to Exchange Trade Report Functionality

May 16, 2013 16:17:47

Dear BATS Chi-X Europe Participants,

This Notice highlights two upcoming updates to the Exchange Trade Report (ETR) service, effective Monday 20th May, 2013.

Exchange Trade Report market hours
Please be advised that the ETR submission session will now be extended until 16:50 UK time. Market hours for ETRs will now be 08:00 - 16:50 UK time.

Multi-Party Exchange Trade Report
BATS Chi-X Europe (BATS) would like to announce additional functionality to its existing ETR service. The new Multi-Party functionality allows two trading Participants of BATS to bring an agreed trade on-exchange and through to both trading Participants' CCP(s) of choice under the existing interoperability model.

How the Multi-Party ETR Service works:

* Users of the Multi-Party ETR service must first complete the BATS Counterparty Trust Matrix, identifying BATS trading Participants with whom they agree to use this service.

* A BATS trading Participant agrees a trade with another BATS trading Participant bilaterally. The two parties agree to bring the trade on-exchange through the BATS ETR service.

* The selling counterparty (unless agreed otherwise) submits an ETR to BATS, identifying the other counterparty to the trade.

* BATS validates both counterparties to the trade, acknowledges the trade to the submitter and sends a drop copy of the trade to the counterparty against whom the trade is being alleged.

* Once validated the trade is reported* on the CXE or BXE trade feed as an Off-book Negotiated Trade (NT).

* The BATS trading Participant against whom the trade is being alleged is not required to positively acknowledge the trade to BATS, but can contact BATS to invalidate the trade if required.

* BATS sends the trade to both trading Participants' CCP(s) in real-time for risk management purposes and for netting with existing BATS order book trades.

* Interested BATS trading Participants are required to pass a certification test for this new functionality before enablement in Production. Please contact the Trade Desk to schedule a formal certification test.

*All ETRs previously trade reported should be flagged as such to avoid duplicate trade reporting

For further information on how the ETR service works and its key benefits please view the product flyer at the following link: http://cdn.batstrading.com/resources/participant_resources/BATSEuro_ETR.pdf.
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

BATS Chi-X Europe: Updated Instrument Statistics Guidance document available

May 14, 2013 15:44:39

Dear BATS Chi-X Europe Participants,

An updated BATS Chi-X Europe Instrument Statistics Guidance document is now available on our website, including the following 2 minor changes to the Off Book section of the statistics table:

* Addition of a "Late trades" description.

* Clarification that data consumers must reference the Trade Time, not the Sending Time.

Please contact the Trade Desk or your Account Manager if you have any questions.
All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

FINAL REMINDER: BATS Chi-X Europe: Upcoming Multicast PITCH and TCP PITCH feed changes effective Fri 10th May, 2013

May 02, 2013 16:20:51

Dear BATS Chi-X Europe Participants,

This notice is being sent as a final reminder to the attached previously announced Trade Desk Notice. As per the attached, from the start of business on Friday, 10th May 2013, BATS Chi-X Europe will begin sending three new message types on its Production Multicast and TCP PITCH market data feeds. Any Participants directly consuming BATS Chi-X Europe market data via either of these feeds must be prepared to receive these message types from Friday, 10th May 2013.

Please note that these new message types are currently available in the Certification environment for testing.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

REMINDER: BATS Chi-X Europe: Upcoming Multicast PITCH and TCP PITCH feed changes effective Fri 10th May, 2013

April 25, 2013 15:04:34

Dear BATS Chi-X Europe Participants,

This notice is being sent as a reminder to the attached previously announced Trade Desk Notice. As per the attached, from the start of business on Friday, 10th May 2013, BATS Chi-X Europe will begin sending three new message types on its Production Multicast and TCP PITCH market data feeds. Any Participants directly consuming BATS Chi-X Europe market data via either of these feeds must be prepared to receive these message types from Friday, 10th May 2013.

Please note that these new message types are currently available in the Certification environment for testing.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

REMINDER: BATS Chi-X Europe: Upcoming Multicast PITCH and TCP PITCH feed changes effective Fri 10th May, 2013

April 12, 2013 09:44:20

Dear BATS Chi-X Europe Participants,

This notice is being sent as a reminder to the attached previously announced Trade Desk Notice. As per the attached, from the start of business on Friday, 10th May 2013, BATS Chi-X Europe will begin sending three new message types on its Production Multicast and TCP PITCH market data feeds. Any Participants directly consuming BATS Chi-X Europe market data via either of these feeds must be prepared to receive these message types from Friday, 10th May 2013.

Please note that these new message types are currently available in the Certification environment for testing.

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

REMINDER: BATS Chi-X Europe: Decommission of legacy Chi-X FIX Compatibility Mode effective Weds 1st May, 2013

April 02, 2013 17:27:54

Dear BATS Chi-X Europe Participants,

Please be advised that the legacy Chi-X FIX Compatibility Mode will be decommissioned, effective Wednesday 1st May, 2013.

The Chi-X FIX Compatibility Mode was a special FIX implementation offered prior to the merger of BATS Europe and Chi-X Europe to ease the transition for Chi-X Europe Participants onto BATS technology back on the 30th April, 2012.

Any Participants who are still using the Chi-X FIX Compatibility Mode must now contact the BATS Chi-X Europe TradeDesk, certify to the native BATS Chi-X Europe FIX Specification and arrange a date to migrate before Wednesday 1st May, 2013.

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

BATS Chi-X Europe: Upcoming enhancements to Exchange Trade Report (ETR) service and documentation

March 28, 2013 09:52:21

Dear BATS Chi-X Europe Participants,

This Notice highlights a number of minor changes resulting from upcoming enhancements to the Exchange Trade Report (ETR) service, as well as the publication of a document outlining how ETR messages should be treated when maintaining instrument level statistics (for example high/low, volume, etc.).

Change Overview

There will be minor changes to the inbound order entry (FIX and BOE) protocols as well as to the outbound market data protocols (TCP PITCH and Multicast PITCH):

* The FIX and BOE changes are optional changes relating to the Trade Capture Report message type only and do not impact any other message type. For full information please consult the Revision History section of each protocol specification. These changes will be released into the PRODUCTION environment on Friday, 5th April 2013.

* The market data protocol changes relate to the Off-Book Trade Message in both TCP and Multicast PITCH. For full information please consult the Revision History section of each protocol specification. These changes will be released into the PRODUCTION environment as per previous announcements, on Friday, 10th May 2013.

Documentation

The updated BATS Chi-X Europe FIX and BOE Specifications are available here: http://www.batstrading.co.uk/support/#menu-tech-specs

The updated BATS Chi-X Europe TCP PITCH and Multicast PITCH specifications are available here: http://www.batstrading.co.uk/support/#menu-md-specs

The new BATS Chi-X Europe Instrument Statistics Guidance document is available here: http://cdn.batstrading.com/resources/participant_resources/Vendor_statistics_matrix.pdf

Certification Testing

The FIX and BOE changes will be available in the CERTIFICATION environments from Tuesday, 2nd April 2013.

The market data changes will be available in the CERTIFICATION environments from Friday, 29th March 2013.
Please contact the Trade Desk or your Account Manager if you have any questions.

BATS Chi-X Europe: Decommission of legacy Chi-X FIX Compatibility Mode effective Weds 1st May, 2013

March 04, 2013 11:05:00

Dear BATS Chi-X Europe Participants,

Please be advised that the legacy Chi-X FIX Compatibility Mode will be decommissioned, effective Wednesday 1st May, 2013.

The Chi-X FIX Compatibility Mode was a special FIX implementation offered prior to the merger of BATS Europe and Chi-X Europe to ease the transition for Chi-X Europe Participants onto BATS technology back on the 30th April, 2012.

Any Participants who are still using the Chi-X FIX Compatibility Mode must now contact the BATS Chi-X Europe TradeDesk, certify to the native BATS Chi-X Europe FIX Specification and arrange a date to migrate before Wednesday 1st May, 2013.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

BATS Chi-X Europe: Upcoming changes to SOR service and updated fee schedules, effective 1st March 2013

February 19, 2013 15:47:00

Dear BATS Chi-X Europe Participants,

BATS Chi-X Europe is pleased to announce the addition of the NasdaqOMX Stockholm market venue as an available destination for BATS Chi-X Europe smart order routing in Norwegian instruments effective Friday, 1st March 2013.

Summary
As of Friday, 1st March 2013 the BATS Chi-X Europe SOR routing service in Norwegian stocks will be available to the following market destinations: BXE, CXE, Turquoise, NasdaqOMX Stockholm and Oslo Bors.
This means that the existing suite of BATS Chi-X Europe Best Execution SOR strategies "BATS Select" - CYCLE, PARALLEL-D, PARALLEL-2D will now access a greater pool of liquidity for Norwegian stocks.

In addition, BATS Chi-X Europe would like to inform Participants of upcoming changes to its fee schedules, summarised below.

Smart Order Routing Fees - Effective Friday, 1st March 2013
As a result of a recent pricing increase on Oslo Bors, smart order routing services via BATS Chi-X Europe to Oslo Bors in Norwegian instruments will be charged at a 2.50bps rate, effective Friday, 1st March 2013.
Any trades executed on NasdaqOMX Stockholm in Norwegian instruments via BATS Chi-X Europe's smart order routing service, will be charged at 0.50bps.

Pricing Summary

* Any quantity executed on NasdaqOMX Stockholm in Norwegian instruments will be charged 0.50bps.

* Any quantity executed on Oslo Bors in Norwegian instruments will be charged 2.50bps

* Any quantity executed on the BATS Chi-X Europe markets (BXE or CXE) in Norwegian instruments will be charged or rebated in line with the standard BATS Chi-X Europe price list.

Exchange Trade Report Fees - Effective Friday, 1st March 2013
BATS Chi-X Europe would also like to inform Participants of upcoming changes to its fee schedules for the Exchange Trade Report service (used by Participants to bring pre-negotiated OTC trades on-exchange). For further detail, please refer to the Pricing flyer below effective Friday, 1st March 2013.

Documentation

* Pricing Flyer Effective Friday, 1st March 2013: http://cdn.batstrading.com/resources/participant_resources/BATSEuro_Pricing_Effective.pdf

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

BATS Chi-X Europe: Upcoming changes to FIX and BOE specs effective Fri 29th March, 2013

February 15, 2013 16:14:28

Dear BATS Chi-X Europe Participants,

Effective Friday, 29th March 2013, BATS Chi-X Europe will introduce functionality changes to the Trade Capture Report message type in the FIX and BOE protocol specifications. For further detail please refer to the Revision History section of each specification document.

Documentation:

* FIX spec: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_FIX_Specification.pdf

* BOE spec: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Binary_Order_Entry_Specification.pdf

The changes will be available for testing in CERTIFICATION from Tuesday, 12th March 2013.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

UPDATE: BATS Chi-X Europe: Upcoming Multicast PITCH and TCP PITCH feed changes effective Fri 10th May, 2013

February 14, 2013 15:38:18

Dear BATS Chi-X Europe Participants,

Further to the attached Trade Desk Notice sent out on 8th February 2013, announcing the addition of three new market data message types on Friday, 10th May 2013, BATS Chi-X Europe would like to announce that testing will be available in the Certification environment from the start of business on Tuesday, 2nd April, 2013.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
* BATS Trading Limited is authorised and regulated by the Financial Services Authority.
BATS Trading Limited is authorised and regulated by the Financial Services Authority. BATS Trading Limited is an indirect wholly-owned subsidiary of BATS Global Markets, Inc. and is a company registered in England and Wales with Company Number 6547680 and registered office at 10 Lower Thames Street, London EC3R 6AF. Confidentiality Notice: This email, including attachments, may include non-public, proprietary, confidential or legally privileged information. If you are not an intended recipient or an authorized agent of an intended recipient, you are hereby notified that any dissemination, distribution or copying of the information contained in or transmitted with this e-mail is unauthorized and strictly prohibited. If you have received this email in error, please notify the sender by replying to this message and permanently delete this e-mail, its attachments, and any copies of it immediately - you should not retain, copy or use this e-mail or any attachment for any purpose, nor disclose all or any part of the contents to any other person. Thank you.

BATS Chi-X Europe: Upcoming Multicast PITCH and TCP PITCH feed changes effective Fri 10th May, 2013

February 08, 2013 15:30:49

Dear BATS Chi-X Europe Participants,

BATS Chi-X Europe would like to highlight forthcoming changes to its Multicast and TCP PITCH market data feeds. Effective from start of business on Friday, 10th May 2013, BATS Chi-X Europe will begin sending three new message types on its Production Multicast and TCP PITCH feeds. All Participants taking Multicast or TCP PITCH must be prepared to receive these new message types upon the effective date.

Overview

New Message Types:

1. Unit Clear Message (Multicast PITCH) / Symbol Clear Message (TCP PITCH) - this new message is sent at start-up each day from BATS Chi-X Europe. It signifies to the Participant that order books should be cleared down. It may also be distributed in certain recovery events such as a data centre fail-over.

2. Off-Book Trade Message (Multicast PITCH and TCP PITCH) - this new message represents off-book trades and more clearly distinguishes these trades from on-book trades.

3. Off-Book Trade Break Message (Multicast PITCH and TCP PITCH) - this new message is sent when an Off-Book Trade Message is cancelled (busted).

Documentation

The updated BATS Chi-X Europe Multicast PITCH and TCP PITCH specifications are available here: http://www.batstrading.co.uk/support/#menu-md-specs

Testing

Test availability for these new message types in the Certification environments will be confirmed in due course.
Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

REMINDER : Decommission of legacy Chi-X Europe reference data file format effective Thurs 28th Feb, 2013

January 24, 2013 09:52:50

Dear BATS Chi-X Europe Participants,

Please be advised that BATS Chi-X Europe will cease to support the following legacy Chi-X Europe Symbol Reference Data (CHIXTSL.txt) and Tick Reference Data (CHIXDTT.txt) files effective Thursday 28th February, 2013.

Symbol Reference Data

http://www.batstrading.co.uk/CHIXTSL.txt
http://www.chi-xeurope.com/CHIXTSL.txt

http://www.batstrading.co.uk/bxe/market_data/symbol_listing/csv/chix
http://www.batstrading.co.uk/cxe/market_data/symbol_listing/csv/chix

Tick Reference Data

http://www.batstrading.co.uk/CHIXDTT.txt
http://www.chi-xeurope.com/CHIXDTT.txt

http://www.batstrading.co.uk/bxe/market_data/symbol_listing/tickcsv/chix
http://www.batstrading.co.uk/cxe/market_data/symbol_listing/tickcsv/chix

These files were replaced by new file formats upon the Chi-X Europe migration onto BATS technology back on 30th April, 2012.

Any participants still using the above legacy URLs must migrate to the new URLs by Thursday 28th February, 2013

Please refer to BATS Chi-X Europe Reference Data Documents for the new URLs and Reference Data Specification.

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

All current and historical BATS Chi-X Europe notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

BATS US Exchange - System Compliance Notice

January 10, 2013 08:16:04

Dear BATS Chi-X Europe Participants,

BATS Chi-X Europe would like to confirm that the System Compliance Notice published last night by BATS' US Exchanges relates to US specific order handling issues and does not affect trading on BATS Chi-X Europe.

The BATS US Member alert can be found at the following link http://www.batstrading.com/alerts/.

If you have any further questions relating to this issue, please contact your Account Manager.

Trade Desk
BATS Chi-X Europe ... Making Markets Better
P: +44.207.012.8901
E: [email protected]
www.batstrading.co.uk
BATS Trading Limited is authorised and regulated by the Financial Services Authority. BATS Trading Limited is an indirect wholly-owned subsidiary of BATS Global Markets, Inc. and is a company registered in England and Wales with Company Number 6547680 and registered office at 10 Lower Thames Street, London EC3R 6AF. Confidentiality Notice: This email, including attachments, may include non-public, proprietary, confidential or legally privileged information. If you are not an intended recipient or an authorized agent of an intended recipient, you are hereby notified that any dissemination, distribution or copying of the information contained in or transmitted with this e-mail is unauthorized and strictly prohibited. If you have received this email in error, please notify the sender by replying to this message and permanently delete this e-mail, its attachments, and any copies of it immediately - you should not retain, copy or use this e-mail or any attachment for any purpose, nor disclose all or any part of the contents to any other person. Thank you.