TRF Release Notes

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.