TRF Release Notes

Bats Europe: Upcoming Symbol Reference Data file URL changes effective 31st Jan, 2017

December 16, 2016 14:42:41

Dear Bats Europe Participants,

Please be advised that Bats Europe (Bats) will be making URL changes to the Symbol Reference Data files available to download on the Bats public website.
Effective Tuesday, 31st January 2017, Bats will redirect Symbol Reference Data file requests made to batstrading.co.uk URLs to the new bats.com equivalent URLs below.
The new URLs are already available and can be used effective immediately.

Please adjust your systems accordingly so that there is no disruption to your access to these files.

Current Symbol File URLs
BXE http://www.batstrading.co.uk/bxe/market_data/symbol_listing/csv/
CXE http://www.batstrading.co.uk/cxe/market_data/symbol_listing/csv/
TRF http://www.batstrading.co.uk/trf/market_data/symbol_listing/csv/

New Symbol File URLs
BXE https://www.bats.com/europe/equities/market_statistics/symbols_traded/csv/?mkt=bxe
CXE https://www.bats.com/europe/equities/market_statistics/symbols_traded/csv/?mkt=cxe
TRF https://www.bats.com/europe/equities/market_statistics/symbols_traded/csv/?mkt=trf
LIS https://www.bats.com/europe/equities/market_statistics/symbols_traded/csv/?mkt=cxe&lis=t

Current Tick File URLs
BXE http://www.batstrading.co.uk/bxe/market_data/symbol_listing/tickcsv/
CXE http://www.batstrading.co.uk/cxe/market_data/symbol_listing/tickcsv/
TRF http://www.batstrading.co.uk/trf/market_data/symbol_listing/tickcsv/

New Tick File URLs
BXE https://www.bats.com/europe/equities/market_statistics/symbols_traded/tickcsv/?mkt=bxe
CXE https://www.bats.com/europe/equities/market_statistics/symbols_traded/tickcsv/?mkt=cxe
TRF https://www.bats.com/europe/equities/market_statistics/symbols_traded/tickcsv/?mkt=trf
LIS https://www.bats.com/europe/equities/market_statistics/symbols_traded/tickcsv/?mkt=cxe&lis=t

Other data and reporting tools will continue to be supported with the website migration.

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

All current and historical Bats notices are available online at https://www.bats.com/europe/equities/notices/.

Trade Desk
Bats 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 Europe: TRF Matching Engine Update

November 14, 2016 15:07:30

Dear Bats Europe Participants

Please be advised that Bats Europe (Bats) will be migrating to a new Matching Engine in the Trade Reporting Facility (TRF) environment in November. This migration should be seamless to existing Participants.

Testing
The new Matching Engine has been in place in the TRF Certification environment for some time. Non-mandatory testing is available with no changes needed by Participants.

Production
The new Matching Engine will be deployed in a staged rollout as follows.

* Monday, 21st November, 2016: TRF Matching Unit 3 (All other markets not listed below)

* Monday, 28th November, 2016: TRF Matching Unit 2 (XWBO, XETR, XFRA, XPAR)

* Monday, 5th December, 2016: TRF Matching Unit 1 (XLON, XDUB, XAMS, XBRU, XLIS, XJSE)

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

All current and historical Bats notices, including symbol universe updates, are available online at www.batstrading.co.uk/alerts.

Trade Desk
Bats 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 Europe: 2016 Q4 Exchange Release - Upcoming Changes, effective Fri 11th Nov 2016

November 03, 2016 10:12:43

Dear Bats Europe Participants

Bats Europe would like to remind Participants of the upcoming changes which constitute the Bats Europe 2016 Q4 Exchange Release. The most up to date information is available in Bats Europe 2016 Q4 Exchange Release Guidance Note.

Testing

* The documented changes are already available for testing in the BXE, CXE and TRF Certification (UAT) environments

Production

* These changes will take effect in the BXE, CXE and TRF Production environments as of Friday 11th November, 2016

Documentation

* 2016 Q4 Release Guidance Note: http://cdn.batstrading.com/resources/participant_resources/BCE-GuidanceNote-Q42016Release_Final.pdf

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

* BXE/CXE BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

* Trade Detail File Specification: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Trade_Detail_File.pdf

* Trade Data File Specification: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Trade_Data_File.pdf

* Technical Change Calendar: http://cdn.batstrading.com/resources/participant_resources/BATS_Change_Calendar.pdf

* Reference Data: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data.pdf

* MiFID II Identifier Management API: http://cdn.batstrading.com/resources/participant_resources/Bats_Europe_MiFID2_Identifier_Management_API_Specification.pdf

* Liquidity Provider API: http://cdn.batstrading.com/resources/participant_resources/BATSEuro_Liquidity_Provider_API.pdf

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

All current and historical Bats Europe notices are available online at www.batstrading.co.uk/alerts.

Trade Desk
Bats 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 Europe: 2016 Q4 Exchange Release - Upcoming Changes, effective Fri 11th Nov 2016

October 19, 2016 11:35:34

Dear Bats Europe Participants

Bats Europe would like to remind Participants of the upcoming changes which constitute the Bats Europe 2016 Q4 Exchange Release. The most up to date information is available in Bats Europe 2016 Q4 Exchange Release Guidance Note.

Testing

* The documented changes are already available for testing in the BXE, CXE and TRF Certification (UAT) environments.

Production

* These changes will take effect in the BXE, CXE and TRF Production environments as of Friday 11th November, 2016

Documentation

* 2016 Q4 Release Guidance Note: http://cdn.batstrading.com/resources/participant_resources/BCE-GuidanceNote-Q42016Release_Final.pdf

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

* BXE/CXE BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

* Trade Detail File Specification: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Trade_Detail_File.pdf

* Trade Data File Specification: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Trade_Data_File.pdf

* Technical Change Calendar: http://cdn.batstrading.com/resources/participant_resources/BATS_Change_Calendar.pdf

* Reference Data: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data.pdf

* MiFID II Identifier Management API: http://cdn.batstrading.com/resources/participant_resources/Bats_Europe_MiFID2_Identifier_Management_API_Specification.pdf

* Liquidity Provider API: http://cdn.batstrading.com/resources/participant_resources/BATSEuro_Liquidity_Provider_API.pdf

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

All current and historical Bats Europe notices are available online at www.batstrading.co.uk/alerts.

Trade Desk
Bats 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 Europe: Q4 2016 Exchange Release - Upcoming Changes, effective Fri 11th Nov 2016

October 06, 2016 11:26:27

Dear Bats Europe Participants

Please note that an updated Bats Europe Q4 2016 Exchange Release Guidance Note is now available including the following recently announced changes to the Trade Data and Trade Detail files:
The following columns will be added to the Trade Data file:

* Fee Code

* Bids Client ID

* Bids Client Sub ID

* Introducing Broker

* Giveup Broker

The following columns will be added to the Trade Detail file:

* fee_code

* bids_client_id

* bids_client_sub_id

* introducing_broker

* giveup_broker

Documentation

* Bats Europe Q4 2016 Exchange Release Guidance Note

* Trade Data File Specification

* The Trade Detail file specification will be made available by Tuesday 11th October 2016

* Technical Change Calendar

Testing

* The changes above are already available for testing in the BXE, CXE and TRF Certification (UAT) environments.

Production

* These changes will take effect in the BXE, CXE and TRF Production environments as of Friday 11th November, 2016

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

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

Trade Desk
Bats 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016 - UPDATE

September 21, 2016 15:55:56

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe. Please contact the Trade Desk to register your attendance.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

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

o Participant Passcode: 6442802035#

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

September 19, 2016 15:10:17

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe. Please contact the Trade Desk to register your attendance.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Resilient connectivity to the TRF environment

September 06, 2016 11:53:19

Dear Bats Europe Participants
Bats Europe (Bats) would like to remind Participants of its BXTR Off-Exchange trade reporting services that they should have resilient network connectivity to the TRF environment whereby they can connect to both the primary data centre in LD4 (Equinix, Slough) and the secondary data centre in LD3 (Equinix, Park Royal) for disaster recovery purposes under all scenarios. To support this, specific guidance for TRF connectivity is now included in section 19 of the Connectivity Manual

Participants are free to choose the connectivity solution that suits their business needs, however Bats strongly recommends that Participants have fully resilient connectivity and this includes separate connectivity to LD3. A full disaster recovery explanation is provided in the Bats Europe Disaster Recovery Guide.

Bats offers TCP port listeners and multicast PITCH heartbeats to assist Participants in testing connectivity outside of Production hours.

Participants should use the Ports tool in the Bats secure web portal to confirm TRF environment TCP port and IP address details for both LD4 and LD3 data centres. Access to the portal can be ordered from the Trade Desk.

As a reminder, Bats will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats to simulate various DR 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, trade reporting and market data applications would function in a DR scenario at Bats Europe. Please contact the Trade Desk to register your attendance.

Documentation

* Connectivity Manual

* Disaster Recovery Guide

Please contact [email protected], the Trade Desk or your Account Manager if you have any questions.

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

Trade Desk
Bats Europe
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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

September 02, 2016 07:25:56

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe. Please contact the Trade Desk to register your attendance.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

August 11, 2016 08:22:29

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe. Please contact the Trade Desk to register your attendance.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

July 26, 2016 17:18:25

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe. Please contact the Trade Desk to register your attendance.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

July 11, 2016 09:02:43

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

June 17, 2016 15:30:33

Dear Bats Europe Participants

Disaster Recovery test - Saturday 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide - This document describes how the Secondary site at Equinix Park Royal (LD3) functions in the event of a datacentre failover invocation by Bats Europe.

* Disaster Recovery Testing Guide - Now available, including the schedule of activities.

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

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

Trade Desk
Bats 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 Europe: Mandatory Change - Decommission of Binary Order Entry (BOE) Version 1 protocol, effective Thursday 30th June, 2016

June 16, 2016 10:31:23

Dear Bats Europe Participants,

Bats Europe (Bats) would like to announce removal of support for the legacy BOE Version 1 protocol in the BXE and CXE environments, effective Thursday 30th June, 2016. Participants must be prepared for these changes from start of day on the effective date. BOE Version 2 is already available in both the Certification (UAT) and Production environments. No new ports are required as existing BOE ports are enabled by Bats for BOE Version 2 once mandatory certification is complete. Any Participants who are still using BOE Version 1 must contact the Bats Europe Trade Desk, certify to the BOE Version 2 specification and arrange a date to migrate all Production ports before Thursday 30th June, 2016.

Reason for changes

· BOE Version 1 has several fixed size messages which are unable to accommodate the addition of future functionality. BOE Version 2 allows greater opportunity for expansion and Participants should migrate to BOE Version 2 to take advantage of new functionality as it is added.

· New additional fields that will be required as part of MiFID II compliance will only be available under BOE Version 2. The sunsetting of BOE Version 1 is thus scheduled as part of the overall Bats MiFID II roadmap.

· BOE Version 2 is already the mandatory BOE protocol for BXTR Trade Reporting functionality. Extending this to all Bats functionality will simplify the BOE protocol implementation across BXE, CXE and TRF platforms.

Documentation

· The BOE Version 2 specification for the BXE and CXE environments is available for download at the following link https://urldefense.proofpoint.com/v2/url?u=http-3A__www.batstrading.co.uk_support_&d=CwIGaQ&c=tTiMdUxnKixVqCffo2dMgqTYKvHcASZgNQnF1AoodRc&r=0xB4yrT2tS4k7chRDe_CUtFn5x5kqaMHUCEXd3LhD1c&m=f-bDkpe5RQLmxaprXI9m_UnQ33vptD5GG8CsqUOojtg&s=J6-AgXLK2kvcU4QkaX55sOIrL15Dp4QCvYNgZBk1HVs&e= .

BOEv1 to BOEv2 differences

· BOE Version 2 removes the optional AccessFee field and adds the optional FeeCode field, however FeeCode is not used at this time. We may populate this field at some time in the future but for now, the FeeCode field is empty.

· The following fields are already available for use in BOE Version 2 and not in BOE Version 1: Settlement Date, Settlement Price and LastMkt.

Testing

· BOE Version 2 is currently available for testing in the BXE and CXE Certification (UAT) environments.

· Certification on BOE Version 2 is mandatory before use in Production.

· Support for BOE Version 1 was removed from the Certification environments on Tuesday 31st May, 2016.

· As previously announced, Bats Europe will not be certifying new BOE Version 1 Participants.

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

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

Trade Desk
Bats Europe
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 Europe Announces Web Data File Enhancements

May 25, 2016 10:19:53

Dear Bats Europe Participants,

Bats Europe (Bats) would like to announce the following enhancements to data files offered from our website.

* In response to customer requests and as committed to on the Bats MiFID II Microsite, Bats is making historical instrument reference data files available.

These files will be available to either download from our Symbol Listing web page or as an automated download using the URL format specified in v1.34 of the Reference Data File Specification.

* Bats is introducing an improvement to the Trade Data file for trade reports sent to the Bats Trade Data Monitor ("TDM") to include trade reports conducted in symbols unknown to Bats.

Trade reports in unknown symbols will now be shown in the Trade Data file and can be used as a reconciliation of all activity reported through the TDM.

Documentation

* Reference Data Specification

* Trade Data File Specification

Testing

* Both changes are available for testing in the Bats Certification (UAT) environments with immediate effect.

* Interested Participants lacking access to the Account section of the UAT website should request access via the Trade Desk.

Production

* Historical instrument reference data files will be available in the Bats Production environments as of Friday 27th May, 2016.

* The inclusion of trade reports in unknown symbols in the TRF trade data file will be available in the Bats TRF Production environment as of Friday 1st July, 2016.

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

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

Trade Desk
Bats 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 Europe: Mandatory Change - Decommission of Binary Order Entry (BOE) Version 1 protocol, effective Thursday 30th June, 2016

May 24, 2016 14:52:45

Dear Bats Europe Participants,

Bats Europe (Bats) would like to announce removal of support for the legacy BOE Version 1 protocol in the BXE and CXE environments, effective Thursday 30th June, 2016. Participants must be prepared for these changes from start of day on the effective date. BOE Version 2 is already available in both the Certification (UAT) and Production environments. No new ports are required as existing BOE ports are enabled by Bats for BOE Version 2 once mandatory certification is complete. Any Participants who are still using BOE Version 1 must contact the Bats Europe Trade Desk, certify to the BOE Version 2 specification and arrange a date to migrate all Production ports before Thursday 30th June, 2016.

Reason for changes

· BOE Version 1 has several fixed size messages which are unable to accommodate the addition of future functionality. BOE Version 2 allows greater opportunity for expansion and Participants should migrate to BOE Version 2 to take advantage of new functionality as it is added.

· New additional fields that will be required as part of MiFID II compliance will only be available under BOE Version 2. The sunsetting of BOE Version 1 is thus scheduled as part of the overall Bats MiFID II roadmap.

· BOE Version 2 is already the mandatory BOE protocol for BXTR Trade Reporting functionality. Extending this to all Bats functionality will simplify the BOE protocol implementation across BXE, CXE and TRF platforms.

Documentation

· The BOE Version 2 specification for the BXE and CXE environments is available for download at the following link http://www.batstrading.co.uk/support/.

BOEv1 to BOEv2 differences

· BOE Version 2 removes the optional AccessFee field and adds the optional FeeCode field, however FeeCode is not used at this time. We may populate this field at some time in the future but for now, the FeeCode field is empty.

· The following fields are already available for use in BOE Version 2 and not in BOE Version 1: Settlement Date, Settlement Price and LastMkt.

Testing

· BOE Version 2 is currently available for testing in the BXE and CXE Certification (UAT) environments.

· Certification on BOE Version 2 is mandatory before use in Production.

· Support for BOE Version 1 will be removed from the Certification environments effective Tuesday 31st May, 2016.

· As previously announced, Bats Europe will not be certifying new BOE Version 1 Participants.

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

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

Trade Desk
Bats Europe
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 Europe: ODROP Redundancy Availability

May 11, 2016 17:04:38

Dear Bats Europe Participants,

Bats Europe (Bats) would like to announce the availability of Redundant "Order by Order" FIX Drop (ODROP) ports in the BXE, CXE and TRF environments. Upon request, Bats is able to provide secondary ODROP ports (ODROP B feed) to Participants for redundancy purposes in its primary data centre at Equinix Slough (LD4). ODROP B feed ports provide a secondary drop feed of order flow and are made available at no additional cost. For further information, please refer to the attached Guidance Note.

Documentation

* ODROP Redundancy Guidance Note

* Disaster Recovery Guide

Testing

* ODROP B feed ports are available for testing in the Bats Certification (UAT) environments with immediate effect. Interested Participants should submit a completed Certification port order form to the Trade Desk.

Production

* Once Participants are happy with their testing, Production ports can be ordered by submitting a completed Production port order form clearly indicating their request for ODROP B feed ports.

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

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

Trade Desk
Bats Europe
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 Europe: Amendments to ETF transparency framework

May 11, 2016 14:39:31

Dear Bats Europe TRF Participants

Bats Europe would like to inform its TRF Participants of a change to the framework it utilises to apply post trade publication deferrals for ETF and ETP instruments. The changes are effective Friday 13th May 2016 in the TRF environment.

The changes are detailed in the Revision History section of the TRS Service Description.

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

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

Trade Desk
Bats 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 Europe: Mandatory Change - Decommission of Binary Order Entry (BOE) Version 1 protocol, effective Thursday 30th June, 2016

April 29, 2016 14:28:46

Dear Bats Europe Participants,

Bats Europe (Bats) would like to announce removal of support for the legacy BOE Version 1 protocol in the BXE and CXE environments, effective Thursday 30th June, 2016. Participants must be prepared for these changes from start of day on the effective date. BOE Version 2 is already available in both the Certification (UAT) and Production environments. No new ports are required as existing BOE ports are enabled by Bats for BOE Version 2 once mandatory certification is complete. Any Participants who are still using BOE Version 1 must contact the Bats Europe Trade Desk, certify to the BOE Version 2 specification and arrange a date to migrate all Production ports before Thursday 30th June, 2016.

Reason for changes

· BOE Version 1 has several fixed size messages which are unable to accommodate the addition of future functionality. BOE Version 2 allows greater opportunity for expansion and Participants should migrate to BOE Version 2 to take advantage of new functionality as it is added.

· New additional fields that will be required as part of MiFID II compliance will only be available under BOE Version 2. The sunsetting of BOE Version 1 is thus scheduled as part of the overall Bats MiFID II roadmap.

· BOE Version 2 is already the mandatory BOE protocol for BXTR Trade Reporting functionality. Extending this to all Bats functionality will simplify the BOE protocol implementation across BXE, CXE and TRF platforms.

Documentation

· The BOE Version 2 specification for the BXE and CXE environments is available for download at the following link http://www.batstrading.co.uk/support/.

BOEv1 to BOEv2 differences

· BOE Version 2 removes the optional AccessFee field and adds the optional FeeCode field, however FeeCode is not used at this time. We may populate this field at some time in the future but for now, the FeeCode field is empty.

· The following fields are already available for use in BOE Version 2 and not in BOE Version 1: Settlement Date, Settlement Price and LastMkt.

Testing

· BOE Version 2 is currently available for testing in the BXE and CXE Certification (UAT) environments.

· Certification on BOE Version 2 is mandatory before use in Production.

· Support for BOE Version 1 will be removed from the Certification environments effective Tuesday 31st May, 2016.

· As previously announced, Bats Europe will not be certifying new BOE Version 1 Participants.

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

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

Trade Desk
Bats Europe
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 Europe: Q2 2016 Exchange Release - Upcoming Functional Changes, effective Fri 29th April 2016

April 25, 2016 12:32:26

Dear Bats Europe Participants,

Bats Europe (Bats) would like to remind Participants about the upcoming Q2 2016 Exchange Release which takes effect in the PRODUCTION environments this Friday 29th April 2016.

The following changes constitute the Bats Europe Q2 2016 Exchange Release, effective Friday 29th April 2016. Participants must be prepared for these changes from start of day on the effective date.
A summary of the changes is below and in the attached Q2 2016 Guidance Note.

Summary of Mandatory Changes

Removal of support:

* The Post Only At Limit order type will no longer be supported

* The Bats Latency Feed will be decommissioned
Market data:

* Trade cancellations will be disseminated on market data using the Trade - Extended Message with MMT flag 3.4 Modification Indicator 'C', instead of a Trade Break Message

* Trade amendments, whether resulting from a trade report or from the order book, will be disseminated on market data as a Trade Message - Extended Form (cancel) followed by a Trade Message - Extended Form (correction)

* Two new values XOFF and SINT will be supported in the Execution Venue field for Trade Messages in TRF to indicate OTC and Systematic Internaliser, respectively
Symbol file:

* Three new columns max_otr_count, max_otr_volume, and capped will be added

* A new warning field will be added to the descriptor

Summary of Optional Changes

FIX & BOE:

* OrderCategory will be added as a new BOEv2 optional return bitfield for outbound Trade Capture Reports. It will be used to indicate that the trade utilised the Negotiated Transaction waiver.

* A new reject reason code 'v = MiFID II Double Cap related' will be added to indicate MiFID II double cap restrictions
New market data feeds:

* The Bats Auction Feed (BAF) is a new feed and will disseminate Bats Auction price and size information over TCP PITCH for Opening, Closing and Periodic Auctions

* The Last Sale Feed is a new feed and will disseminate real-time trade data over TCP including price, volume and time while specifically excluding order information. It is available in the MiFID II-compliant format for the purpose of post-trade transparency and is available in BETA format.

Reason for changes
These changes are being made in response to participant demand and to align with projected MiFID II mandates.

Documentation

* Q2 2016 Guidance Note: http://cdn.batstrading.com/resources/participant_resources/BCE-GuidanceNote-Q22016Release_Final.pdf

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

* BAF: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Auction_Feed_Specification.pdf

* LastSale Feed: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Last_Sale_Specification.pdf

* Reference Data: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data_Effective2.pdf

* BXE/CXE BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

* TRF BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_TRF_BOE2_Specification.pdf

* TCP PITCH: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_PITCH_Specification.pdf

* MC PITCH: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf

Testing

* The removal of the Bats Latency feed and addition of the Bats Last Sale and Bats Auction Feeds were made effective in CERTIFICATION environments on Tuesday 1st March, 2016 and in PRODUCTION environments on Friday 1st April, 2016.

* All other changes highlighted above were made effective in the BXE and TRF CERTIFICATION environments on Tuesday 1st March, 2016, and the CXE CERTIFICATION environment on Tuesday 29th March, 2016.

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

All current and historical Bats 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 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 Europe: Annual Disaster Recovery Test - Saturday 24th September 2016

April 21, 2016 16:50:22

Dear Bats Europe Participants

Disaster Recovery test - Saturday, 24th September 2016

Bats Europe will be conducting its annual disaster recovery (DR) test on the Production BXE and CXE integrated order books and TRF environment on Saturday 24th September 2016. The purpose of this testing day is for Bats Europe to simulate various DR 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, trade reporting and market data applications would function in the event of a DR event at Bats Europe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 22nd September. No new port requests will be processed on Friday 23rd September.
* Production Data - Please ensure that your systems are configured not to send production trade reports to Bats Europe when our systems come up on the DR test morning as all data from the day will be discarded as test data.
* Disaster Recovery Test Schedule of Activities - To be published at a later date.

Key contacts on the day

* The standard Bats Europe support contacts will be available from 07:00 until 12:40 UK time:

o NOC: [email protected] +44 20 7012 8905

o Trade Desk: [email protected] +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 and close at 12:40 UK used by Bats Europe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

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

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

Trade Desk
Bats 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 Europe: Mandatory Change - Decommission of Binary Order Entry (BOE) Version 1 protocol, effective Thursday 30th June, 2016

March 10, 2016 09:15:53

Dear Bats Europe Participants,

Bats Europe (Bats) would like to announce removal of support for the legacy BOE Version 1 protocol on the BXE and CXE environments, effective Thursday 30th June, 2016. Participants must be prepared for these changes from start of day on the effective date. BOE Version 2 is already available in both the Certification (UAT) and Production environments. No new ports are required as existing BOE ports are enabled by Bats for BOE Version 2 once mandatory certification is complete. Any Participants who are still using BOE Version 1 must contact the Bats Europe Trade Desk, certify to the BOE Version 2 specification and arrange a date to migrate all Production ports before Thursday 30th June, 2016.

Reason for changes

· BOE Version 1 has several fixed size messages which are unable to accommodate the addition of future functionality. BOE Version 2 allows greater opportunity for expansion and Participants should migrate to BOE Version 2 to be able to take advantage of new functionality as it is added.

· New additional fields that will be required as part of MiFID II compliance will only be available under BOE Version 2. The sunsetting of BOE Version 1 is thus scheduled as part of the overall Bats MiFID II roadmap.

· BOE Version 2 is already the mandatory BOE protocol for BXTR Trade Reporting functionality. Extending this to all Bats functionality will simplify the BOE protocol implementation across BXE, CXE and TRF platforms.

Documentation

· The BOE Version 2 specification for the BXE and CXE environments is available for download at the following link http://www.batstrading.co.uk/support/.

BOEv1 to BOEv2 differences

· BOE Version 2 removes the optional AccessFee field and adds the optional FeeCode field, however, FeeCode is not used at this time. We may populate this field at some time in the future but for now, the FeeCode field is empty.

· The following fields are already available for use in BOE Version 2 and not in BOE Version 1: Settlement Date, Settlement Price and LastMkt.

Testing

· BOE Version 2 is currently available for testing in the BXE and CXE Certification (UAT) environments.

· Certification on BOE Version 2 is mandatory before use in Production.

· Support for BOE Version 1 will be removed in the Certification environments effective Tuesday 31st May, 2016.

· With immediate effect, Bats Europe will not be certifying new BOE Version 1 Participants, but re-certifications will still be supported.

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

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

Trade Desk
Bats Europe
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 Europe: Q2 2016 Exchange Release - Upcoming Functional Changes, effective Fri 29th April 2016

March 07, 2016 14:59:16

Dear Bats Europe Participants,

Bats Europe (Bats) would like to highlight a minor change to the upcoming Q2 2016 Exchange Release which will be effective in the BXE and TRF CERTIFICATION environments tomorrow, 8th March, 2016.

* The additional column lis_min_val_notional will no longer be added to the symbol file

* The three new columns will be max_otr_count, max_otr_volume and capped, as previously announced

The following changes constitute the Bats Europe Q2 2016 Exchange Release, effective Friday 29th April 2016. Participants must be prepared for these changes from start of day on the effective date.
A summary of the changes is attached in the Q2 2016 Guidance Note.

Summary of Mandatory Changes

Removal of support:

* The Post Only At Limit order type will no longer be supported

* The Bats Latency Feed will be decommissioned
Market data:

* Trade cancellations will be disseminated on market data using the Trade - Extended Message with MMT flag 3.4 Modification Indicator 'C', instead of a Trade Break Message

* Trade amendments, whether resulting from a trade report or from the order book, will be disseminated on market data as a Trade Message - Extended Form (cancel) followed by a Trade Message - Extended Form (correction)

* Two new values XOFF and SINT will be supported in the Execution Venue field for Trade Messages in TRF to indicate OTC and Systematic Internaliser, respectively
Symbol file:

* Three new columns max_otr_count, max_otr_volume and capped will be added

* A new warning field will be added to the descriptor

Summary of Optional Changes

FIX & BOE:

* OrderCategory will be added as a new BOEv2 optional return bitfield for outbound Trade Capture Reports. It will be used to indicate that the trade utilised the Negotiated Transaction waiver.

* A new reject reason code 'v = MiFID II Double Cap related' will be added to indicate MiFID II double cap restrictions
New market data feeds:

* The Bats Auction Feed (BAF) is a new feed and will disseminate Bats Auction price and size information over TCP PITCH for Opening, Closing and Periodic Auctions

* The Last Sale Feed is a new feed and will disseminate real-time trade data over TCP including price, volume and time while specifically excluding order information. It is available in the MiFID II-compliant format for the purpose of post-trade transparency and is available in BETA format.

Reason for changes
These changes are being made in response to participant demand and to align with projected MiFID II mandates.

Documentation

* Q2 2016 Guidance Note: http://cdn.batstrading.com/resources/participant_resources/BCE-GuidanceNote-Q22016Release_Final.pdf

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

* BAF: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Auction_Feed_Specification.pdf

* LastSale Feed: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Last_Sale_Specification.pdf

* Reference Data: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data_Effective2.pdf

* BXE/CXE BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

* TRF BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_TRF_BOE2_Specification.pdf

* TCP PITCH: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_PITCH_Specification.pdf

* MC PITCH: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf

Testing

* The removal of the Bats Latency feed and addition of the Bats Last Sale and Bats Auction Feeds will be effective in CERTIFICATION environments on Tuesday 1st March, 2016 and in PRODUCTION environments on Friday 1st April, 2016.

* All other changes highlighted above will be effective in the BXE and TRF CERTIFICATION environments on Tuesday 1st March, 2016, the CXE CERTIFICATION environment on Tuesday 29th March, 2016 and in PRODUCTION environments on Friday 29th April, 2016.

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

All current and historical Bats 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 Europe
P: +44.207.012.8901
E: [email protected]
batstrading.co.uk
* Bats Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

REMINDER: Bats Europe: Q2 2016 Exchange Release - Upcoming Functional Changes, effective Fri 29th April 2016

March 01, 2016 13:02:08

Dear Bats Europe Participants,

Bats Europe (Bats) would like to remind Participants about the upcoming Q2 2016 Exchange Release which is now effective in the BXE and TRF CERTIFICATION environments.

The following changes constitute the Bats Europe Q2 2016 Exchange Release, effective Friday 29th April 2016. Participants must be prepared for these changes from start of day on the effective date.
A summary of the changes is attached in the Q2 2016 Guidance Note.

Summary of Mandatory Changes

Removal of support:

* The Post Only At Limit order type will no longer be supported

* The Bats Latency Feed will be decommissioned
Market data:

* Trade cancellations will be disseminated on market data using the Trade - Extended Message with MMT flag 3.4 Modification Indicator 'C', instead of a Trade Break Message

* Trade amendments, whether resulting from a trade report or from the order book, will be disseminated on market data as a Trade Message - Extended Form (cancel) followed by a Trade Message - Extended Form (correction)

* Two new values XOFF and SINT will be supported in the Execution Venue field for Trade Messages in TRF to indicate OTC and Systematic Internaliser, respectively
Symbol file:

* Four new columns max_otr_count, max_otr_volume, capped and lis_min_val_notional will be added

* A new warning field will be added to the descriptor

Summary of Optional Changes

FIX & BOE:

* OrderCategory will be added as a new BOEv2 optional return bitfield for outbound Trade Capture Reports. It will be used to indicate that the trade utilised the Negotiated Transaction waiver.

* A new reject reason code 'v = MiFID II Double Cap related' will be added to indicate MiFID II double cap restrictions
New market data feeds:

* The Bats Auction Feed (BAF) is a new feed and will disseminate Bats Auction price and size information over TCP PITCH for Opening, Closing and Periodic Auctions

* The Last Sale Feed is a new feed and will disseminate real-time trade data over TCP including price, volume and time while specifically excluding order information. It is available in the MiFID II-compliant format for the purpose of post-trade transparency and is available in BETA format.

Reason for changes
These changes are being made in response to participant demand and to align with projected MiFID II mandates.

Documentation

* Q2 2016 Guidance Note: http://cdn.batstrading.com/resources/participant_resources/BCE-GuidanceNote-Q22016Release_Final.pdf

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

* BAF: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Auction_Feed_Specification.pdf

* LastSale Feed: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Last_Sale_Specification.pdf

* Reference Data: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Reference_Data_Effective2.pdf

* BXE/CXE BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_BOE2_Specification.pdf

* TRF BOEv2: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_TRF_BOE2_Specification.pdf

* TCP PITCH: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_PITCH_Specification.pdf

* MC PITCH: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf

Testing

* The removal of the Bats Latency feed and addition of the Bats Last Sale and Bats Auction Feeds will be effective in CERTIFICATION environments on Tuesday 1st March, 2016 and in PRODUCTION environments on Friday 1st April, 2016.

* All other changes highlighted above will be effective in the BXE and TRF CERTIFICATION environments on Tuesday 1st March, 2016, the CXE CERTIFICATION environment on Tuesday 29th March, 2016 and in PRODUCTION environments on Friday 29th April, 2016.

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

All current and historical Bats 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 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.