Document Library

Guidance Notes

Document Description
Q4 2017 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Cboe Europe Exchange Release published Q4 2017.
Q2 2017 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Cboe Europe Exchange Release published Q2 2017.
Q4 2016 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Cboe Europe Exchange Release published Q4 2016.
Q2 2016 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Cboe Europe Exchange Release published Q2 2016.
Time Synchronisation Compliance Position Paper This document outlines Cboe's position on the approach to achieving compliance with Time Synchronisation requirements.
AFME MiFID II Exchange Questionnaire Cboe Europe response to the AFME MiFID II Exchange Questionnaire.
MMTv3.04 RTS 1 Trade Flagging Decision Tree Produced by the FIX MiFID Transparency Subgroup. This provides details on cash equity trading scenarios and usage of the post trade transparency flags to satisfy ESMA requirements as per RTS 1 guidelines.

MiFID II Specs

Document Description
FIX Specification FIX Specification required for Q4 2017 Exchange Release
TRF FIX Specification TRF FIX Specification required for Q4 2017 Exchange Release
BOEv2 Specification BOEv2 Specification required for Q4 2017 Exchange Release
TRF BOE v2 Specification TRF BOEv2 Specification required for Q4 2017 Exchange Release
TCP PITCH Specification TCP PITCH Specification required for Q4 2017 Exchange Release
Multicast PITCH Specification Multicast PITCH Specification required for Q4 2017 Exchange Release
Last Sale Feed Specification The Last Sale Feed excludes pre-trade data. Post-trade data users can use this feed as a low bandwidth alternative to consuming full depth PITCH feeds.
Cboe Auction Feed Specification The Cboe Auction Feed captures all relevant auction activity in an environment. Users only interested in consuming scheduled daily auctions, can use this feed as a low bandwidth alternative to consuming PITCH feeds. Cboe Auction Feed in BXE provides Periodic Auction data and in CXE provides Opening and Closing Auction data.
MiFID II Identifier Management Specification MiFID II Identifier Management Specification required for Q4 2017 Exchange Release
Trade Data File Specification Trade Data File Specification required for Q4 2017 Exchange Release
Trade Detail File Specification Trade Detail File Specification required for Q4 2017 Exchange Release
Reference Data Specification Reference Data Specification
Firm Order Record Keeping The Firm Order Record Keeping Specification describes the availability and file format of Firm Order Record Keeping files which provide order activity data on orders placed on Cboe environments. They are provided to all firms to aid them in meeting record keeping obligations under MiFID II RTS 6.
Regulatory Transaction Reporting Gateway Specification The Cboe Regulatory Transaction Reporting Specification describes the operational and technical details for how non-MiFID II Participants shall transaction report to Cboe Europe.