Schedule Update

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.