November 30, 2015 09:14:28
Dear BATS Chi-X Europe Participants,
BATS Chi-X Europe (BATS) would like to inform users of the BATS Smart Order Routing (SOR) facility that Level 2 market data depth will no longer be used by the SOR strategies, effective Monday, 4th January 2016.
Level 1 market (Best Bid or Offer) data will be used by the SOR strategies as of the effective date.
Further documentation for all BATS SOR strategies can be found here:
Please contact the Trade Desk
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 ... Making Markets Better
E: [email protected]
* BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority.