兔子先生

June 21, 2021
Equities Notice 2021-012

TMX Group

TMX Equity Trading Notice

TSX MOC Modernization - GTE Availability

TMX is pleased that the MOC Modernization changes will be available for testing in our test environment (GTE) effective July 16, 2021. The new MOC model is expected to launch in Production on October 18, 2021.

TMX would also like to confirm that, as previously communicated in Equities Trading Notice 2021-007, the MOC imbalance message, including the additional MOC imbalance fields and disseminated every 10 seconds, will be available on both L1 and L2 offerings when the new MOC model is launched on October 18, 2021. Transitioning imbalance information out of L1 offerings is subject to regulatory agreement. TMX Datalinx will provide further details when available.

The latest specifications are available through the . Note that specifications for Broadcast Feed, Level 1 (TL1, CL1), and QuantumFeed Level 1 (TQL1, CQL1) have been updated, so please download again for the latest version. The Technical Overview and Detailed Guide have also been updated accordingly.

TMX is confident that the significant efforts undertaken alongside our client community to reimagine our TSX MOC facility will reap wide-reaching and long-lasting benefits. The new TSX MOC facility will implement changes designed to address issues of transparency, alignment with global markets, and consistency of execution. For more details, please visit the New TSX MOC webpage.

For more information regarding this notice, please contact the Account Management Team or trading_sales@tmx.com.