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TSX ETF Indicative Midpoint & Timestamp Granularity Enhancements

TMX Datalinx is pleased to announce the TSX ETF Indicative Midpoint and TimeStamp Granularity enhancements on select market data feeds, effective May 1, 2023, as described below:

TSX ETF Indicative Midpoint Message Type

This new indicative real time pricing service will include: i) the midpoint between the bid and ask top of book orders on TSX-listed ETFs, ii) a High and Low based on this new midpoint, and iii) a new ETF change based on the midpoint to the TSX Closing Price implemented in September 2021. This new message type will be published every 10 seconds from 7:00 a.m. - 9:27 a.m. and 9:33 a.m. - 3:57 p.m. (all times in ET), where a change occurs.

Timestamp Granularity

Providing enhanced nanosecond trading system timestamp granularity to select message types on the ÍÃ×ÓÏÈÉú, TSX Venture Exchange and TSX Alpha Exchange Quantum Level 1 Feeds (TQL1, VQL1 and AQL1).

Implementation Details

Updated specifications and technical details of this change can be found on the . We recommend that clients use the testing environment to ensure a seamless consumption of data.

For more information regarding this notice, please contact the TMX Datalinx Product team:

Dave Hill - Managing Director, Core Products Dave.Hill@TMX.com

Manik Dhingra- Product Owner, Equities Trading Manik.Dhingra@tmx.com

Emma Moogk - Associate Product Manager, Subscribers Emma.Moogk@TMX.com

Vyasan Pillay - Product Manager, Datafeeds Vyasan.Pillay@TMX.com