Reminder Participant Activity Report (PAR) and Datalinx Reports for MX Update

Following Technical notice 22-006, we would like to remind all subscribers to the Participant Activity Reports and of the Datalinx Reports for MX of the following changes that will be applied from november 14th 2022.

Should you need sample files, please feel free to contact the Technical Derivatives Operations team at the coordinates below.

End-of-Day Participant Activity Reports

1. The Strategy type field is introduced before the NumberOfLegs field and can contain the following values
1. None
2. Classic
3. CoveredReferenceFixed
4. CoveredRegularFixed
5. Strip
2. The leg repeating block will now repeat 40 times
3. The leg repeating block will now contain the leg price of "FixedPrice" legs
4. The leg repeating block LegRatio is changed to LegRatioOrDelta is now a percentage when the leg is a covered fixed leg

1. ActivationDate introduced after the field "LastTradingDateTime"

1. Tag1031 added at the end of each respective file

Datalinx Reports for MX

Please see below for instructions on registering and accessing the specifications.

1. Login / Account Set Up Instructions
2. Go to www.tmxwebstore.com
3. In the upper right corner, click on Sign In / Register
4. Click on Need an account?
5. Complete the User Form, including creation of your own Password
6. Read and Accept Terms of Service and Privacy Policy and click on SIGN UP
7. You will receive an email confirming your TMX Webstore Registration
8. Click on link in the confirmation email
9. Click on Catalogue from Top Menu Bar
10. On left Side Navigation filters, select "Market Data / Order Entry Specifications"
11. Select any product
12. Click on Specifications Box
13. Click on Request Access box
14. Legitimate requests will be approved within 1 -2 hours from submission
15. Go to Section 2 below for instructions on finding the specifications
16. Viewing and Downloading Specifications

At this point, valid users must have a TMX Webstore Account and have been approved for Market Data and Order Entry Specifications

1. Log in to TMX Webstore
2. Click on My Products, then click on My Specifications
3. Click on Current Release - All Products
4. Click on the desired specifications to view or download locally

Please direct any question, comment or request for additional information, to our Derivatives - Technical Operations.

Derivatives - Technical Operations

Toll-free: 1-877-588-8489

Telephone: 514-871-7872

Email: derivatives.operations@tmx.com