November 6, 2023Technical Notice 23-004
Montréal Exchange Protocol Upgrade
Montreal Exchange will upgrade Order Entry, Data Dissemination and Drop Copy Protocols on Monday March 1st 2024 with some of the related new features to be launched progressively after this date.
Summary of Protocol Upgrade Features
| Feature | Description |
SAIL B4 |
FIX F2 |
HSVF D8 |
OBF A4 |
SAIL DC B4 |
Fix DC F2 |
Availability Date |
| Covered with Stocks |
Trading of Delta Neutral Strategies involving both Equity Options and their Underlying |
x | x | x | x | x | x |
|
| Guaranteed Cross |
Auction Functionality aimed at:
|
x | x | x | x | x | x | March 29th, 2024 |
| Client Identifier |
|
x | x | x | x | March 1st, 2024 | ||
| RFQ in OBF |
|
x | March 1st, 2024 | |||||
| Change u to .UN for Underlying Trust Units |
|
x | x | January 29th, 2024 |
Protocol Upgrade Timeline
| Protocol Version | GTE Business Date | Prod Protocol Activation Business Date (SOD) |
| SAIL B4 | December 6, 2023 | March 1st, 2024 |
| FIX F2 | ||
| HSVF D8 | ||
| OBF A4 | ||
| SAIL DC B4 | ||
| FIX DC F2 |
Protocol Specifications Access in www.tmxwebstore.com November 6th, 2023
Protocol Decommission Schedule
| Protocol Version | Decommission Date (EOD) |
| SAIL A4 | Friday, May 31st, 2024 |
| FIX A4 | |
| HSVF D6 | |
| OBF A2 |
Please click here to obtain the file detailing all protocol changes.
Please direct any question, comment or request for additional information, to our Technical Help Desk.
Technical Help Desk
Toll-free: 1-877-588-8489
Telephone: 514-871-7872