November 15, 2024Technical Notice 24-010
The Montreal Exchange Launches a New Format of PAR Reports December 2nd 2024
Bourse de Montréal Inc. (the "Bourse") hereby announces that it will be launching a new version of PAR (Participant Activity Reports) on Monday December 2nd 2024, and will be also decommissioning Version 1.8 on Close of Business March 28th 2025.Approved Participants using the current formatted are encouraged to upgrade to the Revised format by the decommission dates indicated below.
Changes:
- Columns name alignment with .csv headers
- Add MarketFlowIndicator to Instrument Record Layout (Instruments_YYYYMMDD.csv.gz)
- Add the 4 fields for client identifier to all Order Record Layout files
- Add Microsecond granularity to datetime fields in all Order Record Layout files (Time field)
- Add Microsecond granularity to datetime fields in all Trade Record Layout files (DateTime field)
Decommission Schedule:
Decommissioned Report | Protocol no longer available as of | Suggested Version Upgrade |
Par Report 1.8 Version | March 28th 2025 | Par Report 1.9 Version |
Documentation for the new version of PAR Reports https://www.tmxwebstore.com/.
Please direct any questions, comments or requests for additional information to our Derivatives Operations Department
Best Regards,
Derivatives Operations
Toll-free: 1-877-588-8489
Telephone: 514-871-7872
Email: derivative.operations@tmx.com