Market Notice

MARKET NOTICE 060/2020 : EQUIDUCT ITCH SPECIFICATION

14 July 2020

MARKET NOTICE 060/2020 : EQUIDUCT ITCH SPECIFICATION

Equiduct will be reintroducing the ability to report off book, on exchange trades from 14 September 2020. We are therefore updating the ITCH Market Data specification for our HybridBook feed to incorporate the trade type “N” denoting an off-book, on exchange trade report. See sections 5.8/5.9 of the latest specification for details, along with the MMT mappings in Appendix A.

 

The updated ITCH specification also includes a change to distinguish the pre-open and post-close trading phases in the HybridBook feed – see section 5.10.1 for details.

 

This change will be available to test in our UAT environment from 17 August 2020.

 


Please contact Market Control if you have any questions.