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Technical Specifications


The following series of documents provide an overview of the service and technical detail for the Millennium Exchange. Future versions of these documents will be released in due course on this section of the website as and when they are updated.

Document ID Document Title Document Version File Type
MIT201 Guide to the Trading System Issue 14.9 - 11 March 2019 PDF
MIT202 FIX Trading Gateway (FIX 5.0) Issue 11.8 - 28 August 2018 PDF
MIT203 Native Trading Gateway Specification Issue 11.9 - 28 August 2018 PDF
MIT204 Post Trade Gateway (FIX 5.0) Issue 11.9 - 28 August 2018 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 11.10.1 - 8 October 2018 PDF
MIT301 Guide to Market Data Services Issue 10.1 - 4 February 2015 PDF
MIT303 Level 2-MITCH Specification Issue 12 - 5 July 2019 PDF
MIT304 Regulatory News Service Specification Issue 7.1 - 31 October 2014 PDF
MIT401 Guide to Reference Data Services Issue 11.17 - 28 August 2018 PDF
MIT501 Guide to Testing Services Issue 19 - 5 July 2019 PDF
MIT502 Guide To Application Certification Issue 16 - 8 October 2018 PDF
MIT503 Certification Report Issue 10 - 8 October 2018 xls
MIT601 Guide to Trading Services Disaster Recovery Issue 1.1 - 31 October 2014 PDF
MIT701 Guide to Sponsored Access Issue 2.15 - 20 February 2018 PDF
MIT801 Reject Codes Issue 15 - 28 August 2018 xls
MIT1001 Connectivity Guide Issue 2.9 - 15 May 2019 PDF
Member Portal User Manual - Short Code Long Code Mapping May 2019 PDF
Member Portal - Market Maker Registration 21 December 2017 PDF
RTS24 Order Correction Process 20 June 2018 PDF

Next Functional Release

Document ID Document Title Document Version File Type
MIT202 FIX Trading Gateway (FIX 5.0) Issue 11.9 - 19 May 2019 PDF
MIT203 Native Trading Gateway Specification Issue 11.10 - 19 May 2019 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 11.11 - 19 May 2019 PDF
MIT801 Reject Codes Issue 15.1 - 19 May 2019 xls
MIT903 Summary of Release 9.4.3 Changes Issue 1 - 19 May 2019 PDF

Future Functional Release 9.4.6

Document ID Document Title Document Version File Type
MIT202 FIX Trading Gateway (FIX 5.0) Issue 12.1 - 12 July 2019 PDF
MIT203 Native Trading Gateway Issue 12.1 - 12 July 2019 PDF
MIT204 Post Trade Gateway (FIX 5.0) Issue 12.0 - 5 June 2019 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 12.1 - 12 July 2019 PDF
MIT401 Guide to Reference Data Services Issue 12.0 - 5 June 2019 PDF
MIT801 Reject Codes Issue 1.2 - 5 June 2019 PDF
MIT903 Summary of Release 9.4.6 Changes Issue 1.1 - 12 July 2019 PDF
Service and Technical Description Request for Quote (RFQ) Issue 1.2 - 19 June 2019 PDF

TRADEcho - Technical Specifications

The following document provides an overview of the service and technical details for TRADEcho services. 

Document Title Document Version File Type
TRADEcho Brexit Readiness Pack March 2019 PDF
TRADEcho Connectivity Guide Issue 2.7 - January 2019 PDF
MiFID II Post Trade (APA & On Exchange Off-Book) FIX Specification Rev 3.1.3-Rev A - 03 April 2019 PDF
MiFID II Post Trade FIX Specification Rev 3.1.3-Rev A - 03 April 2019 PDF
MiFID II Pre Trade SI Quote FIX Specification Rev 3.1.3-Rev A - 03 April 2019 PDF
TRADEcho CDS and Production Release Notes May 2019 PDF
TRADEcho Testing Guide Issue 1.1 October 2017 PDF
TRADEcho Certification Guide Issue 4.1 - 5 March 2019 PDF
TRADEcho Certification Report Issue 4.1 - 5 March 2019 xls
TRADEcho Reject Codes Rev 3.1.4 - 24 April 2019 PDF
TRADEcho SRR CSV Specification Rev 3.1.1.B - 2 April 2019 xls
TRADEcho APA CSV Specification Rev 3.1.1.B - 2 April 2019 xls

TRADEcho - Next Functional Release

Document Title Document Version File Type

The TRADEcho SRR Specifications can be found on the TRADEcho Client Hub.  To register for the Client Hub please contact clientsupportgroup@cinnober.com

 

Group Ticker Plant

Group Ticker Plant documentation library can be found here.


Business and Technical Parameters

Document Title Version File Type
Millennium Exchange and TRADEcho Business Parameters PRODUCTION .xls
Trading Technical Parameters Issue 3.0 PDF
Market Data Technical Parameters Issue 3.0 PDF
Service & Technical Description - Request for Quote (RFQ) Issue 1.1 PDF
LSEG MiFIR Transaction Reporting ‎Guide for non-MiFID members (Assisted Reporting) 9 May 2019 PDF
LSEG Brexit Third Country Member Transaction Reporting ‎Guide (Venue Reporting) 13 March 2019 PDF
Negotiated Trade Waiver suspensions: List of London Stock Exchange instruments impacted by MiFID II / MiFIR Volume Cap Mechanism with Start and End Date of waiver suspension 8 July 2019 xls
ESMA’s Annual Transparency Calculations for equity and equity-like instruments 28 March 2019 xls

 

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