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TMX IP Feed Change - Lynx Periodic Matching Model

The TMX IP will be implementing proposed changes of the announced . These changes will impact the CDF-LYX feed in the CDF product and all changes will be effective on Friday, April 25, 2025.

Changes Summary:

Order/Cancel Confirmation

• Disseminated when an order in the book has been cancelled and replaced. An order is replaced with a new Order Id when the volume is increased or price has changed and loses its time priority. The new order details are provided in the replacement message.
• The message will include the original reference number of the order being replaced.
• The new total displayed quantity and new display price for the order.

Trade Message for mid-point orders

• Provide execution details for normal match events involving undisplayed orders.
• Multiple trade messages may be received if the order is executed in partial fills.
• No "Add Order" message is generated for dark orders. As a result, when a midpoint trade is executed the trade message will exclude the order number and instead an IsMidOnly FieldIdentifier 684 = Y will be disseminated on the trade report.

For further information you can find the updated CDF Book Guideline on the . There are no changes to the TMX IP CDF specification and the PSSA Guide.

Regards,

TMX IP Team