21 September 2012

Service Announcement001/21092012

Millennium Exchange –New Functional Release

The purpose of this announcement is to advise customers of a new Millennium Exchange functional release scheduled for go-live in Q4 2012.

The enhancements contained in this release are listed below:

  • Introduction of Passive Only Order Field
  • Introduction of Price Differential Field

The new functionality will be available to customers on the Millennium Exchange CDS environment from Monday 1 October 2012 and the enhancements are expected to go-live in Q4 2012. A further Service Announcement will be issued in due course to confirm the go-live date.

The enhancements will have the following impacts on the Millennium Exchange Interfaces.

FIX Trading GW /
  • The addition of FIX tag“PassiveOnlyOrder” (27010)field to the New Order Message, the Order Cancel/Replace Message and the Execution Report.
  • The addition of FIX tag “PriceDifferential” (27011) to the Execution Report.

FIX Drop Copy GW /
  • The addition of FIX tag “PassiveOnlyOrder” (27010) field to the Execution Report.
  • The addition of FIX tag “PriceDifferential” (27011) to the Execution Report.

Native Gateway /
  • The addition of “PassiveOnlyOrder”field to the New Order Message and Order Cancel/Replace Message.
  • The addition of “PriceDifferential” field to the Execution Report

Post Trade Gateway /
  • The addition of FIX tag “PriceDifferential” (27011) to the Trade Capture Report.

Customers are advised to refer to the Millennium Exchange Technical Specifications for full details of the interface changes. The updated versions of the specifications,containing these enhancements, will be available from Monday 1 October 2012 on the London Stock Exchange website.

Customers are also reminded of the London Stock Exchange’s certification policy. Certification guidelines can be found in MIT502 – Guide to Application Certification. This document along with all Millennium Exchange Technical Specifications documents, can be found on the London Stock Exchange website at the following location:

Further information.

If you have any queries about this announcement please contact your Technical Account Manager directly or the Technical Account Management Team on +44 (0)20 7797 3939 or via .

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