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09 July 2010
Service Announcement 001/09072010
Millennium Exchange Strategic Customer Development Service (CDS) update
The purpose of this announcement is to inform customers of four updates to the Strategic Millennium Exchange Customer Development Service.
Update to the strategic test environment and associated technical documentation
As communicated in Service Announcement 002/05072010, the strategic CDS test environment was updated on the evening of Thursday 08 July 2010.
The purpose of the update was to address the functional differences detailed in the trading and market data services release notes that accompanied issue 4.0 of the technical specifications.
An updated version of the trading and market data services release note, outlining any remaining functional differences, will be available from our website on Monday 12 July 2010.
This document will be available from our website at the following location along with the latest edition of the technical specifications:
www.londonstockexchange.com/millennium_technical_specifications
Introduction of a load injector tool
From Monday 12 July 2010, a volume load injector tool will be introduced to the strategic CDS environment for a number of instruments. Orders will be introduced to the order book at a rate of 8 messages per second for 17 FTSE 100 instruments details of which are available at:
www.londonstockexchange.com/millennium_technical_specifications
Introduction of a sequence number gap simulator
From Monday 12 July 2010, to assist customers testing the market data recovery functionality of their software, a simulation of a gap in Level 2 - ITCH sequence numbers will be introduced on a daily basis. This will occur for the Level 2 - ITCH A - FTSE 100 Full Depth Group A channel daily at 10am.
Introduction of new segments with extended trading hours
From Friday 16 July 2010, the following four new Segments will be introduced to the strategic CDS enviornment supporting extended trading hours. The extended hours are in bold.
Segment Code / Description / Definition / Period ScheduleESQX / Extended hours SETSQX (based on SSQ3 SQQ3) / Quote book / Start Of Trading / 07:00:00 / 07:50:00
Pre-Mandatory / 07:50:00 / 08:00:00
Mandatory / 08:00:00 / 19:35:00
Post-Mandatory / 19:35:00 / 20:00:00
ESQX / Extended hours SETSQX (based on SSQ3 SQQ3) / Order book / Start Of Trading / 07:00:00 / 07:50:00
Opening Auction Call / 07:50:00 / 08:00:00
Periodic Auction Call 1 / 08:00:00 / 11:00:00
Periodic Auction Call 2 / 11:00:00 / 15:00:00
Closing Auction Call / 15:00:00 / 19:35:00
Post Close / 19:35:00 / 20:00:00
ESET / Extended Hours SETS (based on SET0 FE00) / SETS / Start Of Trading / 07:00:00 / 07:50:00
Opening Auction Call / 07:50:00 / 08:00:00
Continuous Trading 1 / 08:00:00 / 19:30:00
Closing Auction Call / 19:30:00 / 19:35:00
Post Close / 19:35:00 / 20:00:00
EIOB / Extended Hours IOB (based on IOBE LLHE) / SETS-IOB / Start Of Trading / 07:00:00 / 08:00:00
Opening Auction Call / 08:00:00 / 08:15:00
Continuous Trading 1 / 08:15:00 / 19:25:00
Closing Auction Call / 19:25:00 / 19:35:00
Post Close / 19:35:00 / 20:00:00
Instruments within these new Segments will be a ‘copy’ of the instruments that are in the respective "normal" hour Segments with only the InstrumentID and Symbol (TIDM) changing.
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