MX: API Upgrade
December 16
The Montreal Exchange is upgrading its SAIL Order Entry to B3 and Market data HSVF to D7 protocols.
- SAIL Order Entry (B3) changes are available in UAT for testing. The release note for the B3 protocol can be found here. These changes will be available in production on 19th December 2022.
- MX has communicated that the new ‘Market’ order (PriceType: W) is pending regulatory approval and will not be available in Production. A future date will be communicated.
- SAIL B3’s “Intent To Cross” is available in UAT for direct market order routing using TTW.
- FIX Tag 16130 for ‘Intent To Cross’ will be added to TT FIX Order routing and TT FIX drop copy. For FIX customers, this tag will be accessible in UAT in January and Production in February of 2023.
- The HSVF D7 prices protocol is expected to be available into UAT and Production in February 2023.