March 1, 2025
TMX IP Notice 2025-042

TMX Group

TMX Information Processor

Update: TMX IP Feed Change - CBOE Migration - CDF Order Book Building Update

Please be aware that there is a change to the new CDF-NEO feeds Order Book building mechanism.

TMX IP recipients should all be aware that due to the change on the new CBOE platform, clients will need to reduce the volume of the order in the order book by the volume of the trade report when order has been partially traded. This is consistent with the CDF feed for some other marketplaces.

The TMX IP team will upload the updated CDF Book Guideline to reflect these changes and will be available on the TMX Webstore on Monday, March 3rd.

Regards,

TMX IP Team