The London Stock Exchange uses cookies to improve its website. The cookies for analytical purposes have already been set. For more details and how to manage cookies, please see our privacy and cookies policy.

Millennium Exchange Technical Specifications


The following series of documents are an introduction to Millennium Exchange and provide an overview of the service and technical detail for all market participants. Future versions of these documents may be released in due course on this section of the website as and when they are updated.

Document ID Document Title Document Version File Type
MIT201 Guide to the Trading System Issue 12  - 15 September 2014 PDF
MIT202 FIX Trading Gateway (FIX 5.0) Issue 11.1 - 2 June 2014 PDF
MIT203 Native Trading Gateway Specification Issue 11.2 - 2 June 2014 PDF
MIT204 Post Trade Gateway (FIX 5.0) Issue 11.2 - 2 June 2014 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 11.2 - 2 June 2014 PDF
MIT301 Guide to Market Data Services Issue 11.2 - 21 July 2014 PDF
MIT303 Level 2-ITCH Specification Issue 11.1 - 26 July 2013 PDF
MIT304 Regulatory News Service Specification Issue 7.1 - 19 January 2011 PDF
MIT401 Guide to Reference Data Services Issue 11.5 - 12 June 2014 PDF
MIT501 Guide to Testing Services Issue 15 - 7 July 2014 PDF
MIT502 Guide to Application Certification Issue 10.0 - 29 August 2014 PDF
MIT503 Certification Report Issue 6.0 - 24 July 2013 xls
MIT601 Guide to Trading Services Disaster Recovery Issue 1.0 - 3 November 2010 PDF
MIT701 Guide to Sponsored Access Issue 2.7 - 7 July 2014 PDF
MIT702 Optimised Data Delivery Launch Guide Issue 1.0 - 5 August 2011 PDF
MIT801 Reject Codes Issue 9.0 - 9 September 2014 xls
MIT1001 Connectivity Guide Issue 2.1 - 12 December 2013 PDF
Next Release
MIT202

FIX Trading Gateway (FIX 5.0) (pdffile pdf - 1 MB)

Issue 11.1 - 2 June 2014 PDF
MIT203

Native Trading Gateway Specification(pdffile pdf - 873 KB)

Issue 11.2 - 2 June 2014 PDF
MIT204

Post Trade Gateway (FIX 5.0) (pdffile pdf - 844 KB)

Issue 11.2 - 2 June 2014 PDF
MIT205

Drop Copy Gateway (FIX 5.0) (pdffile pdf - 708 KB)

Issue 11.2 - 2 June 2014 PDF
MIT303

Level 2-ITCH Specification (pdffile pdf - 734 KB)

Issue 11.2 - 21 July 2014 PDF
MIT401 Guide to Reference Data Services (pdffile pdf - 1 MB) Issue 11.5 - 12 June 2014 PDF

Market Data Template Files
Please note: these files are saved as .txt files. Please convert to .xml for use.

File Title File Version
Drop-Version-Date
File Type File Size
Level 2-ITCH Message Specification (txtfile txt - 9 KB) 5-1-230710 txt 8Kb
RNS FIX/FAST Market Data Template (txtfile txt - 8 KB) 5-6-201010 txt 8Kb

The latest Recommended Display and Derived Information Guidelines document can be found here.

Group Ticker Plant
Please click on the banner below to access the Group Ticker Plant documentation library.

GTP Logo 2


Business and Technical Parameters

Document Title Version File Type
Millennium Exchange Business Parameters .xls
Trading Technical Parameters Issue 2.0 PDF
Market Data Technical Parameters Issue 2.0 PDF




The Exchange accepts no responsibility for the content of the website you are now accessing or for any reliance placed by you or any person on the information contained on it.

By allowing this link the Exchange does not intend in any country, directly or indirectly, to solicit business or offer any securities to any person.

You will be redirected in five seconds.

You are accessing the London Stock Exchange Annual Report Service powered by PrecisionIR.

The Exchange accepts no responsibility for the content of the reports you are now accessing or for any reliance placed by you or any person on the information contained therein.

By allowing this link the Exchange does not intend in any country, directly or indirectly, to solicit business or offer any securities to any person.

You will be redirected in five seconds