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 | DOC | |
| MIT202 | FIX Trading Gateway (FIX 5.0) | Issue 10.2 - 1 November 2012 | |
| MIT203 | Native Trading Gateway Specification | Issue 10.3 - 1 November 2012 | |
| MIT204 | Post Trade Gateway (FIX 5.0) | Issue 10.3 - 1 November 2012 | |
| MIT205 | Drop Copy Gateway (FIX 5.0) | Issue 10.2 - 1 November 2012 | |
| MIT301 | Guide to Market Data Services | Issue 9.3 - 25 July 2012 | |
| MIT302 | FIX/FAST Specification | Issue 9.3 - 1 November 2012 | |
| MIT303 | Level 2-ITCH Specification | Issue 9.3 - 1 November 2012 | |
| MIT304 | Regulatory News Service Specification | Issue 7.1 - 19 January 2011 | |
| MIT401 | Guide to Reference Data Services | Issue 10.0 - 26 February 2013 | |
| MIT501 | Guide to Testing Services | Issue 12 - 1 February 2013 | |
| MIT502 | Guide to Application Certification | Issue 6.0 - 12 February 2013 | |
| MIT503 | Certification Report | Issue 4.0 - 12 February 2013 | doc |
| MIT601 | Guide to Trading Services Disaster Recovery | Issue 1.0 - 3 November 2010 | |
| MIT701 | Guide to Sponsored Access | Issue 2.5 - May 2013 | |
| MIT702 | Optimised Data Delivery Launch Guide | Issue 1.0 - 5 August 2011 | |
| MIT801 | Reject Codes | Issue 4.0 - 5 October 2012 | xls |
| MIT901 | Guide to Millennium Exchange Functional Release | Issue 2.0 - 7 March 2012 | |
| MIT1001 | Connectivity Guide | Issue 1.1 - 16 May 2013 | |
| Next Functional Release Documents | |||
| MIT201 | Guide to the Trading System | Issue 11.0 - TBC | |
| MIT202 | FIX Trading Gateway (FIX 5.0) | Issue 10.3 - 25 March 2013 | |
| MIT203 | Native Trading Gateway Specification | Issue 10.4 - 25 March 2013 | |
| MIT204 | Post Trade Gateway (FIX 5.0) | Issue 10.4 - 25 March 2013 | |
| MIT205 | Drop Copy Gateway (FIX 5.0) | Issue 10.3 - 25 March 2013 | |
| MIT303 | Level 2-ITCH Specification | Issue 9.4 - 25 March 2013 | |
| MIT401 | Guide to Reference Data Services | Issue 10.1 - 25 Mach 2013 | |
| Millennium Exchange Functional Release Note | Issue 1.0 - 3 April 2013 | ||
| MIT801 | Reject Codes | Issue 5.0 - 25 March 2013 | xls |
The Millennium Exchange Production IP Addresses can be found here.
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 |
FIX/FAST Market Data Template ( file txt - 25 KB)
|
5-8-030211 | txt | 26Kb |
| FIX/FAST Market Data Template (file txt - 25 KB)
|
5-2-280710 | txt | 19Kb |
| FIX/FAST Message Specificaton (file txt - 9 KB)
|
5-1-260710 | txt | 35Kb |
| Level 2-ITCH Message Specification (file txt - 9 KB)
|
5-1-230710 | txt | 8Kb |
| RNS FIX/FAST Market Data Template (file txt - 8 KB)
|
5-6-201010 | txt | 8Kb |
| FTSE FIX/FAST Market Data Template (file txt - 6 KB)
|
5-2-280910 | txt | 8Kb |
The latest Recommended Display and Derived Information Guidelines document can be found here.
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Business and Technical Parameters
| Document Title | Version | File Type |
| Millennium Exchange Business Parameters | .xls | |
| Trading Technical Parameters | Issue 1.0 | |
| Market Data Technical Parameters | Issue 1.0 | |
| FTSE Indices Disseminated by Millennium Exchange | Issue 16.0 |
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