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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 New Trading System Issue 9.0 - 30 April 2012 DOC
MIT202 FIX Trading Gateway (FIX 5.0) Issue 10.0 - 15 December 2011 PDF
MIT203 Native Trading Gateway Specification Issue 10.1 - 20 December 2011 PDF
MIT204 Post Trade Gateway (FIX 5.0) Issue 10.1 - 21 December 2011 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 10.0 - 15 December 2011 PDF
MIT301 Guide to Market Data Services Issue 9.2 - 14 May 2012 PDF
MIT302 FIX/FAST Specification Issue 9.2 - 15 March 2012 PDF
MIT303 Level 2-ITCH Specification Issue 9.2 - 15 March 2012 PDF
MIT304 Regulatory News Service Specification Issue 7.1 - 19 January 2011 PDF
MIT401 Guide to Reference Data Services Issue 9.0 - 15 December 2011 PDF
MIT501 Guide to Testing Services Issue 10.0 - 20 March 2012 PDF
MIT502 Guide to Application Certification Issue 2.0 - 23 May 2011 PDF
MIT503 Certification Report Issue 2.0 - 13 October 2010 doc
MIT601 Guide to Trading Services Disaster Recovery Issue 1.0 - 3 November 2010 PDF
MIT701 Guide to Sponsored Access Issue 2.2 - May 2012 PDF
  Sponsored Access Application Form   PDF
MIT702 Optimised Data Delivery Launch Guide Issue 1.0 - 5 August 2011 PDF
MIT801 Reject Codes Issue 3.0 - 20 January 2012 xls
MIT901 Guide to Millennium Exchange Functional Release Issue 2.0 - 7 March 2012 PDF

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 (txtfile txt - 25 KB) 5-8-030211 txt 26Kb
FIX/FAST Market Data Template (txtfile txt - 25 KB) 5-2-280710 txt 19Kb
FIX/FAST Message Specificaton (txtfile txt - 9 KB) 5-1-260710 txt 35Kb
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
FTSE FIX/FAST Market Data Template (txtfile txt - 6 KB) 5-2-280910 txt 8Kb

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

Business and Technical Parameters

Document Title Version File Type
Millennium Exchange Business Parameters  .xls
Trading Technical Parameters Issue 1.0 PDF
Market Data Technical Parameters Issue 1.0 PDF
FTSE Indices Disseminated by Millennium Exchange Issue 13.0 PDF

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