Business and technical parameters
The detailed operation of each Trading Service is governed by the specific configuration of Millennium Exchange for that service and the Rules of the London Stock Exchange. The Millennium Exchange Business Parameters is the first download below providing details of the configuration of each trading service including:
- Details of daily trading schedule including timings
- Basis of calculation of opening & closing prices
- Publication and settlement regime in operation
- Structure of price monitoring and ruling thresholds
- Order and trade types enabled including details of any minimum size constraints
- Comparison between Trading Services including selection criteria
- Overview of market maker obligation sizes (EMS)
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Production
Millennium Exchange and TRADEcho Business Parameters -
Issue 3.0
Trading Technical Parameters -
Issue 3.0
Market Data Technical Parameters -
Issue 1.9
Service Technical Description – Request for Quote -
Issue 2.5
LSEG Third Country Member Transaction Reporting Guide (Venue Reporting) -
Issue 1.4
Third Country Member Transaction Reporting Testing Guide -
FCA’s Annual Transparency Calculations for equity and equity-like instruments
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Issue 1.1
Member Portal User Manual – Market Maker Registrations