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Technical Specifications


The following series of documents provide an overview of the service and technical detail for the Millennium Exchange. Future versions of these documents will 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 14.6  - 18 June 2018 PDF
MIT202 FIX Trading Gateway (FIX 5.0) Issue 11.7.6 - 7 November 2017 PDF
MIT203 Native Trading Gateway Specification Issue 11.8.5 - 8 September 2017 PDF
MIT204 Post Trade Gateway (FIX 5.0) Issue 11.8.2 - 15 August 2017 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 11.9 - 5 February 2018 PDF
MIT301 Guide to Market Data Services Issue 10.1 - 4 February 2015 PDF
MIT303 Level 2-MITCH Specification Issue 11.8.3 - 7 November 2017 PDF
MIT304 Regulatory News Service Specification Issue 7.1 - 31 October 2014 PDF
MIT401 Guide to Reference Data Services Issue 11.16.1 - 24 August 2018 PDF
MIT501 Guide to Testing Services Issue 17 - 5 December 2017 PDF
MIT502 Guide to Application Certification Issue 15 - 29 August 2017 PDF
MIT503 Certification Report Issue 9.0 - 12 September 2016 xls
MIT601 Guide to Trading Services Disaster Recovery Issue 1.1 - 31 October 2014 PDF
MIT701 Guide to Sponsored Access Issue 2.15 - 20 February 2018 PDF
MIT801 Reject Codes Issue 14 - 5 February 2018 xls
MIT1001 Connectivity Guide Issue 2.8 - 5 June 2018 PDF

Next Functional Release

Document ID Document Title Document Version File Type
MIT202 FIX Trading Gateway (FIX 5.0) Issue 11.8 - 28 August 2018 PDF
MIT203 Native Trading Gateway Specification Issue 11.9- 28 August 2018 PDF
MIT204 Post Trade Gateway (FIX 5.0) Issue 11.9- 28 August 2018 PDF
MIT205 Drop Copy Gateway (FIX 5.0) Issue 11.10 28 August 2018 PDF
MIT303 Level 2-MITCH Specification Issue 11.9- 28 August 2018 PDF
MIT401 Guide to Reference Data Services Issue 11.17- 28August 2018 PDF
MIT801 Reject Codes Issue 15- 28 August 2018 xls
MIT903 Summary of Release 9.3 Changes Issue 15- 28 August 2018 xls
Service & Technical Description - Request for Quote (RFQ) 30 August 2018 PDF

MiFID II Documentation

Document ID Document Title Document Version File Type
Member Portal User Manual - Short Code Long Code Mapping April 2018 PDF
Member Portal - Market Maker Registration 21 December 2017 PDF
RTS24 Order Correction Process 20 June 2018 PDF
LSEG MiFIR Transaction Reporting ‎Guide for non-MiFID members 20 December 2017 PDF
AFME MiFID II Exchange Due Diligence Questionnaire 21 July 2017 PDF
MiFID II Deployment Guide Issue 3.0 - 28 December 2017 PDF
Negotiated Trade Waiver suspensions: List of London Stock Exchange instruments impacted by MiFID II / MiFIR Volume Cap Mechanism with Start and End Date of waiver suspension 12 September 2018 XLS

TRADEcho - Technical Specifications

The following document provides an overview of the service and technical details for TRADEcho services. 

Document Title Document Version File Type
TRADEcho MiFID II Deployment Guide Document Issue 2.0 - 19 October 2017 PDF
TRADEcho Connectivity Guide Issue 2.6 - April 2018 PDF
MiFID II Post Trade (APA & On Exchange / Off-Book) FIX Specification Rev 2.13.0 B  31 August 2018 PDF
MiFID II Pre Trade SI Quote FIX Specification Rev 2.13.0 A 28 June 2018 PDF
TRADEcho CDS and Production Release 10 Notes July 2018 PDF
TRADEcho Testing Guide Issue 1.1 October 2017 PDF
TRADEcho Certification Guide Issue 3.0 - 25 July 2018 PDF
TRADEcho Certification Report Issue 3.0 - 25 July 2018 xls
TRADEcho Reject Codes Rev 2.13.0  28 June 2018 xls
TRADEcho SRR CSV Specification July 2018 xls
TRADEcho APA CSV Specification July 2018 xls

TRADEcho - Next Functional Release

Document Title Document Version File Type
No relevant updates

The TRADEcho SRR Specifications can be found on the TRADEcho Client Hub.  To register for the Client Hub please contact clientsupportgroup@cinnober.com

 

Group Ticker Plant

Group Ticker Plant documentation library can be found here.


Business and Technical Parameters

Document Title Version File Type
Millennium Exchange and TRADEcho Business Parameters PRODUCTION .xls
Trading Technical Parameters Issue 3.0 PDF
Market Data Technical Parameters Issue 3.0 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-MITCH 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

 

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