TMX Information Processor

UPDATE: TMX IP Feed Change - CIX Trading

Attention TMX Information Processor Clients

Further to the TMX IP notice 2026-085, please be advised that the maximum digits length for the volume field (fieldidentifier = 64) in the TMX IP specifications has been expanded from 9 to 20 digits. This update applies to the CDF and CLS feeds to accommodate CIX market data.

Please note the additional clarifications for Tags #196 (PublicPrice), #64 (Volume), and #41 (Price).

For CBBO and CDB Products:

● For lit CIX venues (ASP and ASV), the value for FieldIdentifier = 64 (Volume) will be normalized, rounded to the nearest boardlot value, and merged into consolidated books with other lit venues.
● For lit CIX venues (ASP and ASV), the values for FieldIdentifier = 196 (PublicPrice) and FieldIdentifier = 41 (Price) will be passed through as a floating-point integer with 6 decimal places.

For CDF and CLS Products:

● For all CIX venues, the value for FieldIdentifier = 64 (Volume) will be passed through, as received, as the full integer value with 6 implied decimal places. Customers must divide Volume by one million (as mentioned above, expanding the field to 20 digits max).
● For all CIX venues, the values for FieldIdentifier = 41 (Price) will be passed through as a floating-point integer with 6 decimal places.

The updated TMX IP specifications are now available on the TMX Webstore and TMX Axis portal.

Regards,
The TMX IP Team