August 26, 2021
Ops Notice 2021-036
TMX Operational Notice
TSX MOC Modernization Reminder and Updated QFS Access Guide
TMX Markets is reminding all clients that the TSX MOC Modernization Changes are currently available for testing in our test environment (GTE) and will be launched in our production environment effective October 18, 2021.
We are also advising binary feed recipients of updates to the QFS Access Guide. These updates include new Stream ID's for the MOC Imbalance messages as detailed in version 4.1.0 of the QFS Access Guide on the TMX Webstore, and outlined in the following table:
| Time of Day (Approximate) | Feed | Message | Type | Streams | Notes |
|---|---|---|---|---|---|
| 3:50pm - 4:00pm* | TQL1 | MOC Imbalance | u | 3801 for P1 | 1 message per stock every 10 seconds from |
| 3801 for P2 | 3:50:00pm - 3:59:50pm | ||||
| Existing P1 Q Streams | 1 message only at 4:00pm per closing delayed stock | ||||
| Existing P2 Q Streams | |||||
| 3:50pm - 4:00pm* | TQL | MOC Imbalance | F | 3801 for P1 | 1 message per stock every 10 seconds from |
| 3801 for P2 | 3:50:00pm - 3:59:50pm | ||||
| Existing P1 Q Streams | 1 message only at 4:00pm per closing delayed stock | ||||
| Existing P2 Q Streams | |||||
| 3:50pm - 4:00pm* | VQL1 | MOC Imbalance | u | 3901 for P1 | 1 message per stock every 10 seconds from |
| 3:50:00pm - 3:59:50pm | |||||
| Existing P1 V Streams | 1 message only at 4:00pm per closing delayed stock | ||||
| 3:50pm - 4:00pm* | VQL2 | MOC Imbalance | F | 3901 for P1 | 1 message per stock every 10 seconds from |
| 3:50:00pm - 3:59:50pm | |||||
| Existing P1 V Streams | 1 message only at 4:00pm per closing delayed stock |
*The MOC Imbalance message is disseminated every 10 seconds per stock from 3:50 pm, at the beginning of the MOC Imbalance session, or as notified by TMX Markets. It is also disseminated at 4:00pm for closing delayed stocks.
TMX Markets is confident that the significant efforts undertaken alongside our client community to reimagine our TSX MOC facility will reap wide-reaching and long-lasting benefits. The new TSX MOC facility will implement changes designed to address issues of transparency, alignment with global markets, and consistency of execution. For more details, please visit the New TSX MOC webpage.
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