Document Library

Guidance Notes

Document Description
2017 Q2 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Bats Europe Exchange Release published Q2 2017.
2016 Q4 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Bats Europe Exchange Release published Q4 2016.
2016 Q2 Exchange Release A Guidance Note providing contextual detail and background to the changes contained within the Bats Europe Exchange Release published Q2 2016.
Time Synchronisation Compliance Position Paper This document outlines Bats' position on the approach to achieving compliance with Time Synchronisation requirements.

MiFID II Specs

Document Description
FIX Specification FIX Specification required for 2017 Q2 Exchange Release
TRF FIX Specification TRF FIX Specification required for 2017 Q2 Exchange Release
BOEv2 Specification BOEv2 Specification required for 2017 Q2 Exchange Release
TRF BOE v2 Specification TRF BOEv2 Specification required for 2017 Q2 Exchange Release
TCP PITCH Specification TCP PITCH Specification required for 2017 Q2 Exchange Release
Multicast PITCH Specification Multicast PITCH Specification required for 2017 Q2 Exchange Release
Last Sale Feed Specification The Last Sale Feed excludes pre-trade data. Post-trade data users can use this feed as a low bandwidth alternative to consuming full depth PITCH feeds.
Bats Auction Feed Specification The Bats Auction Feed (BAF) captures all relevant auction activity in an environment. Users only interested in consuming scheduled daily auctions, can use this feed as a low bandwidth alternative to consuming PITCH feeds. BAF in BXE provides Periodic Auction data and in CXE provides Opening and Closing Auction data.
MiFID II Identifier Management Specification MiFID II Identifier Management Specification required for 2017 Q2 Exchange Release
Trade Data File Specification Trade Data File Specification required for 2017 Q2 Exchange Release
Trade Detail File Specification Trade Detail File Specification required for 2017 Q2 Exchange Release