As of the 28th of August, 2008, all NYSE Securities are participating in the Liquidity Replenishment Points Timer Pilot.

LRP Timer Pilot Securities Rollout History

On 21 August 2008, the NYSE will commence a pilot regarding the calculation of its Liquidity Replenishment Points (LRPs) in an effort to increase the availability of NYSE quotes eligible for automatic execution. In accordance with Rule 1000, the NYSE will revert to auto-quoting in situations where the LRP has been hit but the market is not locked or crossed. The timeframe to go fast again will be reduced from ten seconds to five seconds.

In addition, the recalculation of LRPs, currently done every 30 seconds, will be reduced to every ten seconds.

Complete list of LRP Pilot Securites

NYSE Euronext is moving the timing of the American Stock Exchange equities integration to early December from mid-September. In connection with this, we are cancelling the industry test that had been scheduled for Aug. 23. As a reminder, the equities integration will transition trading from Amex/AEMI systems to the NYSE Alternext brand, using NYSE systems.

The NYSE will decommission the Common Message Switch (CMS) as of December 31, 2008. It is important that your firm begin the conversion process from CMS to the Common Customer Gateway (CCG) as soon as possible. In addition, the NYSE will not accept requests for new CMS sessions after October 3, 2008.
NYSE Trading Technology Memo
NYSE Fix Specification & User Guide Version 3.5.1

As previously announced in the July 7, 2008 information memo titled ‘NYSE Alternext U.S. (NYSE/Alternext Integration) – Trading Systems Update”, member firms were informed that Amex Equities will be migrated onto the NYSE Trading Platform in the September 2008 time frame. In preparation for this integration, the NYSE will support Member Firm testing on Saturday August 23, 2008 for firms to ensure their readiness. It is recommended that all Member Firms participate in the planned testing.

NYSE Alternext U.S. (NYSE/Amex Integration) – Aug 23rd Industry Test
NYSE Alternext U.S. (NYSE/Amex Integration) – Trading Systems Update
NYSE Alternext U.S. (NYSE/Amex Integration) – Post Trade Update

As previously announced in NYSE Trader Update Notice of upcoming NYSE system changes to support the NYSE/Amex Integration (NYSE Alternext U.S.)", Amex Equities will be migrated onto the NYSE Trading Platform in the September 2008 timeframe. The Amex Auction and Electronic Market Integration system (AEMI) currently supports FIX protocol version 4.4. Upon completion of the Amex Equities migration to the NYSE Trading platform, incoming FIX messages must conform to the currentNYSE Fix 4.2 specification or NYSE FCS protocol formats.For more detailed information regarding NYSE version FIX4.2 and the Amex migration see the NYSE FIX Specification version 3.5.1 and the Integration & Connectivity Notice links provided below.

NYSE Alternext U.S. Trading System (NYSE/Amex Integration) CMS Integration & Connectivity Notice

NYSE Fix Specification & User Guide version 3.5.1