Expanding on the recently introduced Self-Trade Prevention service, the New York Stock Exchange and NYSE MKT plan to offer this service to Market and Stop orders. In addition, Floor Brokers will be able to utilize this service via their Algo providers. STP modifiers for MTS IOC orders and orders sent directly to the NYSE Broker Booth Support System® (NYSE BBSS®) or the Hand-held (NYSE eBroker®) will be supported in a subsequent phase of this service.

The target deployment date for the migration of Stepouts to GEMS has been extended due to the addition of user-requested enhancements for multi-action messages. Multiple Adds, Stamps and Deletes will be added to GEMS SOS prior to implementation. The revised schedule targets late April for a Web-Ex to firms demonstrating the enhancements, UAT in early May and implementation in late May. Details are contained in the attached Post Trade Notice.

Attachment: PT186 SOS in GEMS Update

Beginning on April 15th, the New York Stock Exchange and NYSE MKT will activate the new minimum trade size (MTS) IOC order type. Customers may optionally designate a minimum trade size (up to the size of the order) for orders only with a time-in-force of immediate or cancel (IOC). For additional details on how your firm may take advantage of this new order type, please refer to the client notification link below. For technical details, please refer to the NYSE UTPDirect API Specification version 1.14 dated 2/06/2013 or NYSE Common Customer Gateway (CCG) Specification version 5.5 dated 2/01/2013.

Beginning in early April, the New York Stock Exchange and NYSE MKT will begin accepting a new minimum trade size (MTS) IOC order type. Customers may optionally designate a minimum trade size (up to the size of the order) for orders only with a time-in-force of immediate or cancel (IOC). For additional details on how your firm may take advantage of this new order type, please refer to the client notification link below. For technical details, please refer to the NYSE UTPDirect API Specification version 1.14 dated 2/06/2013 or NYSE Common Customer Gateway (CCG) Specification version 5.5 dated 2/01/2013.

The attached information memo provides an update on the plan to migrate the OCS “Step-Out-Service (SOS)" to GEMS. Clearing firm training and testing for the GEMS Step-Out-Service product is scheduled to begin March 11, 2013. The GEMS SOS product will be available for Firms to access and process transactions in “shadow mode”.

The attached information memo provides an update on the plan to migrate the OCS “Step-Out-Service (SOS)" to GEMS. Clearing firm training and testing for the GEMS Step-Out-Service product is scheduled to begin in March 2013. The GEMS SOS product will be available for Firms to access and process transactions in “shadow mode”.

As previously announced, NYSE Euronext is in the process of migrating our NYSE and NYSE MKT test environment (UAT) to a new data center in Chicago. This change will require firms to connect to new IP addresses in order to access the UAT environment per the table below. The ports will remain unchanged. This notification lists a change to the PDP Retrans Request Server IP address and an update to the CBS Gateway IP address.

NYSE Euronext is in the process of migrating our NYSE and NYSE MKT test environment (UAT) to a new data center in Chicago. This change will require firms to connect to new IP addresses in order to access the UAT environment per the table below. The ports will remain unchanged.

As previously announced the NYSE is in the process of migrating the OCS “Step-Out-Service” to a new platform “GEMS” (Global Execution Management System).

Effective October 15, 2012, New York Stock Exchange and NYSE MKT member organizations will no longer be required to use certain Account Type Indicators (“ATI”) that are now obsolete. Due to significant technological and regulatory changes, several categories of ATIs no longer serve their original, primarily regulatory, purpose. Listed below are the categories, as well as the individual ATIs, that have been eliminated.

As previously announced in Post Trade notice PT 183 subject “GEMS Step Out Service Access” clearing firms were instructed to complete and return the attached User Request Form by September 7, 2012.

On July 12, 2012 NYSE Euronext notified the clearing firm community that it plans to migrate the OCS SOS product to the GEMS platform (information memorandum PT-182, subject “OCS Step-Out Service”).

The On-Line Comparison System’s (OCS) “Step-Out Service” (SOS) product is being migrated to the Global Execution Management System (GEMS) platform.

Technical Specification Changes Required – The format and content of Crossing Session 2 will be changing

Technical Specification Changes Required – The format and content of Crossing Session 2 will be changing

The NYSE and NYSE Amex (the “Exchange”) comparison stream will begin using the NSCC anonymity indicator when sending comparison sides to the clearing corporation.

Technical Specification Changes Required – The format and content of Crossing Session 2 will be changing

NYSE’s Joint Customer Routing System will be deactivated on Monday, February 6, 2012. JCRS allowed customers to reach the NYSE Arca trading system and NYSE Arca-listed securities using their NYSE Common Customer Gateway connections.

In October 2011, the NYSE and NYSE Amex announced the introduction of a first-of-its-kind Retail Liquidity Program, pending SEC approval, that would produce cost savings for individual investors through price improvement to retail order flow. Below we note two clarifications to the initial Trader Alert of October 25, 2011:

On January 17, 2012, NYSE/NYSE Amex will begin implementation of two changes to the operation of pegging e-Quotes.

Effective October 17, 2011, the NYSE and NYSE Amex will require Member Organizations that route orders (and cancel/replacement requests) to the NYSE Broker Systems to populate their firm’s Market Participant Identifier (“MPID”) as prescribed in the Common Customer Gateway informational memo dated June 7, 2011, subject “CCG Support for Market Participant ID (MPID) for Broker OATS Reporting”. In addition, when entering orders manually into the Broker Booth Support System, Floor brokers must include the sending firm’s MPID.

As you may be aware, beginning in October, 2011, FINRA is expanding the OATS reporting requirements to Tape A (NYSE) and Tape B (NYSE Amex) securities for all FINRA member firms. Accordingly, all Floor Broker firms will be required to comply with this new requirement.

Beginning on October 3, 2011, FINRA will require OATS Submission for all NMS securities (see June 7, 2011, Trader Update). All qualified orders routed to the NYSE Broker Systems (NYSE Broker Booth Support System and the NYSE eBroker handheld) will be required to include the sender’s MPID on all order and cancel/replacement messages. In addition NYSE Technologies will provide an OATS file to FINRA for all order events sent to the Broker Systems. In support of this initiative, Production industry testing will be made available on Saturday, September 17, 2011.

Common Customer GatewaySM (CCG) support to return an order originator’s “SenderCompID” information on Drop Copies.

This notice updates the Trader Alert distributed on June 7th, 2011 announcing the NYSE’s ability to accept a Sender’s MPID information on all order and cancel with replacement messages destined to the NYSE Broker Systems. Based upon customer feedback, the NYSE will make the following additional change to Order Drop Copy messages commencing on or before October 3rd, 2011.

Commencing on or about October 3rd 2011, FINRA is implementing OATS℠ submission for all NMS securities. The NYSE Broker Systems will become an OATS reporting system to FINRA to comply with this new requirement. Accordingly, orders routed to NYSE Broker Systems (NYSE Broker Booth Support System® and the NYSE eBroker™ handheld) will be required to include the sender’s MPID on all order and cancel/replacement messages. Customers who route directly to the NYSE matching engine are not affected by this change.

On or about October 18th, the NYSE will introduce two new Displayed Liquidity Indicator (DLI) values to represent over 100 round lots (10,000 shares) and over 200 round lots (20,000 shares) displayed.

Original notification of the DLI was issued on March 10, 2010 and at that time values 0-4 were defined. The two new values of 5 and 6 will represent 100-200 round lots (10,000 to 19,999 shares) and equal to or greater than 200 round lots (20,000 shares) respectively.

The attached notification includes values for FIX Tags and the Merged Order Log Output.
NYSE Trading Technology Information Memo – Displayed Liquidity Indicators