Describes the certified software and hardware for the CTM service.

Describes how to install and configure two JREs for trade blotter clients.

Describes the DCIGate implementation for the .NET framework to run CTM.

Describes the Java application programming interface (API) for writing a connectivity application to the CTM service.

Describes the application programming interface for the .NET framework.

Describes how to install and configure the batch scheduler to import and export trade information for broker/dealers using MTI.

Describes how to install and configure the batch scheduler to import and export trade information for investment managers using MTI.

Describes new and updated optional functionality for debt and equity asset class clients using the current FIX interface.

Describes new and updated functionality for debt and equity asset class clients.

Describes new and updated functionality for debt and equity asset class clients.

Describes new and updated functionality for debt and equity asset class clients.

Describes new and updated functionality for debt and equity asset class clients.

Describes new and updated functionality for debt and equity asset class clients.

Describes new and updated functionality for debt/equity and repurchase agreements (repos) asset class clients.

Describes new and updated functionality for debt/equity and repurchase agreements (repos) asset class clients.

Describes new and updated functionality for debt and equity asset class clients.

Contains a cumulative listing of the allowed field values in the CTM service for debt and equities. 

Dictionary of all debt and equity elements in the direct XML interface and of all fields in MTI for broker/dealers. 

Contains a cumulative listing of client-facing error codes including synchronous, asynchronous, notification, and MQ-related errors.

Describes how the CTM service processes equity options.

Describes how the CTM service processes stepouts.

Describes how to supply and retrive other reporting data in conformance with MiFID II regulations.

This document describes the process of applying research amounts on all, some, or none of investment manager's allocations and broker/dealer's confirmations for the CTM, OASYS, and TradeSuite ID services.

Describes best practices for matching time deposits in the CTM service even when there is no registered ISIN and no secondary market.

Describes best practices for clients who trade in the debt and equity asset classes.

Describes how the CTM service can automatically create, prorate, and truncate confirmations for broker/dealers.

Describes how the CTM service handles equity trade commissions.

Describes best practices, with examples, for fixed income trades in the CTM service.

This guide is for investment managers and broker/dealers. It describes how to use the view only broker feature in the CTM service.

Describes how the CTM service works with Trade Match for US domestic trades.

Describes best practices and serves as a reference for clients who use the CTM service for trades that settle in the US.

This document highlights best practices for Wholly Foreign Owned Enterprises (WFOE) that trade through the
Southbound China-Hong Kong Stock Connect program,

Recommends how to use the CTM service to reduce settlement exceptions based on settlement location.

Describes marketplace fees and taxes and how to use them in the CTM service.

Describes best practices for trading China-A equity shares through both the Shanghai and Shenzhen-Hong Kong Stock Connect program to achieve same-day affirmation.

Describes best practices for clients to comply with Singapore Exchange (SGX) requirements.