Subscribers and Market Data Consumers;
Since inception Omega Securities Inc. the operator of Omega ATS and Lynx ATS has disseminated data using the ITCH 3.0 protocol. The time labeling feature used to create an ITCH 3.0 message may produce a time that differs at the millisecond level, from the time internally recorded by OSI in its Matching Engine for the execution of trades. OSI intends to replace ITCH 3.0 with ITCH 5.0 in the near future.
Thank you.