Nearly a month after it started rolling out in select regions worldwide including the US, the Marshmallow update for Sony's Xperia Z2, Xperia Z3, and Xperia Z3 Compact smartphones has now started hitting units in India and Canada. Aside from the usual Marshmallow goodies (including Doze, Google Now on Tap, and redesigned app permissions), the update also includes enhanced privacy settings, new camera interface, as well as Xperia Messaging and Direct Share features. Given than the update has just started rolling out in these regions, it may take some time before it hits your device....
Source: http://www.gsmarena.com/xperia_z2_z3_and_z3_compact_getting_marshmallow_in_india_and_canada-news-18092.php