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Technical Alert

MIAX Options

June 09, 2017 | 11:54 AM

MIAX Options - Interface Specification Updates to Support New Mass Cancel Message Feature and High Priority Mass Cancel Port

MIAX Options has published an updated MIAX Express Interface (MEI) Specification to support the following modifications:

  • MIAX Express Interface (MEI) v2.4
    • Quotes-Only Mass Cancel message feature (Optional change)
      • Firms can specify to Mass Cancel Quotes Only leaving eQuotes un-cancelled
      • eQuotes will not require a Reset Message and therefore will not be blocked following a Mass Cancel that specifies Quotes Only
    • Priority Mass Cancel Port (Optional change)
      • Mass Cancels can be submitted over new High Priority Ports with expedited processing to the Matching Engine
    • Specification clarifications
Please review the interface specifications for further details.  All specifications are currently available at MIAX Options Interface Specifications.

Important Dates:
  • The above changes are targeted to be implemented in early August 2017, pending SEC approval
  • The above interface updates will be available in the MIAX Firm Test Bed #2 (FTB2) environment on Monday, June 19, 2017
Please contact MIAX Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302 to discuss any specific issues and to arrange interface testing.