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Technical Alert

MIAX Options

November 09, 2012 | 04:30 PM

MIAX Options Interface Specification (ToM) Updates Available

MIAX Options has just released an updated Interface Specification for the Top of Market (ToM) data feed.  All specifications are currently available for review at MIAX Options Interface Specifications.

Top of Market (ToM) – v1.3 Summary

  • Added MBBO quote condition ‘B’ for indicating public customer interest and added reserve space for the Top of Market compact and wide format messages.
  • Added the Priority Quote Width and added reserved space to the Series Update message.
  • For Liquidity Seeking Event Notifications due to routes (Event Type ‘R’), removed the NBBO price...price will be zero.

Important Dates:

  • 11/10/2012 – Interface update available in the Production Mock Trading environment.
  • 11/13/2012 – Interface update available and transmitted over the daily MIAX ToM Test Transmissions.

Please contact MIAX Trading Operations TradingOperations@miaxglobal.com to discuss any specific issues or to receive the MIAX ToM Test Transmissions.